International Fellows

Victor Chernozhukov

MIT

Selected Publications

Inference for best linear approximations to set identified functions

This paper provides inference methods for best linear approximations to functions which are known to lie […]

Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari, Paul Schrimpf
17 December 2012 | CWP43/12

Latest version

Best linear approximations to set identified functions: with an application to the gender wage gap
Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari, Paul Schrimpf
18 February 2019 | CWP09/19
Gaussian approximation of suprema of empirical processes

We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
17 December 2012 | CWP44/12

Latest version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP41/16
Local identification of nonparametric and semiparametric models

In parametric models a sufficient condition for local identification is that the vector of moment is […]

Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
14 November 2012 | CWP37/12

Latest version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
1 March 2014 | Journal Article

Previous version

Local identification of nonparametric and semiparametric models
Xiaohong Chen, Victor Chernozhukov, Sokbae (Simon) Lee, Whitney K. Newey
23 May 2011 | CWP17/11
Intersection bounds: estimation and inference

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]

Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
17 October 2012 | CWP33/12

Latest version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
1 March 2013 | Journal Article

Previous version

Intersection bounds: estimation and inference
Victor Chernozhukov, Sokbae (Simon) Lee, Adam Rosen
4 November 2011 | CWP34/11
Inference on treatment effects after selection amongst high-dimensional controls

We propose robust methods for inference on the effect of a treatment variable on a scalar […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
22 July 2013 | CWP26/13

Previous version

Estimation of treatment effects with high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11
Inference on counterfactual distributions

We develop inference procedures for policy analysis based on regression methods. We consider policy interventions that […]

Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
13 February 2012 | CWP05/12

Latest version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
13 May 2013 | CWP17/13

Previous version

Inference on counterfactual distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
7 May 2009 | CWP09/09
Inference on sets in finance

In this paper we introduce various set inference problems as they appear in finance and propose […]

Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
5 February 2012 | CWP04/12

Latest version

Inference on sets in finance
Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
27 December 2012 | CWP46/12
Estimation of treatment effects with high-dimensional controls

We propose methods for inference on the average effect of a treatment on a scalar outcome […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Inference for high-dimensional sparse econometric models

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
30 December 2011 | CWP41/11
Inference for extremal conditional quantile models, with an application to market and birthweight risks

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the […]

Victor Chernozhukov, Ivan Fernandez-Val
27 December 2011 | CWP40/11

Latest version

Inference for extremal conditional quantile models, with an application to market and birthweight risks
Victor Chernozhukov, Ivan Fernandez-Val
9 March 2011 | Journal Article