International Fellows

Victor Chernozhukov

MIT

Selected Publications

Central limit theorems and bootstrap in high dimensions

In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
31 December 2014 | CWP49/14

Latest version

Central limit theorems and bootstrap in high dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP39/16
Inference in high dimensional panel models with an application to gun control

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Damian Kozbur
31 December 2014 | CWP50/14

Latest version

Inference in high dimensional panel models with an application to gun control
Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Damian Kozbur
15 September 2016 | Journal Article
Uniform post selection inference for LAD regression and other Z-estimation problems

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP51/14

Latest version

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
1 June 2015 | Journal Article

Previous version

Uniform post selection inference for LAD regression and other z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
30 December 2013 | CWP74/13
Testing many moment inequalities

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
31 December 2014 | CWP52/14

Latest version

Testing many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP42/16

Previous version

Testing Many Moment Inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP65/13
Valid post-selection inference in high-dimensional approximately sparse quantile regression models

This work proposes new inference methods for the estimation of a regression coefficient of interest in […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP53/14

Previous version

Robust inference in high-dimensional approximately sparse quantile regression models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
30 December 2013 | CWP70/13
Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
31 October 2015 | Journal Article

Previous version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13
Program evaluation with high-dimensional data

In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
14 August 2014 | CWP33/14

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
31 December 2013 | CWP77/13
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14

Latest version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 March 2015 | Journal Article

Previous version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 August 2013 | CWP38/13
Program evaluation with high-dimensional data

In the first part of the paper, we consider estimation and inference on policy relevant treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
31 December 2013 | CWP77/13

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Previous version

Program evaluation with high-dimensional data
Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
12 November 2013 | CWP57/13
Testing Many Moment Inequalities

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP65/13

Latest version

Testing many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP42/16