Search Results

L1-Penalized Quantile Regression in High-Dimensional Sparse Models,
Alexandre Belloni and Victor Chernozhukov, from arXiv.org (2019)

Posterior Inference in Curved Exponential Families under Increasing Dimensions,
Alexandre Belloni and Victor Chernozhukov, from arXiv.org (2014)

High Dimensional Sparse Econometric Models: An Introduction,
Alexandre Belloni and Victor Chernozhukov, from arXiv.org (2011)

Quantile Models with Endogeneity,
Victor Chernozhukov and Christian Hansen, from arXiv.org (2013)

An MCMC Approach to Classical Estimation,
Victor Chernozhukov and Han Hong, from arXiv.org (2023)

Posterior inference in curved exponential families under increasing dimensions,
Alexandre Belloni and Victor Chernozhukov, in Econometrics Journal (2014)

Instrumental quantile regression inference for structural and treatment effect models,
Victor Chernozhukov and Christian Hansen, in Journal of Econometrics (2006)

The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis,
Victor Chernozhukov and Christian Hansen, in The Review of Economics and Statistics (2004)

Debiased machine learning of conditional average treatment effects and other causal functions,
Vira Semenova and Victor Chernozhukov, in The Econometrics Journal (2021)
Keywords: High-dimensional statistics, heterogeneous treatment effect, conditional average treatment effect, group average effects, debiased/orthogonal estimation, machine learning, double robustness, continuous treatment effects, dose–response functions

Instrumental variable quantile regression: A robust inference approach,
Victor Chernozhukov and Christian Hansen, in Journal of Econometrics (2008)

Conditional value-at-risk: Aspects of modeling and estimation,
Len Umantsev and Victor Chernozhukov, in Empirical Economics (2001)
Keywords: Value-at-Risk · Quantiles · Extreme Value Theory

An IV Model of Quantile Treatment Effects,
Victor Chernozhukov and Christian Hansen, in Econometrica (2005)

An MCMC approach to classical estimation,
Victor Chernozhukov and Han Hong, in Journal of Econometrics (2003)

Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions,
Victor Chernozhukov and Vira Semenova, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)

Posterior inference in curved exponential families under increasing dimensions,
Alexandre Belloni and Victor Chernozhukov, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)

Quantile models with endogeneity,
Victor Chernozhukov and Christian Hansen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: identification, treatment effects, structural models, instrumental variables

Post-l1-penalized estimators in high-dimensional linear regression models,
Alexandre Belloni and Victor Chernozhukov, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010)

L1-Penalized quantile regression in high-dimensional sparse models,
Alexandre Belloni and Victor Chernozhukov, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)

On the computational complexity of MCMC-based estimators in large samples,
Alexandre Belloni and Victor Chernozhukov, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)

Toward personalized inference on individual treatment effects,
Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu, from Department of Economics, UC San Diego (2023)
Keywords: Precision Medicine, Humans

Distributional conformal prediction,
Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu, from Department of Economics, UC San Diego (2021)
Keywords: prediction intervals, conditional validity, model-free validity, quantile regression, distribution regression

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls,
Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu, from Department of Economics, UC San Diego (2021)
Keywords: Generic health relevance, Constrained Lasso, Difference-in-differences, Factor model, Permutation inference, Matrix completion, Model-free validity, Statistics, Econometrics, Demography, Statistics & Probability

Estimation and Confidence Regions for Parameter Sets in Econometric Models,
Victor Chernozhukov, Han Hong and Elie Tamer, in Econometrica (2007)

Parameter Set Inference in a Class of Econometric Models,
Elie Tamer, Victor Chernozhukov and Han Hong, from Econometric Society (2004)
Keywords: Set Inference, level sets, Subsampling

Instrumental variable estimation of nonseparable models,
Victor Chernozhukov, Guido Imbens and Whitney Newey, in Journal of Econometrics (2007)

Vector quantile regression beyond the specified case,
Guillaume Carlier, Victor Chernozhukov and Alfred Galichon, in Journal of Multivariate Analysis (2017)
Keywords: Duality; Optimal transport; Vector quantile regression;

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, in Stochastic Processes and their Applications (2016)
Keywords: Coupling; Empirical process; Multiplier bootstrap process; Empirical bootstrap process; Gaussian approximation; Supremum;

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach,
Victor Chernozhukov, Christian Hansen and Martin Spindler, in Annual Review of Economics (2015)
Keywords: Neyman, orthogonalization, C (α) statistics, optimal instrument, optimal score, optimal moment, efficiency, optimality

Confidence bands for coefficients in high dimensional linear models with error-in-variables,
Alexandre Belloni, Victor Chernozhukov and Abhishek Kaul, from Institute for Fiscal Studies (2017)

Quantile graphical models: prediction and conditional independence with applications to systemic risk,
Alexandre Belloni, Mingli Chen and Victor Chernozhukov, from Institute for Fiscal Studies (2017)

An exact and robust conformal inference method for counterfactual and synthetic controls,
Victor Chernozhukov, Kaspar Wüthrich and Yu Zhu, from Institute for Fiscal Studies (2017)

Estimation of treatment effects with high-dimensional controls,
Alexandre Belloni, Victor Chernozhukov and Christian Hansen, from Institute for Fiscal Studies (2011)

Inference on sets in finance,
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel, from Institute for Fiscal Studies (2012)

Inference on treatment effects after selection amongst high-dimensional controls,
Alexandre Belloni, Victor Chernozhukov and Christian Hansen, from Institute for Fiscal Studies (2012)

Central limit theorems and multiplier bootstrap when p is much larger than n,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2012)

Inference on sets in finance,
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel, from Institute for Fiscal Studies (2012)

Uniform post selection inference for LAD regression models,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from Institute for Fiscal Studies (2013)

High dimensional methods and inference on structural and treatment effects,
Alexandre Belloni, Victor Chernozhukov and Christian Hansen, from Institute for Fiscal Studies (2013)

Pivotal estimation via square-root lasso in nonparametric regression,
Alexandre Belloni, Victor Chernozhukov and Lie Wang, from Institute for Fiscal Studies (2013)

Testing Many Moment Inequalities,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2013)

Honest confidence regions for a regression parameter in logistic regression with a large number of controls,
Alexandre Belloni, Victor Chernozhukov and Ying Wei, from Institute for Fiscal Studies (2013)

Anti-concentration and honest, adaptive confidence bands,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2013)

Robust inference in high-dimensional approximately sparse quantile regression models,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from Institute for Fiscal Studies (2013)

Comparison and anti-concentration bounds for maxima of Gaussian random vectors,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2013)

Uniform post selection inference for LAD regression and other z-estimation problems,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from Institute for Fiscal Studies (2013)

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2013)

Uniform post selection inference for LAD regression and other Z-estimation problems,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from Institute for Fiscal Studies (2014)

Testing many moment inequalities,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2014)

Valid post-selection inference in high-dimensional approximately sparse quantile regression models,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from Institute for Fiscal Studies (2014)

Post-selection and post-regularization inference in linear models with many controls and instruments,
Victor Chernozhukov, Christian Hansen and Martin Spindler, from Institute for Fiscal Studies (2015)

A lava attack on the recovery of sums of dense and sparse signals,
Victor Chernozhukov, Christian Hansen and Yuan Liao, from Institute for Fiscal Studies (2015)

A lava attack on the recovery of sums of dense and sparse signals,
Victor Chernozhukov, Christian Hansen and Yuan Liao, from Institute for Fiscal Studies (2015)

Valid post-selection and post-regularization inference: An elementary, general approach,
Victor Chernozhukov, Christian Hansen and Martin Spindler, from Institute for Fiscal Studies (2016)

hdm: High-Dimensional Metrics,
Victor Chernozhukov, Christian Hansen and Martin Spindler, from Institute for Fiscal Studies (2016)

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2016)

Central limit theorems and bootstrap in high dimensions,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2016)

Comparison and anti-concentration bounds for maxima of Gaussian random vectors,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2016)

Gaussian approximation of suprema of empirical processes,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2016)

Testing many moment inequalities,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2016)

Anti-concentration and honest, adaptive confidence bands,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from Institute for Fiscal Studies (2016)

Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, in Journal of the American Statistical Association (2019)

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls,
Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu, in Journal of the American Statistical Association (2021)

Post-Selection Inference for Generalized Linear Models With Many Controls,
Alexandre Belloni, Victor Chernozhukov and Ying Wei, in Journal of Business & Economic Statistics (2016)

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments,
Victor Chernozhukov, Christian Hansen and Martin Spindler, in American Economic Review (2015)

Insights from optimal pandemic shielding in a multi-group SEIR framework,
Philipp Bach, Victor Chernozhukov and Martin Spindler, from University of Hamburg, Hamburg Center for Health Economics (hche) (2020)

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks,
Victor Chernozhukov and Ivan Fernandez-Val, from arXiv.org (2009)

LASSO Methods for Gaussian Instrumental Variables Models,
Alexandre Belloni, Victor Chernozhukov and Christian Hansen, from arXiv.org (2011)

Inference for High-Dimensional Sparse Econometric Models,
Alexandre Belloni, Victor Chernozhukov and Christian Hansen, from arXiv.org (2011)

Inference on Treatment Effects After Selection Amongst High-Dimensional Controls,
Alexandre Belloni, Victor Chernozhukov and Christian Hansen, from arXiv.org (2012)

Inference on Sets in Finance,
Victor Chernozhukov, Emre Kocatulum and Konrad Menzel, from arXiv.org (2012)

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from arXiv.org (2018)

Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from arXiv.org (2020)

Post-Selection Inference for Generalized Linear Models with Many Controls,
Alexandre Belloni, Victor Chernozhukov and Ying Wei, from arXiv.org (2016)

Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from arXiv.org (2016)

Inference on causal and structural parameters using many moment inequalities,
Victor Chernozhukov, Denis Chetverikov and Kengo Kato, from arXiv.org (2018)

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments,
Victor Chernozhukov, Christian Hansen and Martin Spindler, from arXiv.org (2015)

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach,
Victor Chernozhukov, Christian Hansen and Martin Spindler, from arXiv.org (2015)

A lava attack on the recovery of sums of dense and sparse signals,
Victor Chernozhukov, Christian Hansen and Yuan Liao, from arXiv.org (2015)

High-Dimensional Metrics in R,
Victor Chernozhukov, Chris Hansen and Martin Spindler, from arXiv.org (2016)

hdm: High-Dimensional Metrics,
Victor Chernozhukov, Chris Hansen and Martin Spindler, from arXiv.org (2016)

Subvector Inference in Partially Identified Models with Many Moment Inequalities,
Alexandre Belloni, Federico Bugni and Victor Chernozhukov, from arXiv.org (2018)

Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R),
Philipp Bach, Victor Chernozhukov and Martin Spindler, from arXiv.org (2018)

Automatic Debiased Machine Learning of Causal and Structural Effects,
Victor Chernozhukov, Whitney Newey and Rahul Singh, from arXiv.org (2022)

Closing the U.S. gender wage gap requires understanding its heterogeneity,
Philipp Bach, Victor Chernozhukov and Martin Spindler, from arXiv.org (2021)

A $t$-test for synthetic controls,
Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu, from arXiv.org (2024)

Instrumental Variable Quantile Regression,
Victor Chernozhukov, Christian Hansen and Kaspar Wüthrich, from arXiv.org (2020)

Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework,
Philipp Bach, Victor Chernozhukov and Martin Spindler, from arXiv.org (2020)

The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis,
Victor Chernozhukov, Hiroyuki Kasahara and Paul Schrimpf, from arXiv.org (2021)

Uniform Inference on High-dimensional Spatial Panel Networks,
Victor Chernozhukov, Chen Huang and Weining Wang, from arXiv.org (2023)

A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees,
Victor Chernozhukov, Whitney Newey and Rahul Singh, from arXiv.org (2022)