Victor Chernozhukov

发表

High-Dimensional Metrics

Christian Hansen, Martin Spindler, Victor Chernozhukov, 2016 .

Quantile Models with Endogeneity

Victor Chernozhukov, Christian Hansen, V. Chernozhukov, 2013, 1303.7050.

SortedEffects: Sorted Causal Effects in R

Victor Chernozhukov, Shuowen Chen, Iv'an Fern'andez-Val, 2020, R J..

Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data pdf

Xi Chen, Martin Spindler, Victor Chernozhukov, 2019, ArXiv.

Supplement to “program evaluation and causal inference with high-dimensional data"

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2017 .

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls

Victor Chernozhukov, Kaspar Wuthrich, Yinchu Zhu, 2017, Journal of the American Statistical Association.

Likelihood inference for some non-regular econometric models

Victor Chernozhukov, Han Hong, V. Chernozhukov, 2002 .

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments

Christian Hansen, Martin Spindler, Victor Chernozhukov, 2015, 1501.03185.

High-Dimensional Methods and Inference on Structural and Treatment Effects

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2013 .

Estimation and Inference Methods for Sorted Causal Effects and Classification Analysis [R package SortedEffects version 1.2.0]

Ye Luo, Victor Chernozhukov, Shuowen Chen, 2020 .

Semi-Parametric Efficient Policy Learning with Continuous Actions

Vasilis Syrgkanis, Victor Chernozhukov, Mert Demirer, 2019, NeurIPS.

Double/Debiased/Neyman Machine Learning of Treatment Effects

Christian Hansen, Whitney Newey, Victor Chernozhukov, 2017, 1701.08687.

Replication data for: High-Dimensional Methods and Inference on Structural and Treatment Effects

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2019 .

Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data pdf

Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu, 2018, COLT.

Vector quantile regression beyond the specified case

Guillaume Carlier, Victor Chernozhukov, Alfred Galichon, 2017, J. Multivar. Anal..

High-Dimensional Econometrics and Generalized GMM

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2018 .

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

Victor Chernozhukov, Han Hong, V. Chernozhukov, 2003 .

Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models pdf

Vasilis Syrgkanis, Victor Chernozhukov, Vira Semenova, 2018, ArXiv.

Double Machine Learning in R [R package DoubleML version 0.1.1]

Victor Chernozhukov, Philipp Bach, Malte S. Kurz, 2020 .

A Lava Attack on the Recovery of Sums of Dense and Sparse Signals pdf

Yuan Liao, Victor Chernozhukov, Christian Hansen, 2015, ArXiv.

Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments

Esther Duflo, Victor Chernozhukov, Mert Demirer, 2017 .

Replication data for: Double/Debiased/Neyman Machine Learning of Treatment Effects

Esther Duflo, Victor Chernozhukov, Denis Chetverikov, 2019 .

Adversarial Estimation of Riesz Representers pdf

Vasilis Syrgkanis, Whitney Newey, Victor Chernozhukov, 2020, ArXiv.

Inference on weighted average value function in high-dimensional state space pdf

Whitney Newey, Victor Chernozhukov, Vira Semenova, 2019, ArXiv.

Optimal Targeted Lockdowns in a Multi-Group Sir Model

Victor Chernozhukov, Daron Acemoglu, Iván Werning, 2020 .

High Dimensional Sparse Econometric Models: An Introduction

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2011, 1106.5242.

LASSO-Driven Inference in Time and Space

Victor Chernozhukov, Chen Huang, Weining Wang, 2018, The Annals of Statistics.

Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes

Victor Chernozhukov, Iv'an Fern'andez-Val, Kaspar Wuthrich, 2016, Journal of the American Statistical Association.

Practical and robust $t$-test based inference for synthetic control and related methods

Victor Chernozhukov, Kaspar Wuthrich, Yinchu Zhu, 2018 .

Inference in High-Dimensional Panel Models With an Application to Gun Control

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2014, 1411.6507.

Valid simultaneous inference in high-dimensional settings (with the HDM package for R)

Martin Spindler, Victor Chernozhukov, Philipp Bach, 2019 .

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

Christian Hansen, Martin Spindler, Victor Chernozhukov, 2015 .

Inference on average treatment effects in aggregate panel data settings

Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu, 2019 .

Inference on Treatment Effects after Selection Amongst High-Dimensional Controls

Victor Chernozhukov, Alexandre Belloni, Christian Hansen, 2011 .

The sorted effects method: discovering heterogeneous effects beyond their averages

Victor Chernozhukov, Ivan Fernandez-Val, Ye Luo, 2015 .

Omitted Variable Bias in Machine Learned Causal Models pdf

Vasilis Syrgkanis, Carlos Cinelli, Whitney Newey, 2021, ArXiv.

Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression

Vasilis Syrgkanis, Victor Chernozhukov, Whitney K. Newey, 2021, 2104.14737.

A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees pdf

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, 2021, ArXiv.

DoubleML - An Object-Oriented Implementation of Double Machine Learning in R pdf

Martin Spindler, Victor Chernozhukov, Malte S. Kurz, 2021, ArXiv.

Deeply-Debiased Off-Policy Interval Estimation

Chengchun Shi, Rui Song, Victor Chernozhukov, 2021, ICML.

DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python pdf

Martin Spindler, Victor Chernozhukov, Malte S. Kurz, 2021, ArXiv.

Distributional conformal prediction

Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu, 2019, Proceedings of the National Academy of Sciences.

RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests pdf

Vasilis Syrgkanis, Victor Chernozhukov, Whitney K. Newey, 2021, ArXiv.

Causal Bias Quantification for Continuous Treatment pdf

Gianluca Detommaso, Victor Chernozhukov, Philip Schulz, 2021, ArXiv.

Learning Financial Network with Focally Sparse Structure

Chen Huang, Victor Chernozhukov, Weining Wang, 2021 .

Estimation and Inference Methods for Sorted Causal Effects and Classification Analysis [R package SortedEffects version 1.4.0]

Victor Chernozhukov, Ye Luo, Ivan Fernandez-Val, 2021 .

Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations

Marc Henry, Victor Chernozhukov, Brendan Pass, 2017, Journal of Political Economy.

UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK.

Victor Chernozhukov, Alexandre Belloni, Ying Wei, 2015, Annals of statistics.

Fragility of asymptotic agreement under Bayesian learning: Fragility of asymptotic agreement

Daron Acemoglu, Victor Chernozhukov, Muhamet Yildiz, 2016 .

On cross-validated Lasso

Victor Chernozhukov, Zhipeng Liao, Denis Chetverikov, 2016 .

Conditional quantile processes based on series or many regressors

Victor Chernozhukov, Alexandre Belloni, Ivan Fernandez-Val, 2019, Journal of Econometrics.

Learning L2 Continuous Regression Functionals via Regularized Riesz Representers

Victor Chernozhukov, Rahul Singh, W. Newey, 2018 .

Fragility of Asymptotic Agreement Under Bayesian Learning

Daron Acemoglu, Victor Chernozhukov, Muhamet Yildiz, 2008 .

Inference approaches for instrumental variable quantile regression

Christian Hansen, Victor Chernozhukov, Michael Jansson, 2007 .

Bound Analysis in Panel Models with Correlated Random Eects

Victor Chernozhukov, Jinyong Hahn, Whitney K. Newey, 2005 .

High-dimensional econometrics and regularized GMM

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2018, 1806.01888.

Conditional Quantile Processes Based on Series or Many Regressors

Victor Chernozhukov, Alexandre Belloni, Denis Chetverikov, 2011, Journal of Econometrics.

The Impact of Big Data on Firm Performance: An Empirical Investigation

Victor Chernozhukov, Junichi Suzuki, Patrick Bajari, 2018, AEA Papers and Proceedings.

Instrumental variable estimation of nonseparable models

Victor Chernozhukov, Guido W. Imbens, Whitney K. Newey, 2007 .

Parameter Set Inference in a Class of Econometric Models

Han Hong, Victor Chernozhukov, Elie Tamer, 2004 .

Set identification with Tobin regressors

Victor Chernozhukov, Thomas M. Stoker, Roberto Rigobon, 2009 .

Quantile Regression Under Misspecification, with an Application to the U.S. Wage Structure

Victor Chernozhukov, J. Angrist, V. Chernozhukov, 2004 .

Inference for heterogeneous effects using low-rank estimations

Victor Chernozhukov, Yuan Liao, Yinchu Zhu, 2018, 1812.08089.

Instrumental quantile regression inference for structural and treatment effect models

Christian Hansen, Victor Chernozhukov, V. Chernozhukov, 2006 .

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

Christian Hansen, Martin Spindler, Victor Chernozhukov, 2014, 1501.03430.

The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis

Christian Hansen, Victor Chernozhukov, V. Chernozhukov, 2004, Review of Economics and Statistics.

Advances in Economics and Econometrics: Inference for High-Dimensional Sparse Econometric Models

Victor Chernozhukov, Alexandre Belloni, Christian Hansen, 2013 .

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments

Martin Spindler, Victor Chernozhukov, Christian Hansen, 2015 .

hdm: High-Dimensional Metrics

Martin Spindler, Victor Chernozhukov, V. Chernozhukov, 2016, R J..

Quantile regression

Victor Chernozhukov, Antonio F. Galvao, Zhijie Xiao, 2019, Journal of Econometrics.

High-dimensional linear models with many endogenous variables

Christian Hansen, Whitney Newey, Victor Chernozhukov, 2017, Journal of Econometrics.

Quantile graphical models : prediction and conditional independence with applications to financial risk management

Victor Chernozhukov, Alexandre Belloni, Mingli Chen, 2016 .

Shape-Enforcing Operators for Point and Interval Estimators

Xi Chen, Victor Chernozhukov, Ye Luo, 2018, 1809.01038.

Estimation and Inference about Conditional Average Treatment Effect and Other Structural Functions.

Victor Chernozhukov, Vira Semenova, V. Chernozhukov, 2020 .

Orthogonal Machine Learning for Demand Estimation: High Dimensional Causal Inference in Dynamic Panels

Matt Goldman, Matt Taddy, Victor Chernozhukov, 2017 .

Conditional Extremes and Near-Extremes

Victor Chernozhukov, V. Chernozhukov, 2000 .

Post-Selection Inference for Generalized Linear Models With Many Controls

Victor Chernozhukov, Alexandre Belloni, Ying Wei, 2013, 1304.3969.

Debiased machine learning of conditional average treatment effects and other causal functions

Victor Chernozhukov, Vira Semenova, 2017 .

Nonseparable multinomial choice models in cross-section and panel data

Whitney Newey, Victor Chernozhukov, W. Newey, 2017, Journal of Econometrics.

Quantile Regression : Penalized from : Handbook of Quantile Regression

Roger Koenker, Victor Chernozhukov, Xuming He, 2018 .

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

Martin Spindler, Victor Chernozhukov, Christian Hansen, 2014 .

Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables

Victor Chernozhukov, Abhishek Kaul, Alexandre B. Tsybakov, 2017, 1708.08353.

The Reduced Form: A Simple Approach to Inference with Weak Instruments

Christian Hansen, Victor Chernozhukov, V. Chernozhukov, 2005 .

Three-Step Censored Quantile Regression and Extramarital Affairs

Han Hong, Victor Chernozhukov, V. Chernozhukov, 2002 .

Rearranging Edgeworth–Cornish–Fisher expansions

Victor Chernozhukov, Alfred Galichon, Iván Fernández-Val, 2007, 0708.1627.

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

Victor Chernozhukov, Alexandre Belloni, Kengo Kato, 2013, 1304.0282.

Improving Estimates of Monotone Functions by Rearrangement

Victor Chernozhukov, Alfred Galichon, Ivan Fernandez-Val, 2007, 0704.3686.

Anti-concentration and honest, adaptive confidence bands

Victor Chernozhukov, Denis Chetverikov, Kengo Kato, 2013 .

High Dimensional Sparse Econometric Models : An

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2011 .

Pivotal estimation via square-root Lasso in nonparametric regression

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2014 .

Testing Many Moment Inequalities

Victor Chernozhukov, Denis Chetverikov, Kengo Kato, 2013 .

Nonparametric and Semiparametric Analysis of a Dynamic Game Model

Han Hong, Victor Chernozhukov, Denis Nekipelov, 2008 .

Improving Point and Interval Estimates of Monotone Functions by Rearrangement

Victor Chernozhukov, Alfred Galichon, Iván Fernández�?Val, 2008 .

Central limit theorems and multiplier bootstrap when p is much larger than n

Victor Chernozhukov, Denis Chetverikov, Kengo Kato, 2012 .

Lasso Methods for Gaussian Instrumental Variables Models

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2010, 1012.1297.

Intersection bounds: estimation and inference

Sokbae Lee, Victor Chernozhukov, Adam M. Rosen, 2009 .

Quantile and average effects in nonseparable panel models

Victor Chernozhukov, Ivan Fernandez-Val, Whitney K. Newey, 2009 .

Automatic Debiased Machine Learning of Causal and Structural Effects

Victor Chernozhukov, Rahul Singh, Whitney K Newey, 2018 .

Intersection bounds: estimation and inference

Sokbae Lee, Victor Chernozhukov, Adam M. Rosen, 2009, 0907.3503.

Conditional value-at-risk: Aspects of modeling and estimation

Victor Chernozhukov, V. Chernozhukov, Len Umantsev, 2000 .

Posterior Inference in Curved Exponential Families Under Increasing Dimensions

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2007, 0904.3132.

Implementing Intersection Bounds in Stata

Sokbae Lee, Victor Chernozhukov, Wooyoung Kim, 2013 .

Double/De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers

James M. Robins, Victor Chernozhukov, Whitney K. Newey, 2018 .

Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models

Marc Henry, Victor Chernozhukov, Brendan Pass, 2014, 1709.09570.

A Multi-Risk SIR Model with Optimally Targeted Lockdown

Victor Chernozhukov, Daron Acemoglu, Iván Werning, 2020 .

On cross-validated Lasso in high dimensions

Victor Chernozhukov, Zhipeng Liao, Denis Chetverikov, 2020 .