Iván Fernández-Val

发表

Inference on Counterfactual Distributions

V. Chernozhukov, Iván Fernández-Val, B. Melly, 2009, 0904.0951.

QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING

V. Chernozhukov, A. Galichon, Iván Fernández-Val, 2007, 0704.3649.

Massachusetts Institute of Technology Department of Economics Working Paper Series Improving Point and Interval Estimates of Monotone Functions by Rearrangement Improving Point and Interval Estimates of Monotone Functions by Rearrangement

V. Chernozhukov, Xuming He, C. Manski, 2022 .

Fixed effects estimation of structural parameters and marginal effects in panel probit models

Ivan Fernandez-Val, Iván Fernández-Val, 2007 .

Identification and estimation of marginal effects in nonlinear panel models

W. Newey, V. Chernozhukov, J. Hahn, 2008 .

Program evaluation with high-dimensional data

A. Belloni, V. Chernozhukov, C. Hansen, 2013 .

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks

V. Chernozhukov, Iván Fernández-Val, Iván Fernández�?Val, 2009, 0912.5013.

Bias Correction in Panel Data Models with Individual Specific Parameters

Iván Fernández-Val, Iván Fernández‐Val, 2005 .

Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data

M. Bottai, Iván Fernández-Val, P. Frumento, 2020, 2006.00160.

Average and Quantile Effects in Nonseparable Panel Models

W. Newey, V. Chernozhukov, J. Hahn, 2009, 0904.1990.

The sorted effects method: discovering heterogeneous effects beyond their averages

V. Chernozhukov, Iván Fernández-Val, Ye Luo, 2015, 1512.05635.

Low-rank approximations of nonseparable panel models

M. Weidner, Iván Fernández-Val, Hugo Freeman, 2020, The Econometrics Journal.

Fixed effect estimation of large T panel data models

M. Weidner, Iván Fernández-Val, 2017 .

Network and panel quantile effects via distribution regression

V. Chernozhukov, M. Weidner, Iván Fernández-Val, 2018, Journal of Econometrics.

NBER WORKING PAPER SERIES QUANTILE REGRESSION WITH CENSORING AND ENDOGENEITY

Amanda E. Kowalski, V. Chernozhukov, Iván Fernández-Val, 2011 .

Fast algorithms for the quantile regression process

V. Chernozhukov, Iván Fernández-Val, B. Melly, 2020, Empirical Economics.

Selection and the Distribution of Female Real Hourly Wages in the U.S.

F. Vella, Iván Fernández-Val, 2022 .

Individual and time effects in nonlinear panel models with large N , T

Martin Weidner, Ivan Fernandez-Val, M. Weidner, 2013, 1311.7065.

SUPPLEMENT TO “QUANTILE REGRESSION UNDER MISSPECIFICATION, WITH AN APPLICATION TO THE U.S. WAGE STRUCTURE”: VARIABLE DEFINITIONS, DATA, AND PROGRAMS

J. Angrist, V. Chernozhukov, Iván Fernández-Val, 2006 .

Rearranging Edgeworth–Cornish–Fisher expansions

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

Dynamic heterogeneous distribution regression panel models, with an application to labor income processes

F. Vella, Yuan Liao, Iván Fernández-Val, 2022, SSRN Electronic Journal.

Fixed Effects Estimation of Large-TPanel Data Models

M. Weidner, Iván Fernández-Val, 2018, Annual Review of Economics.

Identification and estimation of marginal effects in nonlinear panel models

W. Newey, V. Chernozhukov, J. Hahn, 2008 .

Subsampling Inference on Quantile Regression Processes

V. Chernozhukov, Iván Fernández-Val, 2005 .

Shape-Enforcing Operators for Generic Point and Interval Estimators of Functions

Xi Chen, V. Chernozhukov, Iván Fernández-Val, 2021, J. Mach. Learn. Res..

Digitized by the Internet Archive in 2011 with Funding from Boston Library Consortium Iviember Libraries Improving Estimates of Monotone Functions by Rearrangement Improving Estimates of Monotone Functions by Rearrangement

Xuming He, R. Koenker, S. Portnoy, 2011 .

Improving Estimates of Monotone Functions by Rearrangement

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

Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference

Iván Fernández-Val, Joonhwah Lee, 2012, 1206.2966.

Quantile Regression with Censoring and Endogeneity

Amanda E. Kowalski, V. Chernozhukov, Iván Fernández-Val, 2011 .

Nonparametric identification in panels using quantiles

W. Newey, V. Chernozhukov, Iván Fernández-Val, 2013, 1312.4094.

Quantile and average effects in nonseparable panel models

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

Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects

Iván Fernández-Val, 2005 .

Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India

V. Chernozhukov, E. Duflo, Mert Demirer, 2018 .

Extrapolate-Ing: External Validity and Overidentification in the Late Framework

J. Angrist, Iván Fernández-Val, Joshua D. Angrist, 2010 .

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

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

Three essays on nonlinear panel data models and quantile regression analysis

Iván Fernández-Val, 2005 .

Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments

Esther Duflo, Victor Chernozhukov, Mert Demirer, 2017 .

Decomposing Changes in the Distribution of Real Hourly Wages in the U.S.

F. Vella, F. Peracchi, Iván Fernández-Val, 2019 .

Decomposing Real Wage Changes in the United States

F. Vella, Iván Fernández-Val, A. Vuuren, 2018 .

11294 Nonseparable Sample Selection Models with Censored Selection Rules : An Application to Wage Decompositions JANUARY 2018

Iván Fernández-Val, 2018 .

Nonlinear factor models for network and panel data

Martin Weidner, Mingli Chen, Iv'an Fern'andez-Val, 2014, Journal of Econometrics.

Essays on Informal Banking Essays on Informal Banking Acknowledgements

A. Banerjee, Iván Fernández-Val, R. Hanna, 2007 .

Bias Corrections for Probit and Logit Models with Two-way Fixed Effects

Martin Weidner, Iván Fernández-Val, M. Weidner, 2016, 1610.07714.

Nonseparable sample selection models with censored selection rules

F. Vella, Iván Fernández-Val, Aico van Vuuren, 2022, Journal of Econometrics.

14.382 Spring 2017 Lecture 6: Nonlinear and Binary Regression, Predictive Effects, and M-Estimation

V. Chernozhukov, Iván Fernández-Val, 2017 .

Nonlinear Factor Models for Network and Panel Data

M. Weidner, Iván Fernández-Val, Mingli Chen, 2014, 1412.5647.

Censored quantile instrumental-variable estimation with Stata

Amanda E. Kowalski, V. Chernozhukov, Iván Fernández-Val, 2018, The Stata Journal: Promoting communications on statistics and Stata.

Counterfactual analysis in R: a vignette

V. Chernozhukov, Iván Fernández-Val, B. Melly, 2017 .

V. CHERNOZHUKOV, I. FERNÁNDEZ-VAL, AND B. MELLY

V. Chernozhukov, Iván Fernández-Val, B. Melly, 2013 .