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Victor Chernozhukov
Victor Chernozhukov
Professor, Department of Economics + Center for Statistics and Data Science, MIT
Verified email at mit.edu - Homepage
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Cited by
Cited by
Year
Double/De-Biased Machine Learning for Treatment and Causal Parameters
V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ...
Econometrics Journal; 2018; arXiv preprint arXiv:1608.00060, 2016
1397*2016
Inference on treatment effects after selection amongst high-dimensional controls
A Belloni, V Chernozhukov, C Hansen
The Review of Economic Studies 2013; ArXiv 2011, 2011
13162011
Inference on counterfactual distributions
V Chernozhukov, I Fernandez-Val, B Melly
Econometrica, 2013 (ArXiv 2009) 81 (6), 2205–2268, 2009
1112*2009
An IV model of quantile treatment effects
V Chernozhukov, C Hansen
Econometrica, 245-261, 2005
11122005
Optimal Targeted Lockdowns in a Multi-Group SIR Model
D Acemoglu, V Chernozhukov, I Werning, MD Whinston
American Economic Review: Insights, 2021
952*2021
Sparse models and methods for optimal instruments with an application to eminent domain
A Belloni, D Chen, V Chernozhukov, C Hansen
Econometrica 2012 (ArXiv 2010) 80 (6), 2369-2429, 2010
9182010
An MCMC approach to classical estimation
V Chernozhukov, H Hong
Journal of econometrics 115 (2), 293-346, 2003
8552003
Estimation and confidence regions for parameter sets in econometric models
V Chernozhukov, H Hong, E Tamer
Econometrica 75 (5), 1243–1284, 2007
791*2007
High-Dimensional Methods and Inference on Structural and Treatment Effects
A Belloni, V Chernozhukov, C Hansen
The Journal of Economic Perspectives 28 (2), 29-50, 2014
6812014
Least squares after model selection in high-dimensional sparse models
A Belloni, V Chernozhukov
Bernoulli 2013 (ArXiv 2009) 19 (2), 521-547, 2013
6722013
Instrumental quantile regression inference for structural and treatment effect models
V Chernozhukov, C Hansen
Journal of Econometrics 132 (2), 491-525, 2006
6382006
Square-root lasso: pivotal recovery of sparse signals via conic programming
A Belloni, V Chernozhukov, L Wang
Biometrika 2011 (ArXiv 2010) 98 (4), 791-806, 2011
6312011
Instrumental variable quantile regression: A robust inference approach
V Chernozhukov, C Hansen
Journal of Econometrics 142 (1), 379-398, 2008
568*2008
ℓ1-penalized quantile regression in high-dimensional sparse models
A Belloni, V Chernozhukov
The Annals of Statistics 2011 (Arxiv 2009) 39 (1), 82-130, 2011
5562011
Quantile regression under misspecification, with an application to the US wage structure
J Angrist, V Chernozhukov, I Fernandez-Val
Econometrica 72 (2), 539–563, 2007
5112007
Quantile and probability curves without crossing
V Chernozhukov, I Fernandez-Val, A Galichon
Econometrica, 1093-1125, 2010
5102010
Intersection bounds: estimation and inference
V Chernozhukov, S Lee, AM Rosen
Econometrica 81, 667-736, 2013
4692013
GAUSSIAN APPROXIMATIONS AND MULTIPLIER BOOTSTRAP FOR MAXIMA OF SUMS OF HIGH-DIMENSIONAL RANDOM VECTORS
V Chernozhukov, D Chetverikov, K Kato
Annals of Statistics, 2013 (ArXiv 2013) 41 (6), 2786-2819, 2013
4552013
Program evaluation and causal inference with high-dimensional data
A Belloni, V Chernozhukov, I Fernández-Val, C Hansen
Econometrica (2017); arXiv preprint arXiv:1311.2645, 2013
394*2013
Average and Quantile Effects in Nonseparable Panel Models
V Chernozhukov, I Fernández‐Val, J Hahn, W Newey
Econometrica 81 (2), 535-580, 2013
326*2013
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Articles 1–20