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Victor Chernozhukov

Massachusetts Institute of Technology (from arXiv:2601.08643, 2026) · ORCID · OpenAlex

152 papers in scope · 106 published · 91 on the econ.EM arXiv · 19,616 citations · h-index 58 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Christian Hansen
  2. Alexandre Belloni
  3. Iván Fernández-Val
  4. Whitney K. Newey
  5. Vasilis Syrgkanis
  6. Denis Chetverikov
  7. Martin Spindler
  8. James M. Robins
  9. Rahul Singh
  10. Kengo Kato
  11. Matias D. Cattaneo
  12. Susan Athey
  13. Guido W. Imbens
  14. Kaspar Wüthrich
  15. Max H. Farrell
  16. Juan Carlos Escanciano
  17. Blaise Melly
  18. Harold D. Chiang
  19. Philipp Bach
  20. Daniel Chen

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(94 of 152)

Debiasing and T-Tests for Synthetic Control Inference on Average Causal Effects
published2026 · Journal of Political Economy · 15 citations · first circulated 2018
with Kaspar Wüthrich, Yinchu Zhu
Paper profile Journal of Political Economy arXiv:1812.10820
Automatic debiased machine learning and sensitivity analysis for sample selection models
working paper2026 · arXiv
with Jakob Bjelac, Phil-Adrian Klotz, Jannis Kueck, Theresa M. A. Schmitz
Paper profile arXiv arXiv:2601.08643
Adversarial Estimation of Riesz Representers
published2025 · Journal of the American Statistical Association · 5 citations · first circulated 2021
with Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
Paper profile Journal of the American Statistical Association arXiv:2101.00009
Sensitivity Analysis for Causal ML: A Use Case at Booking.com
working paper2025 · arXiv
with Philipp Bach, Carlos Cinelli, Lin Jia, Sven Klaaßen, Nils Skotara, Martin Spindler
Paper profile arXiv arXiv:2510.09109
Quantile graphical models: Prediction and conditional independence with applications to systemic risk
published2025 · Journal of Econometrics · 4 citations · first circulated 2016
with Alexandre Belloni, Mingli Chen
Paper profile Journal of Econometrics arXiv:1607.00286
Hedonic prices and quality adjusted price indices powered by AI
published2025 · Journal of Econometrics · 31 citations · first circulated 2021
with Patrick Bajari, Z. Cen, Manoj Manukonda, Suhas Vijaykumar, Jin Wang, Ramón Huerta, Jiatong Li, Lin Leng, George Monokroussos, Shuai Wang, Zhihao Cen, Junbo Li, …
Journal of Econometrics
Distribution Regression with Sample Selection and UK Wage Decomposition
published2025 · Journal of Political Economy · 9 citations · first circulated 2018
with Iván Fernández-Val, Siyi Luo
Paper profile Journal of Political Economy arXiv:1811.11603
Uniform Inference on High-Dimensional Spatial Panel Networks
published2025 · Journal of Business and Economic Statistics · 1 citations · first circulated 2021
with Chen Huang, Ning Wang, Huang Chen
Paper profile Journal of Business and Economic Statistics arXiv:2105.07424
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility
working paper2025 · arXiv
with Iván Fernández-Val, Jonas Meier, Aico van Vuuren, Francis Vella
Paper profile arXiv arXiv:2508.12716
Plausible GMM: A Quasi-Bayesian Approach
working paper2025 · arXiv
with Christian Hansen, Lingwei Kong, Ning Wang
Paper profile arXiv arXiv:2507.00555
An Introduction to Double/Debiased Machine Learning
working paper2025 · arXiv · 3 citations
with Achim Ahrens, Christian Hansen, Damian Kozbur, Mark E. Schaffer, Thomas Wiemann
Paper profile arXiv arXiv:2504.08324
Philip G. Wright, directed acyclic graphs, and instrumental variables
published2025 · Econometrics Journal · 1 citations
with Jaap H. Abbring, Iván Fernández-Val
Paper profile Econometrics Journal arXiv:2501.16395
Policy Learning with Confidence
working paper2025 · arXiv
with Sokbae Lee, Adam Rosen, Liyang Sun
Paper profile arXiv arXiv:2502.10653
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments"
working paper2025 · arXiv
with Mert Demirer, Esther Duflo, Iván Fernández-Val
Paper profile arXiv arXiv:2502.01548
Reply to: Comments on “Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India”
published2025 · Econometrica · 178 citations · first circulated 2017
with Mert Demirer, Esther Duflo, Iván Fernández-Val
Paper profile Econometrica arXiv:1712.04802
Conditional Influence Functions
working paper2024 · arXiv
with Whitney K. Newey, Vasilis Syrgkanis
Paper profile arXiv arXiv:2412.18080
Automatic Doubly Robust Forests
working paper2024 · arXiv
with Zhaomeng Chen, Junting Duan, Vasilis Syrgkanis
Paper profile arXiv arXiv:2412.07184
Conditional Rank-Rank Regression
working paper2024 · arXiv · 3 citations
with Iván Fernández-Val, Jonas Meier, Aico van Vuuren, Francis Vella
Paper profile arXiv arXiv:2407.06387
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
working paper2024 · arXiv · 2 citations
with Iván Fernández-Val, Sukjin Han, Kaspar Wüthrich
Paper profile arXiv arXiv:2403.05850
Applied Causal Inference Powered by ML and AI
working paper2024 · arXiv · 36 citations
with Christian Hansen, Nathan Kallus, Martin Spindler, Vasilis Syrgkanis
Paper profile arXiv arXiv:2403.02467
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study
working paper2024 · arXiv · 6 citations
with Philipp Bach, Oliver Schacht, Sven Klaaßen, Martin Spindler
Paper profile arXiv arXiv:2402.04674
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
working paper2024 · arXiv · 7 citations
with Iván Fernández-Val, Chen Huang, Ning Wang
Paper profile arXiv arXiv:2402.00584
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data
working paper2024 · arXiv · 2 citations
with Sven Klaaßen, Jan Teichert-Kluge, Philipp Bach, Martin Spindler, Suhas Vijaykumar
Paper profile arXiv arXiv:2402.01785
DoubleML : An Object-Oriented Implementation of Double Machine Learning in R
published2024 · Journal of Statistical Software · 36 citations · first circulated 2021
with Philipp Bach, Malte S. Kurz, Martin Spindler, Sven Klaaßen, Sven Klaassen
Paper profile Journal of Statistical Software arXiv:2103.09603 arXiv:2104.03220
Heterogeneity in the US gender wage gap
published2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 10 citations
with Philipp Bach, Martin Spindler
Journal of the Royal Statistical Society Series A (Statistics in Society)
Inference for low-rank models
published2023 · The Annals of Statistics · 26 citations · first circulated 2021
with Christian Hansen, Yuan Liao, Yinchu Zhu
Paper profile The Annals of Statistics arXiv:2107.02602
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
published2023 · The Annals of Applied Probability · 25 citations · first circulated 2020
with Denis Chetverikov, Yuta Koike
The Annals of Applied Probability
High-Dimensional Data Bootstrap
published2023 · Annual Review of Statistics and Its Application · 29 citations · first circulated 2022
with Denis Chetverikov, Kengo Kato, Yuta Koike
Paper profile Annual Review of Statistics and Its Application arXiv:2205.09691
Toward personalized inference on individual treatment effects
published2023 · Proceedings of the National Academy of Sciences · 5 citations
with Kaspar Wüthrich, Yinchu Zhu
Proceedings of the National Academy of Sciences
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
published2023 · Quantitative Economics · 26 citations · first circulated 2017
with В. М. Семенова, Matt Goldman, Matt Taddy
Quantitative Economics
Constrained Conditional Moment Restriction Models
published2023 · Econometrica · 48 citations · first circulated 2015
with Whitney K. Newey, Andres Santos, Andrés Santos
Econometrica
Improved central limit theorem and bootstrap approximations in high dimensions
published2022 · The Annals of Statistics · 53 citations · first circulated 2019
with Victor Chernozhuokov, Denis Chetverikov, Kengo Kato, Yuta Koike
Paper profile The Annals of Statistics arXiv:1912.10529
A simple and general debiased machine learning theorem with finite-sample guarantees
published2022 · Biometrika · 19 citations · first circulated 2021
with Whitney K. Newey, Rahul Singh
Paper profile Biometrika arXiv:2105.15197
Uniform inference in high-dimensional Gaussian graphical models
published2022 · Biometrika · 5 citations · first circulated 2018
with Sven Klaaßen, Jannis Kueck, Mark Spindler, Jannis Kück, Martin Spindler
Paper profile Biometrika arXiv:1808.10532
Debiased machine learning of global and local parameters using regularized Riesz representers
published2022 · Econometrics Journal · 37 citations
with Whitney K. Newey, Rahul Singh
Econometrics Journal
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals
working paper2022 · arXiv · 2 citations
with Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
Paper profile arXiv arXiv:2203.13887
Locally Robust Semiparametric Estimation
published2022 · Econometrica · 127 citations · first circulated 2016
with Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
Paper profile Econometrica arXiv:1608.00033
Automatic Debiased Machine Learning of Causal and Structural Effects
published2022 · Econometrica · 25 citations
with Whitney K. Newey, Rahul Singh
Econometrica
Long Story Short: Omitted Variable Bias in Causal Machine Learning
working paper2021 · arXiv · 22 citations
with Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis, Amit Shamar, Whitney Newey
Paper profile arXiv arXiv:2112.13398
Distributional conformal prediction
published2021 · Proceedings of the National Academy of Sciences · 21 citations
with Kaspar Wüthrich, Yinchu Zhu
Paper profile Proceedings of the National Academy of Sciences arXiv:1909.07889
A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S."
working paper2021 · arXiv · 206 citations · first circulated 2020
with Hiroyuki Kasahara, Paul Schrimpf
Paper profile arXiv arXiv:2005.14168
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
working paper2021 · arXiv · 5 citations
with Whitney K. Newey, Victor Quintas-Martinez, Vasilis Syrgkanis
Paper profile arXiv arXiv:2110.03031
LASSO-driven inference in time and space
published2021 · The Annals of Statistics · 63 citations · first circulated 2018
with Wolfgang Karl Härdle, Chen Huang, Ning Wang, Wolfgang H auml rdle
Paper profile The Annals of Statistics arXiv:1806.05081
On cross-validated Lasso in high dimensions
published2021 · The Annals of Statistics · 14 citations
with Denis Chetverikov, Zhipeng Liao
The Annals of Statistics
Automatic Debiased Machine Learning via Riesz Regression
working paper2021 · arXiv · 9 citations
with Whitney K. Newey, Victor Quintas-Martinez, Vasilis Syrgkanis
Paper profile arXiv arXiv:2104.14737
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
published2021 · Journal of the American Statistical Association · 159 citations · first circulated 2017
with Kaspar Wüthrich, Yinchu Zhu, Yu Zhu
Paper profile Journal of the American Statistical Association arXiv:1712.09089
Shape-Enforcing Operators for Generic Point and Interval Estimators of Functions
published2021 · Journal of Machine Learning Research · 3 citations
with Xi Chen, Iván Fernández-Val, Scott Kostyshak, Ye Luo
no link
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
published2020 · Journal of Political Economy · 6 citations · first circulated 2017
with Alfred Galichon, Marc Henry, Brendan Pass
Paper profile Journal of Political Economy arXiv:1709.09570
Network and panel quantile effects via distribution regression
published2020 · Journal of Econometrics · 12 citations · first circulated 2018
with Iván Fernández-Val, Martin Weidner
Paper profile Journal of Econometrics arXiv:1803.08154
Debiased machine learning of conditional average treatment effects and other causal functions
published2020 · Econometrics Journal · 27 citations · first circulated 2017
with Vira Semenova, В. М. Семенова
Econometrics Journal
Instrumental Variable Quantile Regression
working paper2020 · arXiv · 49 citations · first circulated 2004
with Christian Hansen, Kaspar Wüthrich
Paper profile arXiv arXiv:2009.00436
Vector quantile regression and optimal transport, from theory to numerics
published2020 · Empirical Economics · 11 citations
with Guillaume Carlier, Gwendoline de Bie, Alfred Galichon
Empirical Economics
Fast algorithms for the quantile regression process
published2020 · Empirical Economics · 39 citations · first circulated 2019
with Iván Fernández-Val, Blaise Melly
Paper profile Empirical Economics arXiv:1909.05782
Semiparametric estimation of structural functions in nonseparable triangular models
published2020 · Quantitative Economics · 9 citations · first circulated 2018
with Iván Fernández-Val, Whitney K. Newey, Sami Stouli, Francis Vella
Paper profile Quantitative Economics arXiv:1711.02184
SortedEffects: Sorted Causal Effects in R
published2020 · The R Journal · 1 citations
with Shuowen Chen, Iván Fernández-Val, Ye Luo
Paper profile The R Journal arXiv:1909.00836
Comments and Discussion
published2020 · Brookings Papers on Economic Activity · 1 citations
with Caroline O'F. Buckee
Brookings Papers on Economic Activity
Minimax Semiparametric Learning With Approximate Sparsity
working paper2019 · arXiv · 4 citations
with Jelena Bradić, Whitney K. Newey, Yinchu Zhu
Paper profile arXiv arXiv:1912.12213
Shape-enforcing operators for point and interval estimators
working paper2019 · arXiv · 5 citations · first circulated 2018
with Iván Fernández-Val, Xi Chen, Scott Kostyshak, Ye Luo
Paper profile arXiv arXiv:1809.01038
Censored quantile instrumental-variable estimation with Stata
published2019 · The Stata Journal Promoting communications on statistics and Stata · 13 citations · first circulated 2018
with Iván Fernández-Val, Sukjin Han, Amanda Kowalski
Paper profile The Stata Journal Promoting communications on statistics and Stata arXiv:1801.05305
Welfare Analysis in Dynamic Models
working paper2019 · arXiv · 2 citations
with Whitney K. Newey, Vira Semenova
Paper profile arXiv arXiv:1908.09173
Semi-Parametric Efficient Policy Learning with Continuous Actions
working paper2019 · arXiv · 16 citations
with Mert Demirer, Vasilis Syrgkanis, Greg Lewis
Paper profile arXiv arXiv:1905.10116
Conditional quantile processes based on series or many regressors
published2019 · Journal of Econometrics · 85 citations · first circulated 2011
with Alexandre Belloni, Denis Chetverikov, Iván Fernández-Val
Paper profile Journal of Econometrics arXiv:1105.6154
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
published2019 · Journal of the American Statistical Association · 35 citations · first circulated 2016
with Iván Fernández-Val, Blaise Melly, Kaspar Wüthrich
Paper profile Journal of the American Statistical Association arXiv:1608.05142
The Impact of Big Data on Firm Performance: An Empirical Investigation
published2019 · AEA Papers and Proceedings · 172 citations · first circulated 2018
with Patrick Bajari, Alı Hortaçsu, Junichi Suzuki
AEA Papers and Proceedings
Mastering Panel Metrics: Causal Impact of Democracy on Growth
published2019 · AEA Papers and Proceedings · 21 citations
with Shuowen Chen, Iván Fernández-Val
Paper profile AEA Papers and Proceedings arXiv:1901.03821
Quantile regression
published2019 · Journal of Econometrics · 10 citations
with Antonio F. Galvao, Xuming He, Zhijie Xiao
Journal of Econometrics
Nonseparable multinomial choice models in cross-section and panel data
published2018 · Journal of Econometrics · 10 citations · first circulated 2017
with Iván Fernández-Val, Whitney K. Newey
Paper profile Journal of Econometrics arXiv:1706.08418
Closing the U.S. gender wage gap requires understanding its heterogeneity
working paper2018 · arXiv · 20 citations
with Philipp Bach, Martin Spindler
Paper profile arXiv arXiv:1812.04345
Inference on Causal and Structural Parameters using Many Moment Inequalities
published2018 · The Review of Economic Studies · 87 citations · first circulated 2013
with Denis Chetverikov, Kengo Kato
Paper profile The Review of Economic Studies arXiv:1312.7614
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)
working paper2018 · arXiv · 23 citations
with Philipp Bach, Martin Spindler
Paper profile arXiv arXiv:1809.04951
Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
published2018 · The Annals of Statistics · 70 citations · first circulated 2015
with Alexandre Belloni, Denis Chetverikov, Ying Wei
The Annals of Statistics
Subvector Inference in Partially Identified Models with Many Moment Inequalities
working paper2018 · arXiv · 13 citations
with Alexandre Belloni, Federico A. Bugni
Paper profile arXiv arXiv:1806.11466
High-Dimensional Econometrics and Regularized GMM
working paper2018 · arXiv · 67 citations
with Alexandre Belloni, Denis Chetverikov, Christian Hansen, Kengo Kato
Paper profile arXiv arXiv:1806.01888
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
published2018 · Journal of the American Statistical Association · 53 citations · first circulated 2013
with Alexandre Belloni, Kengo Kato
Paper profile Journal of the American Statistical Association arXiv:1312.7186
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
working paper2018 · arXiv · 26 citations
with Whitney K. Newey, Rahul Singh
Paper profile arXiv arXiv:1802.08667
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
published2018 · Econometrica · 81 citations · first circulated 2015
with Iván Fernández-Val, Ye Luo
Paper profile Econometrica arXiv:1512.05635
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
working paper2017 · arXiv · 26 citations
with Alexandre Belloni, Christian Hansen, Whitney K. Newey
Paper profile arXiv arXiv:1712.08102
Vector quantile regression beyond the specified case
published2017 · Journal of Multivariate Analysis · 12 citations
with Guillaume Carlier, Alfred Galichon
Journal of Multivariate Analysis
Double/debiased machine learning for treatment and structural parameters
published2017 · Econometrics Journal · 2570 citations
with Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, James M. Robins
Econometrics Journal
Double/Debiased/Neyman Machine Learning of Treatment Effects
published2017 · American Economic Review · 369 citations
with Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey
American Economic Review
A lava attack on the recovery of sums of dense and sparse signals
published2017 · The Annals of Statistics · 43 citations · first circulated 2015
with Christian Hansen, Yuan Liao
Paper profile The Annals of Statistics arXiv:1502.03155
Monge–Kantorovich depth, quantiles, ranks and signs
published2017 · The Annals of Statistics · 154 citations
with Alfred Galichon, Marc Hallin, Marc Henry
Paper profile The Annals of Statistics arXiv:1412.8434
Program Evaluation and Causal Inference With High-Dimensional Data
published2017 · Econometrica · 304 citations · first circulated 2013
with Alexandre Belloni, I. Fern�ndez-Val, Christian Hansen, Iván Fernández-Val
Paper profile Econometrica arXiv:1311.2645
Counterfactual: An R Package for Counterfactual Analysis
published2017 · The R Journal · 2 citations
with Mingli Chen, Iván Fernández-Val, Blaise Melly
Paper profile The R Journal arXiv:1610.07894
Extremal Quantile Regression: An Overview
working paper2016 · arXiv · 16 citations
with Iván Fernández-Val, Tetsuya Kaji
Paper profile arXiv arXiv:1612.06850
Double/Debiased Machine Learning for Treatment and Causal Parameters
working paper2016 · arXiv · 103 citations
with Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, James M. Robins
Paper profile arXiv arXiv:1608.00060
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
published2016 · Stochastic Processes and their Applications · 52 citations · first circulated 2015
with Denis Chetverikov, Kengo Kato
Stochastic Processes and their Applications
Vector quantile regression: An optimal transport approach
published2016 · The Annals of Statistics · 44 citations
with Guillaume Carlier, Alfred Galichon
The Annals of Statistics
Post-Selection Inference for Generalized Linear Models With Many Controls
published2016 · Journal of Business and Economic Statistics · 170 citations · first circulated 2013
with Alexandre Belloni, Ying Wei
Paper profile Journal of Business and Economic Statistics arXiv:1304.3969
High-Dimensional Metrics in R
working paper2016 · arXiv · 3 citations
with C. Hansen, Martin Spindler
Paper profile arXiv arXiv:1603.01700
Fragility of asymptotic agreement under Bayesian learning
published2016 · Theoretical Economics · 141 citations · first circulated 2008
with Daron Acemoğlu, Muhamet Yıldız
Theoretical Economics
hdm: High-Dimensional Metrics
published2016 · The R Journal · 58 citations
with C. Hansen, Martin Spindler, Christian Hansen
Paper profile The R Journal arXiv:1608.00354
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression
published2016 · The R Journal · 5 citations
with Michael Lipsitz, Alexandre Belloni, Iván Fernández-Val
Paper profile The R Journal arXiv:1610.08329
Inference in High-Dimensional Panel Models With an Application to Gun Control
published2015 · Journal of Business and Economic Statistics · 183 citations · first circulated 2014
with Alexandre Belloni, Christian Hansen, Damian Kozbur
Paper profile Journal of Business and Economic Statistics arXiv:1411.6507
Comment
published2015 · Journal of the American Statistical Association
with Alexandre Belloni
Journal of the American Statistical Association
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
published2015 · Annual Review of Economics · 148 citations · first circulated 2014
with Christian Hansen, Martin Spindler
Paper profile Annual Review of Economics arXiv:1501.03430
Inference on sets in finance
published2015 · Quantitative Economics · 22 citations · first circulated 2012
with Emre Kocatulum, Konrad Menzel
Quantitative Economics
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
published2015 · American Economic Review · 208 citations
with Christian Hansen, Martin Spindler
Paper profile American Economic Review arXiv:1501.03185
Nonparametric identification in panels using quantiles
published2015 · Journal of Econometrics · 49 citations · first circulated 2013
with Iván Fernández-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
Paper profile Journal of Econometrics arXiv:1312.4094
Implementing Intersection Bounds in Stata
published2015 · The Stata Journal Promoting communications on statistics and Stata · 19 citations · first circulated 2013
with Wooyoung Kim, Sokbae Lee, Adam Rosen, Adam B. Rosen
The Stata Journal Promoting communications on statistics and Stata
High dimensional problems in econometrics
published2015 · Journal of Econometrics · 2 citations
with Marine Carrasco, Śılvia Gonçalves, Éric Renault
Journal of Econometrics
Some new asymptotic theory for least squares series: Pointwise and uniform results
published2015 · Journal of Econometrics · 227 citations · first circulated 2012
with Alexandre Belloni, Denis Chetverikov, Kengo Kato
Paper profile Journal of Econometrics arXiv:1212.0442
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
published2014 · Biometrika · 183 citations
with Alexandre Belloni, Kengo Kato
Biometrika
Anti-concentration and honest, adaptive confidence bands
published2014 · The Annals of Statistics · 106 citations · first circulated 2013
with Denis Chetverikov, Kengo Kato
The Annals of Statistics
Gaussian approximation of suprema of empirical processes
published2014 · The Annals of Statistics · 184 citations · first circulated 2012
with Denis Chetverikov, Kengo Kato
The Annals of Statistics
High-Dimensional Methods and Inference on Structural and Treatment Effects
published2014 · The Journal of Economic Perspectives · 720 citations
with Alexandre Belloni, Christian Hansen
The Journal of Economic Perspectives
Pivotal estimation via square-root Lasso in nonparametric regression
published2014 · The Annals of Statistics · 124 citations · first circulated 2011
with Alexandre Belloni, Lie Wang
The Annals of Statistics
Extremum sieve estimation in k-out-of-n systems
published2014 · The Annals of Statistics
with Alexandre Belloni, Lie Wang
no link
Mathematical Statistics of Partially Identified Objects
published2014 · Oberwolfach Reports
with Wolfgang Karl Härdle, Joël L. Horowitz, Ya’acov Ritov
Oberwolfach Reports
Posterior inference in curved exponential families under increasing dimensions
published2014 · Econometrics Journal · 3 citations · first circulated 2007
with Alexandre Belloni
Paper profile Econometrics Journal arXiv:0904.3132
Local Identification of Nonparametric and Semiparametric Models
published2014 · Econometrica · 85 citations · first circulated 2011
with Xiaohong Chen, Sokbae Lee, Whitney K. Newey
Econometrica
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
published2013 · The Annals of Statistics · 341 citations · first circulated 2012
with Denis Chetverikov, Kengo Kato
Paper profile The Annals of Statistics arXiv:1212.6906
Inference on Treatment Effects after Selection among High-Dimensional Controls
published2013 · The Review of Economic Studies · 1511 citations
with Alexandre Belloni, Christian Hansen
The Review of Economic Studies
Mini-Workshop: Frontiers in Quantile Regression
published2013 · Oberwolfach Reports
with Holger Dette, Xuming He, Roger Koenker
Oberwolfach Reports
Inference for High-Dimensional Sparse Econometric Models
working paper2013 · arXiv · 75 citations · first circulated 2011
with Alexandre Belloni, Christian Hansen
Paper profile arXiv arXiv:1201.0220
Quantile Models with Endogeneity
working paper2013 · arXiv · 19 citations
with Christian Hansen
Paper profile arXiv arXiv:1303.7050
Least squares after model selection in high-dimensional sparse models
published2013 · Bernoulli · 609 citations · first circulated 2009
with Alexandre Belloni
Bernoulli
Average and Quantile Effects in Nonseparable Panel Models
working paper2013 · arXiv · 235 citations · first circulated 2009
with Iván Fernández-Val, Jinyong Hahn, Whitney K. Newey
Paper profile arXiv arXiv:0904.1990
Intersection Bounds: Estimation and Inference
published2013 · Econometrica · 318 citations
with Sokbae Lee, Adam Rosen, Wooyoung Kim, Adam B. Rosen
Econometrica
Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
published2012 · Econometrica · 51 citations · first circulated 2009
with V. Chernozhukov, P. Gagliardini, Olivier Scaillet, Patrick Gagliardini
Econometrica
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls
working paper2011 · arXiv · 31 citations
with Alexandre Belloni, Christian Hansen
Paper profile arXiv arXiv:1201.0224
Square-root lasso: pivotal recovery of sparse signals via conic programming
published2011 · Biometrika · 627 citations
with Alexandre Belloni, Lei Wang, Lie Wang
Biometrika
Quantile Regression with Censoring and Endogeneity
published2011 · Journal of Econometrics · 32 citations
with Iván Fernández-Val, Amanda Kowalski
Paper profile Journal of Econometrics arXiv:1104.4580
High Dimensional Sparse Econometric Models: An Introduction
working paper2011 · arXiv · 80 citations
with Alexandre Belloni
Paper profile arXiv arXiv:1106.5242
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
working paper2011 · arXiv · 3 citations
with Iván Fernández-Val
Paper profile arXiv arXiv:0912.5013
LASSO Methods for Gaussian Instrumental Variables Models
working paper2010 · arXiv · 81 citations
with Alexandre Belloni, Christian Hansen
Paper profile arXiv arXiv:1012.1297
ℓ1-penalized quantile regression in high-dimensional sparse models
published2010 · The Annals of Statistics · 571 citations · first circulated 2008
with Alexandre Belloni
Paper profile The Annals of Statistics arXiv:0904.2931
Set identification and sensitivity analysis with Tobin regressors
published2010 · Quantitative Economics · 21 citations
with Roberto Rigobón, Thomas M. Stoker
Quantitative Economics
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
working paper2010 · arXiv · 68 citations
with Alexandre Belloni, Daniel Chen, Christian Hansen
Paper profile arXiv arXiv:1010.4345
Introduction
published2009 · Economic Theory · 1 citations
with Pierre-André Chiappori, Marc Henry
Economic Theory
Improving point and interval estimators of monotone functions by rearrangement
published2009 · Biometrika · 210 citations
with Iván Fernández-Val, Alfred Galichon
Biometrika
On the computational complexity of MCMC-based estimators in large samples
published2009 · The Annals of Statistics · 74 citations · first circulated 2007
with Alexandre Belloni
The Annals of Statistics
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
published2009 · Econometric Theory · 24 citations · first circulated 2007
with Christian Hansen, Michael Jansson
Econometric Theory
Inference on Counterfactual Distributions
working paper2009 · arXiv · 286 citations
with Iván Fernández-Val, Blaise Melly
Paper profile arXiv arXiv:0904.0951
Finite sample inference for quantile regression models
published2009 · Journal of Econometrics · 83 citations · first circulated 2004
with Christian Hansen, Michael Jansson
Journal of Econometrics
Rearranging Edgeworth–Cornish–Fisher expansions
published2009 · Economic Theory · 35 citations · first circulated 2007
with Iván Fernández-Val, Alfred Galichon
Paper profile Economic Theory arXiv:0708.1627
Improving Point and Interval Estimates of Monotone Functions by Rearrangement
working paper2008 · arXiv · 21 citations
with Iván Fernández-Val, Alfred Galichon
Paper profile arXiv arXiv:0806.4730
The reduced form: A simple approach to inference with weak instruments
published2007 · Economics Letters · 228 citations · first circulated 2005
with Christian Hansen
Economics Letters
Estimation and Confidence Regions for Parameter Sets in Econometric Models
published2007 · Econometrica · 635 citations
with Han Hong, Elie Tamer
Econometrica
Instrumental variable quantile regression: A robust inference approach
published2007 · Journal of Econometrics · 569 citations
with Christian Hansen, Michael Jansson
Journal of Econometrics
Quantile and Probability Curves Without Crossing
working paper2007 · arXiv · 338 citations
with Iván Fernández-Val, Alfred Galichon
Paper profile arXiv arXiv:0704.3649
Improving Estimates of Monotone Functions by Rearrangement
working paper2007 · arXiv · 8 citations
with Iván Fernández-Val, Alfred Galichon
Paper profile arXiv arXiv:0704.3686
Instrumental variable estimation of nonseparable models
published2006 · Journal of Econometrics · 221 citations
with Guido W. Imbens, Whitney K. Newey
Journal of Econometrics
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
published2006 · Econometrica · 356 citations · first circulated 2004
with Joshua D. Angrist, Iván Fernández-Val
Econometrica
Instrumental quantile regression inference for structural and treatment effect models
published2005 · Journal of Econometrics · 621 citations
with Christian Hansen
Journal of Econometrics
Extremal quantile regression
published2005 · The Annals of Statistics · 213 citations
with Iván Fernández-Val, Tetsuya Kaji
Paper profile The Annals of Statistics arXiv:math/0505639
An IV Model of Quantile Treatment Effects
published2004 · Econometrica · 989 citations
with Christian Hansen
Econometrica
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis
published2004 · The Review of Economics and Statistics · 196 citations
with Christian Hansen
The Review of Economics and Statistics
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
published2004 · Econometrica · 122 citations · first circulated 2002
with Han Hong
Econometrica
An MCMC approach to classical estimation
published2003 · Journal of Econometrics · 722 citations
with Han Hong
Journal of Econometrics
Three-Step Censored Quantile Regression and Extramarital Affairs
published2002 · Journal of the American Statistical Association · 238 citations · first circulated 2001
with Han Hong
Journal of the American Statistical Association
Conditional value-at-risk: Aspects of modeling and estimation
published2001 · Empirical Economics · 172 citations
with Len Umantsev
Empirical Economics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.