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Denis Chetverikov

University of California, Los Angeles (from arXiv:2603.20134, 2026) · OpenAlex

35 papers in scope · 23 published · 21 on the econ.EM arXiv · 4,794 citations · h-index 20 (over the papers listed here)

Related authors

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

  1. Victor Chernozhukov
  2. Alexandre Belloni
  3. Christian Hansen
  4. Kengo Kato
  5. Matias D. Cattaneo
  6. Whitney K. Newey
  7. Vasilis Syrgkanis
  8. Iván Fernández-Val
  9. Jesper Sørensen
  10. Martin Spindler
  11. Yuta Koike
  12. Daniel Chen
  13. Daniel Wilhelm
  14. Max H. Farrell
  15. James M. Robins
  16. Xiaofeng Shao
  17. Martin Weidner
  18. Harold D. Chiang
  19. Sheng Dai
  20. Timo Kuosmanen

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

(21 of 35)

Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
working paper2026 · arXiv
with Jesper R. -V. ~Sørensen, Bo Honoré
Paper profile arXiv arXiv:2605.17052
Triple/Double-Debiased Lasso
working paper2026 · arXiv
with Jesper R. -V. Sørensen, Aleh Tsyvinski
Paper profile arXiv arXiv:2603.20134
Weighted-average quantile regression
published2025 · Journal of Econometrics · 5 citations · first circulated 2022
with Yukun Liu, Aleh Tsyvinski
Paper profile Journal of Econometrics arXiv:2203.03032
Selecting Penalty Parameters of High-Dimensional M-Estimators Using Bootstrapping after Cross Validation
published2025 · Journal of Political Economy · 3 citations · first circulated 2021
with Jesper Sørensen
Paper profile Journal of Political Economy arXiv:2104.04716
Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression
working paper2025 · arXiv · 3 citations
with Nicola Borri, Yukun Liu, Aleh Tsyvinski
Paper profile arXiv arXiv:2503.23501
Tuning parameter selection in econometrics
working paper2024 · arXiv · 18 citations
Paper profile arXiv arXiv:2405.03021
One Factor to Bind the Cross-Section of Returns
working paper2024 · arXiv · 10 citations
with Nicola Borri, Yukun Liu, Aleh Tsyvinski
Paper profile arXiv arXiv:2404.08129
csranks: An R Package for Estimation and Inference Involving Ranks
working paper2024 · arXiv · 2 citations
with Magne Mogstad, Paweł Morgen, Joseph P. Romano, Azeem M. Shaikh, Daniel Wilhelm
Paper profile arXiv arXiv:2401.15205
Logit-based alternatives to two-stage least squares
working paper2023 · arXiv
with Jinyong Hahn, Zhipeng Liao, Shuyang Sheng
Paper profile arXiv arXiv:2312.10333
Inference for Rank-Rank Regressions
working paper2023 · arXiv · 5 citations
with Daniel Wilhelm
Paper profile arXiv arXiv:2310.15512
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
published2023 · The Annals of Applied Probability · 25 citations · first circulated 2020
with Victor Chernozhukov, Yuta Koike
The Annals of Applied Probability
Standard errors when a regressor is randomly assigned
working paper2023 · arXiv
with Jinyong Hahn, Zhipeng Liao, Andrés Santos
Paper profile arXiv arXiv:2303.10306
High-Dimensional Data Bootstrap
published2023 · Annual Review of Statistics and Its Application · 29 citations · first circulated 2022
with Victor Chernozhukov, Kengo Kato, Yuta Koike
Paper profile Annual Review of Statistics and Its Application arXiv:2205.09691
Spectral and post-spectral estimators for grouped panel data models
working paper2022 · arXiv · 13 citations
with Elena Manresa
Paper profile arXiv arXiv:2212.13324
Improved central limit theorem and bootstrap approximations in high dimensions
published2022 · The Annals of Statistics · 53 citations · first circulated 2019
with Victor Chernozhuokov, Kengo Kato, Yuta Koike, Victor Chernozhukov
Paper profile The Annals of Statistics arXiv:1912.10529
On cross-validated Lasso in high dimensions
published2021 · The Annals of Statistics · 14 citations
with Zhipeng Liao, Victor Chernozhukov
The Annals of Statistics
AN ADAPTIVE TEST OF STOCHASTIC MONOTONICITY
published2020 · Econometric Theory · 2 citations · first circulated 2018
with Daniel Wilhelm, Dongwoo Kim
Econometric Theory
Conditional quantile processes based on series or many regressors
published2019 · Journal of Econometrics · 85 citations · first circulated 2011
with Alexandre Belloni, Victor Chernozhukov, Iván Fernández-Val
Paper profile Journal of Econometrics arXiv:1105.6154
Nonparametric Instrumental-Variable Estimation
published2018 · The Stata Journal Promoting communications on statistics and Stata · 7 citations · first circulated 2017
with Dongwoo Kim, Daniel Wilhelm
The Stata Journal Promoting communications on statistics and Stata
Inference on Causal and Structural Parameters using Many Moment Inequalities
published2018 · The Review of Economic Studies · 87 citations · first circulated 2013
with Victor Chernozhukov, Kengo Kato
Paper profile The Review of Economic Studies arXiv:1312.7614
TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
published2018 · Econometric Theory · 51 citations · first circulated 2012
Econometric Theory
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, Victor Chernozhukov, Ying Wei
The Annals of Statistics
High-Dimensional Econometrics and Regularized GMM
working paper2018 · arXiv · 67 citations
with Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Kengo Kato
Paper profile arXiv arXiv:1806.01888
The Econometrics of Shape Restrictions
published2018 · Annual Review of Economics · 62 citations
with Andres Santos, Azeem M. Shaikh
Annual Review of Economics
Double/debiased machine learning for treatment and structural parameters
published2017 · Econometrics Journal · 2570 citations
with Victor Chernozhukov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, James M. Robins
Econometrics Journal
ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
published2017 · Econometric Theory · 67 citations · first circulated 2011
Econometric Theory
Double/Debiased/Neyman Machine Learning of Treatment Effects
published2017 · American Economic Review · 369 citations
with Victor Chernozhukov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey
American Economic Review
Nonparametric Instrumental Variable Estimation Under Monotonicity
published2017 · Econometrica · 41 citations · first circulated 2015
with Daniel Wilhelm
Paper profile Econometrica arXiv:1507.05270
Double/Debiased Machine Learning for Treatment and Causal Parameters
working paper2016 · arXiv · 103 citations
with Victor Chernozhukov, 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 Victor Chernozhukov, Kengo Kato
Stochastic Processes and their Applications
IV Quantile Regression for Group-Level Treatments, With an Application to the Distributional Effects of Trade
published2016 · Econometrica · 123 citations · first circulated 2013
with Bradley Larsen, Christopher Palmer
Econometrica
Some new asymptotic theory for least squares series: Pointwise and uniform results
published2015 · Journal of Econometrics · 227 citations · first circulated 2012
with Alexandre Belloni, Victor Chernozhukov, Kengo Kato
Paper profile Journal of Econometrics arXiv:1212.0442
Anti-concentration and honest, adaptive confidence bands
published2014 · The Annals of Statistics · 106 citations · first circulated 2013
with Victor Chernozhukov, Kengo Kato
The Annals of Statistics
Gaussian approximation of suprema of empirical processes
published2014 · The Annals of Statistics · 184 citations · first circulated 2012
with Victor Chernozhukov, Kengo Kato
The Annals of Statistics
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 Victor Chernozhukov, Kengo Kato
Paper profile The Annals of Statistics arXiv:1212.6906

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.