Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 6 25 33 103
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." 0 0 3 6 3 5 10 64
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 44 2 4 12 70
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 5 8 10 24
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 3 9 9 46
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 3 5 5 52
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 2 2 6
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 3 3 11
Adventures in Demand Analysis Using AI 0 0 4 8 5 11 28 40
Adversarial Estimation of Riesz Representers 0 0 1 32 6 12 20 82
Agentic Economic Modeling 1 26 26 26 3 18 18 18
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 0 62 7 11 27 204
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 1 8 2 5 8 21
An Introduction to Double/Debiased Machine Learning 0 1 38 38 11 28 65 65
An MCMC Approach to Classical Estimation 0 0 0 32 5 7 17 53
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 6 9 11 74
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 4 5 10 20
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 2 3 4 7
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 2 2 3 6
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 2 6 11 42
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 2 6 7 21
Applied Causal Inference Powered by ML and AI 2 6 48 93 26 67 198 263
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 1 23 5 9 22 45
Arellano-bond lasso estimator for dynamic linear panel models 0 0 1 2 9 18 31 42
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 1 2 3 20 2 4 13 44
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 1 73 7 16 23 159
Automatic Debiased Machine Learning via Riesz Regression 0 0 6 58 5 19 35 139
Automatic Doubly Robust Forests 0 0 3 7 3 4 8 12
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 4 7 10 44
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 2 4 6 130
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 6 13 14 69
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 2 4 7
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 2 3 15 15
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 3 6 14 14
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 2 14 2 6 8 67
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 3 6 9 28
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 1 5 9 186
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 14 5 6 9 109
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 1 3 6 67
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 1 3 3 61
Central limit theorems and bootstrap in high dimensions 0 0 0 4 2 5 5 46
Central limit theorems and bootstrap in high dimensions 0 0 0 22 2 5 6 70
Central limit theorems and bootstrap in high dimensions 0 1 1 2 4 6 10 16
Central limit theorems and bootstrap in high dimensions 0 0 0 0 6 8 9 13
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 2 4 5 91
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 5 3 4 6 17
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 69 1 2 5 140
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 0 0 7 7 4 10 46 46
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 3 7 14 18
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 2 4 5 30
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 1 1 3 13
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 3 7 8 54
Conditional Influence Functions 0 0 4 8 3 10 15 20
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 6 15 15 99
Conditional Rank-Rank Regression 0 0 1 1 3 5 13 14
Conditional Rank-Rank Regression 0 0 5 7 5 11 25 37
Conditional quantile processes based on series or many regressors 0 0 0 15 0 2 6 55
Conditional quantile processes based on series or many regressors 0 0 0 49 10 36 37 150
Conditional quantile processes based on series or many regressors 0 0 0 4 2 8 9 17
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 2 5 6 40
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 2 3 5 12
Constrained conditional moment restriction models 0 0 0 25 5 10 14 102
Constrained conditional moment restriction models 0 0 0 1 14 47 50 52
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 1 1 1 2
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 1 2 3
Counterfactual analysis in R: a vignette 0 0 0 53 2 5 9 230
Counterfactual analysis in R: a vignette 0 0 0 0 5 7 7 20
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 2 3 6 84
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 1 6 12 127
Debiasing and $t$-tests for synthetic control inference on average causal effects 1 1 6 89 12 14 33 295
Demand Analysis with Many Prices 1 2 2 97 5 9 12 143
Demand analysis with many prices 0 0 1 8 3 6 10 57
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 0 2 62 3 4 11 140
Distribution regression with sample selection and UK wage decomposition 1 2 8 43 9 14 34 80
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 1 2 4 3 7 12 49
Distributional conformal prediction 1 3 3 5 9 14 21 28
Distributional conformal prediction 0 0 1 44 5 8 16 152
Double machine learning for treatment and causal parameters 0 0 1 118 3 11 19 544
Double machine learning for treatment and causal parameters 0 0 1 5 24 30 44 65
Double/Debiased Machine Learning for Treatment and Causal Parameters 6 32 93 1,119 31 121 345 2,973
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 123 2 20 70 463
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 5 9 14 88
Double/debiased machine learning for treatment and structural parameters 2 2 6 40 7 19 46 150
Double/debiased machine learning for treatment and structural parameters 1 1 4 7 12 18 29 45
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 3 12 19 88
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 2 6 9 113
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 1 2 3 22 3 10 26 62
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 1 0 2 4 5
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 6 8 9 33
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 1 26 1 2 5 19
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 5 6 7
Estimation of treatment effects with high-dimensional controls 0 0 0 38 3 5 7 81
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 1 70 4 9 15 84
Extremal Quantile Regression: An Overview 0 0 1 51 5 11 15 72
Extremal quantile regression 0 0 0 17 10 19 23 83
Extremal quantile regression: an overview 0 0 0 7 2 8 13 54
Extremal quantile regression: an overview 0 0 0 2 5 6 7 12
Fast Algorithms for the Quantile Regression Process 0 0 1 52 2 4 6 119
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 3 4 5 254
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 0 1 3 7 26 132
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 7 252 10 16 112 799
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 10 21 4 8 26 37
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 5 7 8 269
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 1 2 8
Gaussian approximation of suprema of empirical processes 0 0 0 0 5 9 10 13
Gaussian approximation of suprema of empirical processes 1 1 1 32 5 5 6 72
Gaussian approximation of suprema of empirical processes 0 0 0 5 7 9 10 49
Gaussian approximation of suprema of empirical processes 0 0 0 6 4 9 12 59
Gaussian approximation of suprema of empirical processes 0 0 0 0 5 5 6 9
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 2 7 9 106
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 2 11 2 4 12 81
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 5 7 10 21
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 5 8 8 29
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 3 9 13 116
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 2 5 10 56
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 2 2 98 2 11 20 323
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 1 5 7 9
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 3 3 42
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 3 5 5 8
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 4 7 9 60
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 5 8 22 140
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 1 3 5 14 26 57
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 1 2 5 21 3 6 18 31
Hedonic prices and quality adjusted price indices powered by AI 0 0 6 26 2 10 33 78
High Dimensional Sparse Econometric Models: An Introduction 1 1 2 15 3 6 11 64
High dimensional methods and inference on structural and treatment effects 0 0 0 22 13 15 21 131
High dimensional methods and inference on structural and treatment effects 0 0 0 1 23 27 31 40
High-Dimensional Econometrics and Regularized GMM 1 1 2 60 4 10 26 186
High-Dimensional Metrics in R 0 0 0 28 4 4 7 44
High-dimensional Data Bootstrap 0 0 2 39 7 13 19 42
High-dimensional econometrics and regularized GMM 0 2 2 15 5 10 21 104
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 4 12 17
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 3 4 8 197
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 0 2 12 4 9 18 28
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 2 4 6 155
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 3 6 8 395
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 5 8 13 84
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 6 8 12 187
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 4 5 6 123
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 3 3 5 328
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 2 2 2 3
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 3 5 5 12
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 2 2 2 55
Implementing intersection bounds in Stata 0 0 0 24 3 7 13 126
Implementing intersection bounds in Stata 0 0 0 0 3 7 10 14
Implementing intersection bounds in Stata 0 0 0 7 7 10 11 75
Implementing intersection bounds in Stata 0 0 1 1 2 4 5 7
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 3 6 9 102
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 4 4 10 26
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 4 6 14 32
Improving estimates of monotone functions by rearrangement 0 0 0 58 4 11 11 238
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 2 7 8 322
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 14 16 19 22
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 2 3 4 6
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 2 8 10 56
Inference for High-Dimensional Sparse Econometric Models 0 0 2 14 4 8 20 96
Inference for Low-Rank Models 0 0 3 49 3 3 13 77
Inference for best linear approximations to set identified functions 0 0 0 20 4 6 7 115
Inference for best linear approximations to set identified functions 0 0 0 0 6 9 10 12
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 0 2 7 95
Inference for heterogeneous effects using low-rank estimations 0 1 2 19 4 7 16 65
Inference for high-dimensional sparse econometric models 0 1 1 57 0 5 6 193
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 4 5 7 52
Inference in high dimensional panel models with an application to gun control 0 0 0 0 4 6 9 12
Inference in high dimensional panel models with an application to gun control 0 0 0 25 3 5 7 93
Inference on Counterfactual Distributions 1 1 3 25 12 15 24 166
Inference on Sets in Finance 0 0 0 13 0 2 4 43
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 3 12 2 6 29 100
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 3 5 10 172
Inference on causal and structural parameters using many moment inequalities 0 0 1 15 6 9 14 58
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 3 7 13 36
Inference on counterfactual distributions 0 0 0 434 2 14 17 954
Inference on counterfactual distributions 0 0 0 113 2 3 4 355
Inference on counterfactual distributions 0 0 0 893 3 10 13 1,932
Inference on counterfactual distributions 0 0 0 1 4 10 15 18
Inference on counterfactual distributions 0 0 0 0 3 7 8 9
Inference on counterfactual distributions 0 0 0 0 5 7 9 11
Inference on sets in finance 0 0 0 70 2 2 5 173
Inference on sets in finance 0 0 0 0 1 3 5 7
Inference on sets in finance 0 0 0 3 3 6 8 59
Inference on sets in finance 0 0 0 0 4 4 4 5
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 1 4 7 15
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 2 7 10 111
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 15 18 23 26
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 46 3 5 10 146
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 0 0 2 15
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 5 7 9 11
Instrumental Variable Quantile Regression 0 1 1 57 3 9 18 81
Intersection Bounds: estimation and inference 0 0 0 1 3 10 12 17
Intersection Bounds: estimation and inference 0 0 0 88 2 7 10 338
Intersection bounds: estimation and inference 0 0 0 17 4 13 17 113
Intersection bounds: estimation and inference 0 0 0 0 3 9 9 12
Intersection bounds: estimation and inference 0 0 0 36 3 6 9 134
Intersection bounds: estimation and inference 0 0 0 0 1 8 11 14
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 4 7 14 135
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 2 6 9 279
LASSO Methods for Gaussian Instrumental Variables Models 1 2 4 14 7 13 18 65
LASSO-Driven Inference in Time and Space 0 0 0 4 3 4 4 24
LASSO-Driven Inference in Time and Space 0 0 0 1 2 5 5 28
LASSO-Driven Inference in Time and Space 0 1 4 41 2 6 13 94
LASSO-Driven Inference in Time and Space 0 0 0 37 3 5 8 105
LASSO-driven inference in time and space 0 0 0 5 0 1 1 35
Learning and Disagreement in an Uncertain World 0 1 1 103 4 7 15 401
Learning and Disagreement in an Uncertain World 0 0 0 120 2 6 13 531
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 6 9 10 146
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 6 12 13 185
Local identification of nonparametric and semiparametric models 0 0 0 0 5 6 6 9
Local identification of nonparametric and semiparametric models 0 0 0 0 3 4 6 9
Local identification of nonparametric and semiparametric models 0 0 0 16 3 38 38 118
Local identification of nonparametric and semiparametric models 0 0 0 31 3 4 7 142
Locally Robust Semiparametric Estimation 0 0 1 27 8 12 17 204
Locally robust semiparametric estimation 0 0 0 0 8 11 13 18
Locally robust semiparametric estimation 0 0 0 32 0 1 3 169
Locally robust semiparametric estimation 0 0 0 18 4 7 9 102
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 34 3 17 29 185
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 1 7 194 2 8 28 151
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 2 127 4 4 9 81
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 1 3 4 43
Minimax Semiparametric Learning With Approximate Sparsity 0 0 1 13 4 5 7 33
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 2 4 6 111
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 4 5 7 48
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 3 6 8 15
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 6 8 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 3 4 6 58
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 8 9 11
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 5 57
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 3 4 5 81
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 4 5 6 10
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 1 3 6 9
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 0 7 9 21
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 2 7 7 105
Network and panel quantile effects via distribution regression 0 0 0 11 3 6 7 37
Network and panel quantile effects via distribution regression 0 0 0 2 1 6 8 30
Nonparametric Identification in Panels using Quantiles 0 0 0 1 4 7 8 20
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 3 4 173
Nonparametric identification in panels using quantiles 0 0 0 0 2 6 8 9
Nonparametric identification in panels using quantiles 0 0 0 23 4 7 8 47
Nonparametric identification in panels using quantiles 0 0 0 12 3 6 8 66
Nonparametric identification in panels using quantiles 0 0 0 0 2 4 7 8
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 2 6 7 30
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 16 31 32 56
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 3 6 7 9
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 2 4 4 7
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 6 8 12 78
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 5 6 8 86
Optimal Targeted Lockdowns in a Multi-Group SIR Model 1 1 2 115 8 22 31 676
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 6 13 21 698
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 82 116 2 5 203 290
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 3 4 6 58
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 2 2 4 81
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 2 4 5 7
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 5 6 12 12
Plausible GMM: A Quasi-Bayesian Approach 15 15 15 15 11 11 11 11
Plausible GMM: a quasi-bayesian approach 0 0 8 8 10 16 25 25
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 1 39 3 7 12 123
Policy Learning with Confidence 1 3 6 6 10 20 34 34
Policy learning with confidence 0 0 0 0 3 13 13 13
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 2 5 8 55
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 4 6 7 42
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 3 6 7 172
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 3 7 9 160
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 3 3 8 13
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 3 7 7 12
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 1 3 4 31
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 4 7 8 9
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 7 10 15 87
Program evaluation and causal inference with high-dimensional data 0 0 0 27 18 20 21 141
Program evaluation and causal inference with high-dimensional data 0 0 0 1 3 7 10 20
Program evaluation with high-dimensional data 0 0 0 0 2 6 7 8
Program evaluation with high-dimensional data 0 0 0 0 5 7 8 12
Program evaluation with high-dimensional data 0 0 0 75 0 4 6 206
Program evaluation with high-dimensional data 0 0 0 16 2 5 7 127
Program evaluation with high-dimensional data 0 0 0 5 3 6 7 85
Program evaluation with high-dimensional data 0 0 0 11 4 7 11 100
Program evaluation with high-dimensional data 0 0 1 1 4 5 9 18
Program evaluation with high-dimensional data 0 0 0 0 5 9 11 16
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 2 2 8 346
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 4 6 8 51
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 2 5 7 102
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 2 5 7 56
Quantile Models with Endogeneity 0 0 0 4 3 3 4 60
Quantile Regression under Misspecification 0 0 0 2 2 3 7 459
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 0 287 6 6 10 954
Quantile Regression with Censoring and Endogeneity 0 0 0 112 4 7 7 371
Quantile Regression with Censoring and Endogeneity 0 0 0 58 3 7 13 201
Quantile Regression with Censoring and Endogeneity 0 0 1 6 2 5 10 118
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 3 4 103
Quantile and Probability Curves Without Crossing 0 0 1 4 3 10 14 43
Quantile and Probability Curves without Crossing 0 0 1 3 14 52 55 102
Quantile and Probability Curves without Crossing 0 0 0 18 8 10 16 157
Quantile and average effects in nonseparable panel models 0 0 0 43 1 4 4 117
Quantile and probability curves without crossing 0 0 0 68 2 7 10 282
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 3 12 12 25
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 0 2 5 40
Quantile models with endogeneity 0 0 0 90 3 7 7 249
Quantile models with endogeneity 0 0 0 0 24 39 40 41
Quantile regression with censoring and endogeneity 0 0 0 40 2 6 9 147
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 6 9 11 29
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 2 5 6 136
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 2 4 5
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 3 3 7
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 2 5 7 22
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 3 6 6 337
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 2 3 7 67
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 0 34 1 1 7 50
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 5 8 8 110
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 2 3 4 7
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 2 8 13 27
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 3 8 10 34
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 6 11 12 71
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 2 2 92
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 10 14 15 50
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 3 7 7 9
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 4 10 10 6 13 17 17
Set identification with Tobin regressors 0 0 0 64 1 9 9 187
Shape-Enforcing Operators for Point and Interval Estimators 0 2 4 34 2 11 17 87
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 6 10 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 5 9 11 34
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 4 6 8 9
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 1 1 94 5 10 14 226
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 2 4 5 47
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 3 4 4 28
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 7 9 12 29
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 3 7 10 54
SortedEffects: Sorted Causal Effects in R 0 0 0 5 0 1 3 32
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 3 13 21 98
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 4 10 168
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 2 6 6 32
Subvector inference in PI models with many moment inequalities 0 0 0 20 0 2 5 20
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 4 8 10 32
Testing Many Moment Inequalities 0 0 1 13 3 3 5 83
Testing Many Moment Inequalities 0 0 0 0 4 5 6 6
Testing many moment inequalities 0 0 1 2 2 5 9 11
Testing many moment inequalities 0 0 0 15 4 4 8 46
Testing many moment inequalities 0 0 0 0 3 7 9 9
Testing many moment inequalities 0 0 0 35 23 53 53 142
The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis 0 0 0 3 0 3 4 20
The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis 0 0 0 4 4 6 7 34
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 2 190 6 17 31 415
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 5 9 14 76
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 1 6 7 14
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 1 1 2 81
Toward personalized inference on individual treatment effects 0 0 1 4 5 5 6 9
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 3 4 5 44
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 1 13 1 3 11 64
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 2 3 4 31
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 4 4 6 21
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 3 5 6 50
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 2 6 7 10
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 10 14 15 18
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 2 2 2 76
Uniform post selection inference for LAD regression models 0 0 0 31 3 3 3 99
Uniform post selection inference for LAD regression models 0 0 0 0 2 4 4 6
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 9 11 12 73
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 3 7 10 35
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 4 7 8 56
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 4 6 7 51
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 3 10 13
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 3 7 8 65
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 4 5 7 9
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 3 5 6 42
Vector Quantile Regression 0 0 0 3 4 6 8 57
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 2 4 5 8
Vector Quantile Regression: An Optimal Transport Approach 1 1 2 27 6 8 12 97
Vector quantile regression 0 0 0 0 4 6 9 11
Vector quantile regression 0 0 0 9 0 1 1 45
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 3 3 3 19
Vector quantile regression: an optimal transport approach 0 0 0 0 4 6 6 7
Vector quantile regression: an optimal transport approach 0 0 0 21 2 5 8 60
Welfare Analysis in Dynamic Models 0 0 4 21 1 3 13 49
hdm: High-Dimensional Metrics 0 1 2 9 3 8 10 45
hdm: High-Dimensional Metrics 0 0 0 2 2 7 9 38
hdm: High-Dimensional Metrics 0 1 3 4 11 16 22 29
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 4 7 8 60
Total Working Papers 42 134 574 11,189 1,501 3,072 5,215 38,545
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple and general debiased machine learning theorem with finite-sample guarantees 0 0 0 0 15 21 24 29
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 8 8 12 68
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 6 33 10 19 37 106
An IV Model of Quantile Treatment Effects 1 2 4 457 3 9 24 1,335
An MCMC approach to classical estimation 1 2 3 540 15 25 45 1,188
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 6 43 6 17 27 140
Average and Quantile Effects in Nonseparable Panel Models 0 1 1 39 6 10 17 210
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 0 2 26 6 14 29 143
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 6 9 9 69
Comment 0 0 0 0 5 7 7 12
Conditional quantile processes based on series or many regressors 0 0 1 39 4 6 9 115
Conditional value-at-risk: Aspects of modeling and estimation 0 1 1 881 9 13 17 2,154
Constrained Conditional Moment Restriction Models 0 0 0 4 2 15 25 50
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 1 2 4 9
Debiased machine learning of conditional average treatment effects and other causal functions 1 2 3 14 4 8 16 36
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 1 4 4 6 10 18
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 2 14 24 304
Double/debiased machine learning for treatment and structural parameters 8 19 42 141 49 120 243 622
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 1 1 1 3 4 5 5 34
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 3 11 323 4 9 21 730
Fast algorithms for the quantile regression process 0 0 2 7 10 14 21 45
Finite sample inference for quantile regression models 0 0 0 65 6 12 16 302
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 2 5 10 10 8 22 51 51
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 5 11 22 249
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 1 10 7 9 10 56
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 3 53 7 20 52 322
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 10 11 16 75
Implementing intersection bounds in Stata 0 0 1 43 5 8 12 172
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 5 7 10 148
Inference approaches for instrumental variable quantile regression 0 0 0 462 5 10 15 1,190
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 4 9 17 175
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 4 6 17 229
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 2 12 3 3 17 93
Inference on Counterfactual Distributions 0 0 3 369 3 11 26 990
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 2 90 18 27 48 360
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 0 2 3 5 6 12
Inference on sets in finance 0 0 0 4 3 5 6 40
Instrumental quantile regression inference for structural and treatment effect models 0 0 6 527 4 12 30 1,121
Instrumental variable estimation of nonseparable models 0 1 1 174 4 40 43 398
Instrumental variable quantile regression: A robust inference approach 3 5 23 477 8 14 49 1,005
Intersection Bounds: Estimation and Inference 0 0 0 20 6 8 16 208
Introduction 0 0 0 33 2 3 4 140
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 2 6 6 300
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 5 10 11 122
Locally Robust Semiparametric Estimation 0 0 0 17 6 12 25 73
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 2 30 5 6 14 99
Network and panel quantile effects via distribution regression 0 0 1 4 2 2 8 16
Nonparametric identification in panels using quantiles 0 0 0 16 3 5 7 100
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 13 3 3 8 70
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 0 0 10 12 12 12
Optimal Targeted Lockdowns in a Multigroup SIR Model 1 2 5 38 9 17 30 214
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 2 2 2 6 8 8
Post-Selection Inference for Generalized Linear Models With Many Controls 0 1 1 54 8 14 18 184
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 1 39 4 9 14 241
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 3 6 7 37
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 2 34 3 7 16 152
Quantile Models with Endogeneity 0 0 1 50 14 17 21 229
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 1 400 8 21 30 1,267
Quantile and Probability Curves Without Crossing 0 0 0 82 5 10 16 323
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 2 2 2 2
Quantile regression with censoring and endogeneity 0 1 2 90 20 23 27 423
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 4 5 7 140
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” 0 0 3 3 0 5 19 19
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 7 17 24 49
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 5 6 9 82
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 0 1 90 5 9 18 329
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 9 20 30 568
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 1 4 6 136
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 3 15 250 6 19 44 642
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 91 2 5 11 390
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 1 1 3 20 9 15 23 114
The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis 0 0 0 0 3 6 6 11
The reduced form: A simple approach to inference with weak instruments 0 0 10 245 1 6 26 574
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 1 2 8 268
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 1 3 5 12
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 1 5 6 50
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 6 7 14 43
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 26 8 9 12 129
Vector quantile regression and optimal transport, from theory to numerics 0 0 1 3 3 5 7 20
Vector quantile regression beyond the specified case 0 0 0 8 1 2 6 34
Total Journal Articles 19 51 199 7,148 480 942 1,670 22,235

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CLRBOUND: Stata module to perform estimation and inference on intersection bounds 2 5 14 346 7 17 54 1,806
CQIV: Stata module to perform censored quantile instrumental variables regression 1 2 20 1,828 10 29 123 7,803
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 0 1 13 205 8 18 95 1,410
Total Software Items 3 8 47 2,379 25 64 272 11,019

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