Access Statistics for Victor Chernozhukov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A $t$-test for synthetic controls 0 3 8 81 4 9 43 252
A Multi-Risk SIR Model with Optimally Targeted Lockdown 1 1 2 20 2 3 8 69
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 0 3 0 0 0 53
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 41 0 0 4 56
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 2 2
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 1 2 43
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 1 12
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 4 4
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 0 36
Adversarial Estimation of Riesz Representers 1 3 3 30 2 5 13 55
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 3 62 0 1 7 176
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 2 6 0 2 6 11
An MCMC Approach to Classical Estimation 0 0 2 32 1 2 12 30
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 6 0 0 1 61
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 1 1 0 0 7 8
Anti-concentration and honest, adaptive confidence bands 0 0 1 1 0 0 1 31
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 1 2
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 0 1 14
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 0 1 1
Applied Causal Inference Powered by ML and AI 1 3 42 42 7 18 34 34
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 22 22 0 6 21 21
Arellano-bond lasso estimator for dynamic linear panel models 0 0 0 0 0 2 3 3
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 2 17 0 1 8 28
Automatic Debiased Machine Learning of Causal and Structural Effects 0 2 8 72 0 5 22 129
Automatic Debiased Machine Learning via Riesz Regression 0 0 3 49 0 1 14 98
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 0 2 34
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 0 1 124
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 1 2 2
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 1 1 1 54
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 0 12 0 0 1 59
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 0 0 2 18
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 0 0 1 177
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 0 1 61
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 13 0 0 2 99
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 0 1 58
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 0 1 41
Central limit theorems and bootstrap in high dimensions 0 0 0 0 0 0 2 3
Central limit theorems and bootstrap in high dimensions 0 0 0 21 0 0 2 63
Central limit theorems and bootstrap in high dimensions 0 0 0 0 0 1 2 2
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 3 3 0 1 8 8
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 0 0 0 85
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 1 3 68 1 2 7 132
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 1 3 46
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 0 0 3 3
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 0 0 25
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 1 1 0 1 8 8
Conditional Quantile Processes based on Series or Many Regressors 0 0 1 6 1 1 4 81
Conditional quantile processes based on series or many regressors 0 0 0 15 0 0 1 48
Conditional quantile processes based on series or many regressors 0 0 3 3 0 0 5 5
Conditional quantile processes based on series or many regressors 0 0 0 48 0 0 1 111
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 0 1 4
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 0 0 0 33
Constrained conditional moment restriction models 0 0 1 1 0 0 1 2
Constrained conditional moment restriction models 0 0 2 25 0 0 4 87
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 0 1
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 1 1
Counterfactual analysis in R: a vignette 0 0 0 0 0 0 11 13
Counterfactual analysis in R: a vignette 1 1 1 53 1 1 4 221
Counterfactual: An R Package for Counterfactual Analysis 0 0 1 18 0 1 2 77
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 72 0 0 6 115
Demand Analysis with Many Prices 0 0 2 95 1 2 6 130
Demand analysis with many prices 0 0 1 7 0 2 10 45
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 1 4 58 1 4 22 125
Distribution regression with sample selection and UK wage decomposition 0 1 6 32 0 2 21 33
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 0 2 1 1 4 37
Distributional conformal prediction 0 0 1 43 0 0 5 135
Distributional conformal prediction 0 0 1 2 0 0 2 6
Double machine learning for treatment and causal parameters 0 1 3 114 1 5 14 510
Double machine learning for treatment and causal parameters 0 1 2 4 0 1 9 19
Double/Debiased Machine Learning for Treatment and Causal Parameters 17 78 360 873 61 210 862 2,251
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 3 3 114 7 22 48 347
Double/de-biased machine learning using regularized Riesz representers 0 0 4 31 0 1 8 73
Double/debiased machine learning for treatment and structural parameters 0 1 1 1 0 1 8 9
Double/debiased machine learning for treatment and structural parameters 0 1 4 34 4 7 16 95
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 4 18 0 0 12 64
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 1 4 58 0 1 20 100
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 1 17 17 1 10 26 26
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 0 0 0 0 0
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 0 0 0 23
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 1 2 25 25 1 2 13 13
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 1 73
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 0 0
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 0 69 0 0 2 67
Extremal Quantile Regression: An Overview 0 0 1 49 0 0 3 56
Extremal quantile regression 0 0 1 17 0 0 3 59
Extremal quantile regression: an overview 0 0 0 0 1 1 2 2
Extremal quantile regression: an overview 0 1 2 6 0 1 3 39
Fast Algorithms for the Quantile Regression Process 0 0 0 51 0 0 0 112
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 0 1 248
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 1 1 1 11 102 102
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 4 7 50 235 7 28 162 642
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 0 2 260
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 2 2
Gaussian approximation of suprema of empirical processes 0 0 1 6 0 0 5 46
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 1 2
Gaussian approximation of suprema of empirical processes 0 0 0 31 0 0 0 65
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 1 3 3
Gaussian approximation of suprema of empirical processes 0 0 1 5 0 0 3 38
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 6 9 0 1 16 62
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 1 1 1 0 3 6 8
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 0 5 94
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 7 1 1 2 19
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 0 0 0 45
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 59 0 0 1 101
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 6 94 0 2 18 298
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 0 0 38
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 1 1
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 0 0 50
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 1 1
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 1 4 59 1 3 13 112
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 2 2 4 20 23
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 1 1 1 16 1 3 5 11
Hedonic prices and quality adjusted price indices powered by AI 0 1 5 20 1 3 24 38
High Dimensional Sparse Econometric Models: An Introduction 0 0 1 13 1 2 6 50
High dimensional methods and inference on structural and treatment effects 0 0 1 1 0 0 6 6
High dimensional methods and inference on structural and treatment effects 0 0 0 22 0 0 1 109
High-Dimensional Econometrics and Regularized GMM 0 2 6 58 2 5 14 155
High-Dimensional Metrics in R 0 0 1 28 0 1 5 37
High-dimensional Data Bootstrap 0 0 2 36 0 0 3 22
High-dimensional econometrics and regularized GMM 0 0 0 13 0 2 8 79
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 1 1 2 71 1 1 7 186
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 1 3 4
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 0 9 9 0 0 8 8
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 0 1 149
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 1 2 3 386
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 1 1 1 68
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 4 172
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 106 0 0 2 322
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 30 0 0 3 115
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 0 0 1
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 1 7
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 0 0 52
Implementing intersection bounds in Stata 0 0 0 24 0 0 1 113
Implementing intersection bounds in Stata 0 0 0 0 0 0 2 2
Implementing intersection bounds in Stata 0 0 0 7 0 0 3 64
Implementing intersection bounds in Stata 0 0 0 0 0 0 4 4
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 1 26 0 0 11 92
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 0 2 16
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 0 0 0 18
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 0 1 226
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 0 0 314
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 0 2
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 1 2
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 0 0 0 46
Inference for High-Dimensional Sparse Econometric Models 0 1 1 11 0 2 8 72
Inference for Low-Rank Models 0 2 7 44 0 4 22 61
Inference for best linear approximations to set identified functions 0 0 0 0 0 0 2 2
Inference for best linear approximations to set identified functions 0 0 0 20 0 0 0 108
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 0 0 0 85
Inference for heterogeneous effects using low-rank estimations 0 1 1 17 0 3 4 46
Inference for high-dimensional sparse econometric models 0 0 1 56 0 0 4 185
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 1 7 0 0 4 41
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 0 1 84
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 1 2 2
Inference on Counterfactual Distributions 1 1 1 21 1 2 6 138
Inference on Sets in Finance 0 0 1 13 0 0 2 36
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 1 2 4 7 1 3 9 62
Inference on average treatment effects in aggregate panel data settings 1 1 1 39 1 1 7 161
Inference on causal and structural parameters using many moment inequalities 0 0 2 14 0 0 4 23
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 1 1 43
Inference on counterfactual distributions 0 0 0 0 0 0 1 1
Inference on counterfactual distributions 0 0 0 434 0 1 2 937
Inference on counterfactual distributions 0 0 0 1 0 0 0 1
Inference on counterfactual distributions 0 0 0 113 1 1 4 349
Inference on counterfactual distributions 0 0 0 893 0 1 3 1,918
Inference on counterfactual distributions 0 0 0 0 0 0 2 2
Inference on sets in finance 0 0 0 0 0 0 1 2
Inference on sets in finance 0 0 0 3 0 0 0 51
Inference on sets in finance 0 0 0 0 0 0 1 1
Inference on sets in finance 0 0 0 70 0 0 2 165
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 2 2
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 6 6
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 1 2 101
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 45 0 2 9 133
Inference on weighted average value function in high-dimensional state space 0 0 0 17 0 0 0 31
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 0 0 1 13
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 0 0 2
Instrumental Variable Quantile Regression 0 1 3 55 0 1 7 56
Intersection Bounds: estimation and inference 0 0 0 87 0 1 5 327
Intersection Bounds: estimation and inference 0 0 0 0 0 0 3 4
Intersection bounds: estimation and inference 0 0 0 0 0 0 2 2
Intersection bounds: estimation and inference 0 0 0 36 0 0 2 124
Intersection bounds: estimation and inference 0 0 0 0 0 0 3 3
Intersection bounds: estimation and inference 0 0 0 17 0 0 3 96
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 6 34 0 0 19 121
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 0 3 270
LASSO Methods for Gaussian Instrumental Variables Models 0 0 1 10 0 0 2 47
LASSO-Driven Inference in Time and Space 0 0 0 36 0 1 4 94
LASSO-Driven Inference in Time and Space 0 0 2 4 0 0 7 19
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 2 23
LASSO-Driven Inference in Time and Space 0 0 0 37 0 0 4 81
LASSO-driven inference in time and space 0 0 0 5 0 0 2 33
Learning and Disagreement in an Uncertain World 0 0 2 120 0 2 5 515
Learning and Disagreement in an Uncertain World 0 0 0 102 1 1 1 382
Local Identification of Nonparametric and Semiparametric Models 0 0 0 12 0 1 3 134
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 0 2 171
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 1 1
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 1 80
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 1 1
Local identification of nonparametric and semiparametric models 0 0 0 31 1 3 6 128
Locally Robust Semiparametric Estimation 0 0 3 26 1 1 5 185
Locally robust semiparametric estimation 0 0 0 17 0 0 4 88
Locally robust semiparametric estimation 0 0 0 0 0 0 2 3
Locally robust semiparametric estimation 0 0 0 32 0 0 1 163
Long Story Short: Omitted Variable Bias in Causal Machine Learning 1 2 8 182 3 5 40 112
Long Story Short: Omitted Variable Bias in Causal Machine Learning 1 1 4 31 1 2 13 149
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 125 0 0 1 69
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 0 1 39
Minimax Semiparametric Learning With Approximate Sparsity 0 0 2 12 0 2 7 24
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 1 40 0 0 3 105
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 2 0 0 2 41
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 3 4 0 0 7 52
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 1 0 0 2 2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 3 0 0 1 6
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 1 0 0 3 3
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 1 1 0 0 2 2
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 1 6 0 0 3 76
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 1 1 0 2 4 4
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 1 9 0 0 2 52
Network and Panel Quantile Effects Via Distribution Regression 0 0 3 5 0 0 3 12
Network and Panel Quantile Effects Via Distribution Regression 0 0 1 50 0 2 3 97
Network and panel quantile effects via distribution regression 0 0 0 11 0 0 3 29
Network and panel quantile effects via distribution regression 0 0 2 2 0 0 3 22
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 0 0 12
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 0 1 169
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 0 38
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 1 1
Nonparametric identification in panels using quantiles 0 0 0 12 0 0 0 58
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 1 1
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 0 0 23
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 0 1 24
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 0 0 1 1
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 0 1 2
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 0 0 0 65
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 0 0 2 78
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 1 2 112 4 7 19 632
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 0 2 9 674
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 1 5 1 1 4 50
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 0 1 1
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 0 0 1 76
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 38 0 0 2 110
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 3 15 0 0 4 44
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 3 0 0 1 32
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 0 0 164
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 6 6 8 148
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 0 2 2
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 0 1 5
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 0 0 1 1
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 0 0 26
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 12 0 3 8 69
Program evaluation and causal inference with high-dimensional data 0 0 1 27 0 0 1 119
Program evaluation and causal inference with high-dimensional data 0 0 1 1 2 2 8 8
Program evaluation with high-dimensional data 0 0 0 0 0 0 7 8
Program evaluation with high-dimensional data 0 0 0 16 0 0 0 119
Program evaluation with high-dimensional data 0 0 0 0 1 1 2 3
Program evaluation with high-dimensional data 0 0 0 75 0 0 2 200
Program evaluation with high-dimensional data 0 0 0 0 1 1 1 1
Program evaluation with high-dimensional data 0 0 0 11 0 0 1 87
Program evaluation with high-dimensional data 0 0 0 5 0 0 1 77
Program evaluation with high-dimensional data 0 0 0 0 0 0 2 2
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 0 0 0 337
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 0 0 2 43
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 1 1 48 2 4 4 94
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 1 20 0 0 2 46
Quantile Models with Endogeneity 0 0 0 3 0 0 1 54
Quantile Regression under Misspecification 0 0 0 2 0 1 6 449
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 1 1 285 0 1 6 940
Quantile Regression with Censoring and Endogeneity 0 0 0 111 0 0 0 362
Quantile Regression with Censoring and Endogeneity 0 0 0 4 0 0 0 107
Quantile Regression with Censoring and Endogeneity 0 0 3 57 0 0 8 187
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 0 1 99
Quantile and Probability Curves Without Crossing 0 0 0 3 0 0 1 29
Quantile and Probability Curves without Crossing 0 0 0 17 0 1 5 130
Quantile and Probability Curves without Crossing 0 0 0 2 0 0 0 47
Quantile and average effects in nonseparable panel models 0 0 0 43 0 0 0 112
Quantile and probability curves without crossing 0 0 0 68 0 0 1 271
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 0 0 0 35
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 1 1 6 11
Quantile models with endogeneity 0 0 0 0 0 0 1 1
Quantile models with endogeneity 0 0 0 89 0 0 4 240
Quantile regression with censoring and endogeneity 0 0 0 40 1 2 2 137
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 0 0 2 130
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 1 3 3 0 3 12 16
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 0 1 15
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 1 4
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 0 1
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 0 0 1 331
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 1 1 1 36 1 1 3 58
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 1 2 34 0 1 6 41
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 0 1 2
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 0 0 102
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 0 24
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 0 13
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 0 0 90
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 0 59
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 0 1 1
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 1 35
Set identification with Tobin regressors 0 1 1 64 0 1 2 178
Shape-Enforcing Operators for Point and Interval Estimators 0 0 0 30 0 1 4 68
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 0 23
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 0 0 0 1 1
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 0 1 22
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 93 0 1 10 209
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 0 1 40
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 0 24
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 0 0 16
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 8 0 0 1 42
SortedEffects: Sorted Causal Effects in R 0 0 0 5 0 0 0 28
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 17 0 2 7 71
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 1 4 155
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 0 0 25
Subvector inference in PI models with many moment inequalities 0 0 0 20 0 0 1 13
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 2 0 1 8 21
Testing Many Moment Inequalities 0 0 0 12 0 1 2 78
Testing Many Moment Inequalities 0 0 0 0 0 0 0 0
Testing many moment inequalities 0 0 1 1 0 1 2 2
Testing many moment inequalities 0 0 1 35 0 1 6 89
Testing many moment inequalities 0 0 0 0 0 0 0 0
Testing many moment inequalities 0 0 0 15 0 0 1 38
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 0 0 16
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 0 0 0 27
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 3 22 178 2 8 54 360
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 1 2 15 0 2 9 59
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 0 0 0 4 5
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 0 0 77
Toward personalized inference on individual treatment effects 1 1 2 2 1 1 2 2
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 0 1 39
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 12 0 0 3 51
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 0 0 2 27
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 0 0 15
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 0 0 2 2
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 0 2 44
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 0 0 2 2
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 0 0 1 74
Uniform post selection inference for LAD regression models 0 0 0 0 0 0 2 2
Uniform post selection inference for LAD regression models 0 0 0 31 0 0 2 96
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 2 4 12 0 3 8 58
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 3 0 0 3 24
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 1 22 0 0 2 47
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 44
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 0 0 1
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 0 0 55
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 0 0 1
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 0 1 35
Vector Quantile Regression 0 0 0 3 0 2 2 48
Vector Quantile Regression: An Optimal Transport Approach 0 1 1 25 0 1 5 84
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 0 1 3
Vector quantile regression 0 0 0 0 0 0 2 2
Vector quantile regression 0 0 0 9 0 0 0 44
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 0 0 1 16
Vector quantile regression: an optimal transport approach 0 0 0 21 0 0 1 52
Vector quantile regression: an optimal transport approach 0 0 0 0 0 0 1 1
hdm: High-Dimensional Metrics 0 0 0 2 0 0 1 29
hdm: High-Dimensional Metrics 0 0 0 7 0 0 2 35
hdm: High-Dimensional Metrics 0 0 1 1 0 0 7 7
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 0 0 0 49
Total Working Papers 36 149 794 10,287 156 527 2,584 32,085
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 0 2 3 3
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 0 1 56
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 9 23 2 6 23 59
An IV Model of Quantile Treatment Effects 1 1 7 449 1 1 11 1,301
An MCMC approach to classical estimation 2 2 12 531 2 6 27 1,130
Automatic Debiased Machine Learning of Causal and Structural Effects 0 2 13 34 1 5 32 98
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 38 0 3 6 190
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 0 2 23 0 1 11 109
Censored quantile instrumental-variable estimation with Stata 0 0 0 10 0 0 1 57
Comment 0 0 0 0 0 0 0 5
Conditional quantile processes based on series or many regressors 1 3 6 37 1 5 17 103
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 879 0 0 1 2,134
Constrained Conditional Moment Restriction Models 0 0 1 3 1 1 11 18
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 0 4
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 5 71 2 3 16 271
Double/debiased machine learning for treatment and structural parameters 5 8 18 94 9 20 88 340
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 2 0 1 2 27
Estimation and Confidence Regions for Parameter Sets in Econometric Models 1 1 4 311 1 1 10 703
Fast algorithms for the quantile regression process 0 0 0 4 1 2 7 19
Finite sample inference for quantile regression models 0 0 3 65 0 0 5 283
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 1 2 5 225
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 9 1 2 3 44
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 2 5 49 2 9 24 263
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 0 4 58
Implementing intersection bounds in Stata 0 0 1 38 1 1 9 156
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 0 2 135
Inference approaches for instrumental variable quantile regression 0 0 4 462 0 4 19 1,175
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 1 35 0 0 3 150
Inference in High-Dimensional Panel Models With an Application to Gun Control 1 1 6 56 5 8 26 199
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 1 2 10 0 3 6 74
Inference on Counterfactual Distributions 0 1 3 366 1 4 13 958
Inference on Treatment Effects after Selection among High-Dimensional Controls†1 2 13 86 3 8 38 304
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 1 2 0 0 2 4
Inference on sets in finance 0 0 0 4 0 0 0 34
Instrumental quantile regression inference for structural and treatment effect models 0 1 21 517 0 7 46 1,077
Instrumental variable estimation of nonseparable models 0 0 1 173 0 0 5 355
Instrumental variable quantile regression: A robust inference approach 3 5 34 446 7 13 67 945
Intersection Bounds: Estimation and Inference 0 0 1 20 1 1 5 190
Introduction 0 0 0 33 0 0 0 135
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 0 0 1 294
Local Identification of Nonparametric and Semiparametric Models 0 0 0 18 0 0 3 110
Locally Robust Semiparametric Estimation 1 2 6 15 1 2 16 42
Mastering Panel Metrics: Causal Impact of Democracy on Growth 1 1 2 28 1 2 6 82
Network and panel quantile effects via distribution regression 0 1 2 2 0 1 3 3
Nonparametric identification in panels using quantiles 0 1 1 16 0 1 2 93
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 12 0 0 3 61
Optimal Targeted Lockdowns in a Multigroup SIR Model 1 1 4 32 3 7 20 171
Post-Selection Inference for Generalized Linear Models With Many Controls 0 1 5 52 1 4 23 163
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 3 38 0 3 11 223
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 0 0 29
Program Evaluation and Causal Inference With High‐Dimensional Data 1 1 3 32 1 3 13 136
Quantile Models with Endogeneity 0 0 1 48 0 0 3 204
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 1 7 399 1 1 15 1,234
Quantile and Probability Curves Without Crossing 0 0 0 82 0 0 2 305
Quantile regression with censoring and endogeneity 0 1 6 85 0 2 11 386
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 1 31 1 1 2 133
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 0 1 24
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 0 0 1 73
Some new asymptotic theory for least squares series: Pointwise and uniform results 1 2 13 85 1 4 33 297
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 1 2 3 111 1 5 22 528
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 1 1 22 0 1 1 127
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 2 3 22 225 3 9 41 574
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 2 7 88 0 7 21 371
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 1 16 0 0 5 88
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 0 0 0 5
The reduced form: A simple approach to inference with weak instruments 0 0 5 229 0 0 16 540
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 1 66 0 0 2 260
Uniform inference in high-dimensional Gaussian graphical models 0 1 1 2 1 4 5 6
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 0 1 5 42
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 3 0 0 2 28
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 1 2 3 23 1 5 11 111
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 2 1 2 7 13
Vector quantile regression beyond the specified case 0 0 1 8 0 1 3 28
Total Journal Articles 25 54 275 6,842 60 185 859 20,175
2 registered items for which data could not be found


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 1 1 15 324 1 7 73 1,728
CQIV: Stata module to perform censored quantile instrumental variables regression 3 5 37 1,798 10 27 210 7,601
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 2 5 25 178 11 32 151 1,260
Total Software Items 6 11 77 2,300 22 66 434 10,589


Statistics updated 2024-09-04