Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 1 1 35 108
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 1 7 1 1 14 72
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 45 2 2 14 77
A lava attack on the recovery of sums of dense and sparse signals 0 0 1 1 0 0 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 3 6 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 2 9 56
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 2 12 16
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 12 49
Adventures in Demand Analysis Using AI 0 0 1 9 1 2 26 54
Adversarial Estimation of Riesz Representers 0 0 1 33 1 4 33 101
Agentic Economic Modeling 0 2 37 37 5 11 97 97
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 2 2 3 10 5 5 17 33
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 63 5 6 39 224
An Introduction to Double/Debiased Machine Learning 0 1 11 47 4 16 98 130
An Introduction to Double/Debiased Machine Learning 0 4 27 27 1 9 31 31
An MCMC Approach to Classical Estimation 0 0 0 32 2 3 21 62
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 0 1 22 86
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 1 3 11 25
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 5 8
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 1 15 47
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 1 2 10 24
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 0 10 14
Applied Causal Inference Powered by ML and AI 0 1 26 106 3 12 142 321
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 0 23 4 4 20 53
Arellano-bond lasso estimator for dynamic linear panel models 1 1 1 3 3 4 60 79
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 3 20 1 6 21 57
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 1 3 27 168
Automatic Debiased Machine Learning via Riesz Regression 2 2 2 60 7 11 38 154
Automatic Doubly Robust Forests 0 0 0 7 1 3 10 18
Automatic debiased machine learning and sensitivity analysis for sample selection models 0 0 4 4 1 3 21 21
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 2 14 49
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 2 11 137
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 0 1 23 78
Best linear approximations to set identified functions: with an application to the gender wage gap 1 1 1 1 1 2 9 14
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 1 2 18 18
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 1 2 18 18
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 0 14 0 0 7 68
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 2 2 12 32
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 0 0 11 189
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 0 4 62
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 0 7 70
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 14 1 1 16 118
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 0 6 47
Central limit theorems and bootstrap in high dimensions 0 0 0 0 1 2 16 20
Central limit theorems and bootstrap in high dimensions 0 0 0 22 2 3 16 80
Central limit theorems and bootstrap in high dimensions 0 0 1 2 0 1 18 26
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 0 0 10 97
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 6 0 0 10 23
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 0 69 0 0 6 143
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 0 0 0 7 1 1 19 51
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 1 1 9 35
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 0 13 60
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 2 7 18
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 1 1 17 25
Conditional Influence Functions 0 1 1 9 0 2 24 32
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 1 2 21 105
Conditional Rank-Rank Regression 0 0 1 2 0 0 15 23
Conditional Rank-Rank Regression 0 0 1 7 2 2 23 43
Conditional quantile processes based on series or many regressors 0 0 0 15 1 3 8 61
Conditional quantile processes based on series or many regressors 0 0 0 4 0 1 13 21
Conditional quantile processes based on series or many regressors 0 0 0 49 1 1 44 158
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 0 8 15
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 0 1 10 45
Constrained conditional moment restriction models 0 0 0 1 0 1 52 55
Constrained conditional moment restriction models 0 0 0 25 0 1 19 111
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 4 5
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 2 3
Counterfactual analysis in R: a vignette 0 0 0 53 0 1 14 237
Counterfactual analysis in R: a vignette 0 0 0 0 0 0 15 28
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 1 1 9 90
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 1 1 20 141
Debiasing and $t$-tests for synthetic control inference on average causal effects 0 9 37 125 2 19 98 378
Demand Analysis with Many Prices 0 0 4 99 4 4 24 157
Demand analysis with many prices 0 0 0 8 0 0 14 65
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 0 2 63 1 3 13 147
Distribution regression with sample selection and UK wage decomposition 0 0 6 44 2 3 38 95
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 4 0 0 16 57
Distributional conformal prediction 0 0 4 6 1 2 26 40
Distributional conformal prediction 0 0 0 44 2 2 20 160
Double machine learning for treatment and causal parameters 0 1 1 119 3 6 24 556
Double machine learning for treatment and causal parameters 0 0 3 8 3 7 65 95
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 11 85 1,154 20 83 389 3,170
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 125 2 13 69 500
Double/de-biased machine learning using regularized Riesz representers 0 1 2 34 0 2 16 94
Double/debiased machine learning for treatment and structural parameters 0 1 6 44 1 6 49 174
Double/debiased machine learning for treatment and structural parameters 0 1 3 9 7 8 64 90
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 2 3 31 105
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 3 5 24 129
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 0 4 24 0 5 28 75
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 2 2 2 7 9
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 0 2 18 43
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 1 27 1 2 9 26
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 10 85
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 7 8
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 1 1 71 1 4 19 93
Extremal Quantile Regression: An Overview 0 0 0 51 0 1 23 82
Extremal quantile regression 0 0 0 17 0 0 28 91
Extremal quantile regression: an overview 0 0 0 7 0 0 18 61
Extremal quantile regression: an overview 1 1 1 3 1 1 13 18
Fast Algorithms for the Quantile Regression Process 0 0 0 52 0 1 7 122
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 2 10 260
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 3 22 145
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 1 1 4 255 2 5 53 821
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 2 6 25 3 6 23 51
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 0 10 272
Gaussian approximation of suprema of empirical processes 0 0 0 6 0 0 12 61
Gaussian approximation of suprema of empirical processes 0 0 1 32 0 0 5 72
Gaussian approximation of suprema of empirical processes 0 0 0 5 0 1 15 54
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 2 5 12
Gaussian approximation of suprema of empirical processes 0 0 0 0 3 3 14 17
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 11 14
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 0 13 111
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 11 2 4 23 97
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 0 3 13 26
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 1 1 10 59
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 1 9 0 0 16 37
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 1 1 17 121
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 3 99 1 2 30 339
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 7 10
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 0 9 62
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 2 2 11 15
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 2 2 6 45
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 2 9 31 158
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 3 2 3 24 65
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 1 1 3 22 4 5 17 38
Hedonic prices and quality adjusted price indices powered by AI 0 0 1 26 4 7 30 95
High Dimensional Sparse Econometric Models: An Introduction 0 0 1 15 2 3 16 72
High dimensional methods and inference on structural and treatment effects 0 0 0 1 2 2 51 62
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 2 34 147
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 0 1 22 198
High-Dimensional Metrics in R 0 0 1 29 2 3 15 53
High-dimensional Data Bootstrap 0 0 0 39 1 1 20 49
High-dimensional econometrics and regularized GMM 0 0 2 15 1 1 25 110
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 1 12 24
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 0 1 9 202
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 0 2 14 2 3 23 40
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 0 8 158
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 0 0 10 399
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 1 1 15 88
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 1 12 191
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 1 8 333
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 1 13 130
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 1 9 10
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 7 14
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 1 1 7 60
Implementing intersection bounds in Stata 0 0 0 0 0 0 13 18
Implementing intersection bounds in Stata 0 0 1 1 0 0 8 10
Implementing intersection bounds in Stata 0 0 0 24 0 1 15 130
Implementing intersection bounds in Stata 0 0 0 7 3 4 14 79
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 2 2 16 110
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 2 2 13 30
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 0 0 13 34
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 0 16 243
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 0 12 326
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 1 1 6 8
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 2 2 23 27
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 1 1 15 62
Inference for High-Dimensional Sparse Econometric Models 0 0 1 15 3 4 18 105
Inference for Low-Rank Models 0 0 2 49 2 3 13 83
Inference for best linear approximations to set identified functions 0 0 0 20 1 2 12 121
Inference for best linear approximations to set identified functions 0 0 0 0 0 0 11 13
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 2 3 12 101
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 1 1 16 71
Inference for high-dimensional sparse econometric models 0 0 1 57 1 1 10 197
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 1 15 62
Inference in high dimensional panel models with an application to gun control 0 1 1 26 0 2 10 98
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 13 19
Inference on Counterfactual Distributions 0 0 2 25 1 1 29 176
Inference on Sets in Finance 0 0 0 13 1 1 6 46
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 1 13 4 4 34 121
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 0 0 13 177
Inference on causal and structural parameters using many moment inequalities 0 0 0 15 1 1 15 64
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 1 1 13 38
Inference on counterfactual distributions 0 0 0 893 2 2 14 1,936
Inference on counterfactual distributions 0 0 0 0 1 2 12 16
Inference on counterfactual distributions 0 0 0 113 0 0 9 360
Inference on counterfactual distributions 0 0 0 434 1 2 18 958
Inference on counterfactual distributions 0 0 0 0 0 0 12 14
Inference on counterfactual distributions 0 1 1 2 1 2 25 30
Inference on sets in finance 0 0 0 70 0 1 7 176
Inference on sets in finance 0 0 0 3 1 2 14 65
Inference on sets in finance 0 0 0 0 0 0 8 11
Inference on sets in finance 0 0 0 0 0 0 7 8
Inference on treatment effects after selection amongst high-dimensional controls 1 1 1 15 1 4 21 122
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 2 4 44 49
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 47 3 3 17 155
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 4 0 0 22 32
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 3 3 9 24
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 0 10 14
Instrumental Variable Quantile Regression 0 0 1 57 5 5 25 90
Intersection Bounds: estimation and inference 0 0 0 88 0 1 20 350
Intersection Bounds: estimation and inference 0 0 0 1 1 1 18 25
Intersection bounds: estimation and inference 0 0 0 36 1 2 18 145
Intersection bounds: estimation and inference 0 0 0 17 1 1 22 121
Intersection bounds: estimation and inference 0 0 0 0 0 1 14 20
Intersection bounds: estimation and inference 0 0 0 0 2 2 17 20
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 2 3 19 142
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 1 11 282
LASSO Methods for Gaussian Instrumental Variables Models 0 0 2 14 1 2 24 75
LASSO-Driven Inference in Time and Space 0 0 0 1 1 1 8 31
LASSO-Driven Inference in Time and Space 0 0 0 4 1 1 10 30
LASSO-Driven Inference in Time and Space 0 0 1 41 1 1 11 97
LASSO-Driven Inference in Time and Space 0 0 1 38 0 2 13 111
LASSO-driven inference in time and space 0 0 0 5 1 1 6 40
Learning and Disagreement in an Uncertain World 0 0 0 120 2 6 25 548
Learning and Disagreement in an Uncertain World 0 1 3 105 0 3 23 412
Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 0 0 0 1 1 1 1
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 1 2 16 152
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 2 20 193
Local identification of nonparametric and semiparametric models 0 0 0 31 1 1 10 147
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 41 121
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 7 10
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 9 12
Locally Robust Semiparametric Estimation 0 0 0 27 1 1 24 214
Locally robust semiparametric estimation 0 0 0 32 3 4 9 176
Locally robust semiparametric estimation 0 0 0 0 0 0 20 26
Locally robust semiparametric estimation 0 0 0 18 0 1 12 106
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 35 0 3 35 199
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 194 2 2 28 166
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 127 1 1 10 86
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 1 4 8 48
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 3 6 19 47
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 8 114
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 1 1 10 63
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 2 0 1 15 19
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 0 13 20
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 1 1 10 52
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 12 14
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 7 61
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 11 16
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 10 15
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 1 8 85
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 1 1 11 25
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 3 6 18 116
Network and panel quantile effects via distribution regression 0 0 0 2 2 2 9 33
Network and panel quantile effects via distribution regression 0 0 0 11 0 0 10 41
Nonparametric Identification in Panels using Quantiles 0 0 0 1 1 1 10 23
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 1 1 15 185
Nonparametric identification in panels using quantiles 0 0 0 23 2 2 10 50
Nonparametric identification in panels using quantiles 0 0 0 0 1 1 11 12
Nonparametric identification in panels using quantiles 0 0 0 12 1 3 12 71
Nonparametric identification in panels using quantiles 0 0 0 0 1 1 9 11
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 1 10 33
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 0 0 11 14
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 1 2 38 62
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 1 2 13 81
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 1 11 14
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 0 0 9 89
Optimal Targeted Lockdowns in a Multi-Group SIR Model 1 1 3 116 5 5 37 688
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 9 10 34 716
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 0 116 1 1 16 298
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 0 0 12 64
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 0 10 12
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 0 0 8 87
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 1 1 23 23
Plausible GMM: A Quasi-Bayesian Approach 0 0 16 16 0 0 19 19
Plausible GMM: a quasi-bayesian approach 0 1 16 16 0 1 6 6
Plausible GMM: a quasi-bayesian approach 0 1 3 11 1 4 26 32
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 39 1 1 13 127
Policy Learning with Confidence 0 0 5 8 2 4 43 55
Policy learning with confidence 0 0 1 1 2 2 22 22
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 0 2 15 63
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 2 2 10 46
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 2 11 176
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 1 13 165
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 2 2 12 19
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 1 11 16
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 0 5 33
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 2 2 11 13
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 3 3 20 95
Program evaluation and causal inference with high-dimensional data 0 0 0 27 1 1 41 162
Program evaluation and causal inference with high-dimensional data 0 1 1 2 1 2 14 26
Program evaluation with high-dimensional data 0 0 0 0 1 1 13 15
Program evaluation with high-dimensional data 0 0 0 11 0 0 12 104
Program evaluation with high-dimensional data 0 0 0 0 1 1 17 24
Program evaluation with high-dimensional data 0 0 0 0 0 0 10 15
Program evaluation with high-dimensional data 0 0 0 16 0 1 9 130
Program evaluation with high-dimensional data 0 0 0 1 1 2 15 25
Program evaluation with high-dimensional data 0 0 0 5 0 1 11 90
Program evaluation with high-dimensional data 0 0 0 75 1 2 8 209
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 0 2 12 353
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 0 1 13 58
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 1 1 16 113
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 0 1 10 60
Quantile Models with Endogeneity 0 0 0 4 2 2 9 65
Quantile Regression under Misspecification 0 0 0 2 1 1 11 466
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 1 1 288 0 1 14 960
Quantile Regression with Censoring and Endogeneity 0 0 0 112 0 1 12 376
Quantile Regression with Censoring and Endogeneity 0 0 0 6 1 1 11 122
Quantile Regression with Censoring and Endogeneity 0 0 0 58 2 2 13 207
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 0 9 108
Quantile and Probability Curves Without Crossing 0 0 1 4 1 3 21 52
Quantile and Probability Curves without Crossing 0 0 0 3 1 3 57 106
Quantile and Probability Curves without Crossing 0 0 0 18 1 4 21 164
Quantile and average effects in nonseparable panel models 0 0 1 44 1 2 8 121
Quantile and probability curves without crossing 0 0 0 68 1 1 15 287
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 1 3 11 49
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 0 2 17 30
Quantile models with endogeneity 0 0 0 90 2 3 17 259
Quantile models with endogeneity 0 0 0 0 1 2 43 44
Quantile regression with censoring and endogeneity 0 0 0 40 1 2 12 153
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 0 0 17 36
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 1 2 13 144
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 0 10 27
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 2 2 6 10
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 6 9
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 0 1 12 343
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 1 1 17 78
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 1 35 1 5 17 66
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 0 12 114
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 1 8 11
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 11 27
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 1 1 13 37
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 1 8 98
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 1 15 74
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 15 51
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 1 12 14
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 0 0 29 29
Set identification with Tobin regressors 0 0 0 64 0 1 18 196
Shape-Enforcing Operators for Point and Interval Estimators 0 0 3 34 2 3 18 92
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 1 1 12 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 1 2 2 10 13
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 1 1 18 233
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 3 14 56
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 10 34
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 1 1 16 34
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 0 2 11 58
SortedEffects: Sorted Causal Effects in R 0 0 0 5 1 1 6 37
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 20 1 3 26 108
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 3 3 15 175
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 0 9 35
Subvector inference in PI models with many moment inequalities 0 0 0 20 0 0 4 22
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 3 2 2 18 41
Testing Many Moment Inequalities 0 0 0 0 1 1 12 12
Testing Many Moment Inequalities 0 0 0 13 0 1 5 84
Testing many moment inequalities 0 0 0 35 0 0 55 144
Testing many moment inequalities 0 0 0 2 1 1 11 15
Testing many moment inequalities 0 0 0 15 0 0 10 49
Testing many moment inequalities 0 1 1 1 0 1 11 12
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 1 1 8 24
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 2 3 11 39
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 190 0 2 33 424
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 0 1 15 82
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 1 2 7 86
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 0 0 13 20
Toward personalized inference on individual treatment effects 0 0 0 4 0 0 7 11
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 1 1 10 49
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 13 1 2 12 70
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 3 4 11 39
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 0 8 24
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 0 5 50
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 0 0 9 13
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 2 2 8 82
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 1 1 26 29
Uniform post selection inference for LAD regression models 0 0 0 31 1 1 5 101
Uniform post selection inference for LAD regression models 0 0 0 0 0 0 9 11
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 2 2 19 80
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 1 1 17 43
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 1 2 14 63
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 1 11 56
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 3 18 24
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 1 10 68
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 1 12 16
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 0 7 44
Vector Quantile Regression 0 0 0 3 2 2 13 64
Vector Quantile Regression: An Optimal Transport Approach 0 0 1 27 0 1 17 106
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 2 11 14
Vector quantile regression 0 0 0 9 0 1 3 47
Vector quantile regression 0 0 0 0 0 0 8 12
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 1 2 13 29
Vector quantile regression: an optimal transport approach 0 0 0 21 0 0 12 66
Vector quantile regression: an optimal transport approach 0 0 0 0 0 1 14 15
Welfare Analysis in Dynamic Models 0 0 0 21 2 2 9 53
hdm: High-Dimensional Metrics 0 0 2 9 2 2 13 49
hdm: High-Dimensional Metrics 0 0 2 4 0 0 23 35
hdm: High-Dimensional Metrics 0 0 0 2 1 1 12 41
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 1 1 14 67
Total Working Papers 14 56 452 11,419 388 768 6,814 41,667
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 1 1 0 1 29 37
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 2 21 80
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 4 35 2 6 48 129
An IV Model of Quantile Treatment Effects 1 1 6 459 1 3 30 1,349
An MCMC approach to classical estimation 2 2 4 542 2 5 52 1,207
Automatic Debiased Machine Learning of Causal and Structural Effects 1 1 3 45 3 7 37 158
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 1 2 19 216
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 1 2 28 2 7 31 156
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 1 1 14 74
Comment 0 0 0 0 1 1 10 15
Conditional quantile processes based on series or many regressors 2 2 2 41 2 5 18 127
Conditional value-at-risk: Aspects of modeling and estimation 1 1 2 882 1 4 21 2,161
Constrained Conditional Moment Restriction Models 0 0 0 4 0 4 28 59
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 7 12
Debiased machine learning of conditional average treatment effects and other causal functions 2 7 15 26 4 17 41 67
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 1 5 0 0 16 27
Distribution Regression with Sample Selection and UK Wage Decomposition 1 2 2 2 1 3 5 5
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 2 3 78 1 7 30 319
Double/debiased machine learning for treatment and structural parameters 4 9 39 159 23 91 401 866
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 3 1 1 12 41
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 0 5 323 3 7 35 752
Fast algorithms for the quantile regression process 0 0 0 7 1 3 25 54
Finite sample inference for quantile regression models 0 0 1 66 0 1 19 307
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 0 1 9 12 5 13 75 87
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 0 0 17 252
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 3 4 17 64
Hedonic prices and quality adjusted price indices powered by AI 0 3 6 6 3 13 59 59
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 3 55 1 10 47 340
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 0 15 78
Implementing intersection bounds in Stata 0 0 0 43 0 4 16 180
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 1 2 11 151
Inference approaches for instrumental variable quantile regression 0 1 1 463 0 2 15 1,193
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 0 2 20 184
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 1 62 1 3 18 239
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 1 13 1 2 12 99
Inference on Counterfactual Distributions 0 1 3 371 0 1 22 998
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 94 2 9 61 388
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 1 2 4 1 7 30 36
Inference on sets in finance 0 0 0 4 0 0 11 45
Instrumental quantile regression inference for structural and treatment effect models 2 5 8 532 5 14 46 1,148
Instrumental variable estimation of nonseparable models 0 1 2 175 0 4 50 405
Instrumental variable quantile regression: A robust inference approach 0 0 13 478 1 2 31 1,012
Intersection Bounds: Estimation and Inference 0 0 0 20 0 3 26 221
Introduction 0 0 0 33 0 2 9 145
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 0 1 13 307
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 0 13 125
Locally Robust Semiparametric Estimation 1 2 2 19 3 80 109 164
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 30 0 0 10 103
Network and panel quantile effects via distribution regression 0 0 0 4 0 3 14 27
Nonparametric identification in panels using quantiles 0 0 0 16 0 1 14 108
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 14 1 1 11 77
Optimal Targeted Lockdowns in a Multigroup SIR Model 0 0 6 41 2 4 31 223
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 1 3 0 1 15 17
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 3 56 0 2 31 200
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 2 40 0 2 13 245
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 0 10 41
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 0 34 0 1 14 158
Quantile Models with Endogeneity 0 0 0 50 1 1 24 234
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 3 5 405 2 6 39 1,282
Quantile and Probability Curves Without Crossing 0 0 1 83 0 4 22 332
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 1 1 9 9
Quantile regression with censoring and endogeneity 0 0 1 90 0 1 50 449
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 1 4 16 151
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 2 4 0 1 16 22
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 2 22 51
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 0 2 14 88
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 0 2 92 0 1 19 336
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 2 2 31 576
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 1 3 13 144
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 1 11 252 4 6 49 663
The Impact of Big Data on Firm Performance: An Empirical Investigation 1 1 2 92 3 3 15 399
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 2 20 1 1 24 119
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 11 16
The reduced form: A simple approach to inference with weak instruments 1 1 3 248 2 5 25 590
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 1 2 8 270
Uniform Inference on High-Dimensional Spatial Panel Networks 0 0 1 1 1 1 4 4
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 0 0 8 15
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 1 3 11 56
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 1 2 17 51
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 27 2 7 26 145
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 9 24
Vector quantile regression beyond the specified case 0 0 0 8 0 0 8 38
Total Journal Articles 22 51 193 7,252 104 429 2,345 23,401
1 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 11 349 6 6 36 1,817
CQIV: Stata module to perform censored quantile instrumental variables regression 1 2 8 1,833 3 8 79 7,833
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 1 1 4 207 2 11 73 1,445
Total Software Items 3 4 23 2,389 11 25 188 11,095

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