Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 0 6 32 103
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 1 3 7 0 6 11 67
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 0 44 1 3 11 71
A lava attack on the recovery of sums of dense and sparse signals 0 1 1 1 1 7 11 26
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 5 6 10
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 2 3 11
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 4 6 53
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 4 10 47
Adventures in Demand Analysis Using AI 0 1 4 9 3 13 32 48
Adversarial Estimation of Riesz Representers 0 1 2 33 4 14 27 90
Agentic Economic Modeling 0 10 35 35 5 63 78 78
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 8 1 4 9 23
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 0 62 4 14 34 211
An Introduction to Double/Debiased Machine Learning 4 5 43 43 10 30 84 84
An MCMC Approach to Classical Estimation 0 0 0 32 1 8 19 56
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 2 11 16 79
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 1 5 11 21
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 4 6 9
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 2 3 6
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 3 8 22
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 1 5 14 45
Applied Causal Inference Powered by ML and AI 3 9 38 100 9 53 183 290
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 1 23 1 8 23 48
Arellano-bond lasso estimator for dynamic linear panel models 0 0 0 2 4 16 33 49
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 1 3 20 1 7 16 49
Automatic Debiased Machine Learning of Causal and Structural Effects 1 1 2 74 3 10 25 162
Automatic Debiased Machine Learning via Riesz Regression 0 0 5 58 0 8 32 142
Automatic Doubly Robust Forests 0 0 0 7 0 4 8 13
Automatic debiased machine learning and sensitivity analysis for sample selection models 0 4 4 4 1 10 10 10
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 4 10 44
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 2 4 8 132
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 2 3 8
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 0 7 15 70
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 0 3 16 16
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 0 3 14 14
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 2 14 0 2 8 67
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 1 5 10 30
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 1 4 11 189
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 14 1 8 11 112
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 2 6 68
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 1 3 61
Central limit theorems and bootstrap in high dimensions 0 0 0 22 1 3 7 71
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 2 5 46
Central limit theorems and bootstrap in high dimensions 0 0 1 2 1 9 15 21
Central limit theorems and bootstrap in high dimensions 0 0 0 0 1 9 12 16
Central limit theorems and multiplier bootstrap when p is much larger than n 1 1 1 6 2 6 7 20
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 1 4 6 93
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 69 1 2 5 141
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 0 0 3 7 0 5 34 47
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 3 6 17 21
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 2 3 5 15
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 2 5 9 56
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 3 6 31
Conditional Influence Functions 0 0 1 8 0 5 15 22
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 1 7 16 100
Conditional Rank-Rank Regression 0 0 0 1 1 7 16 18
Conditional Rank-Rank Regression 0 0 4 7 1 6 25 38
Conditional quantile processes based on series or many regressors 0 0 0 15 1 2 7 57
Conditional quantile processes based on series or many regressors 0 0 0 4 1 3 10 18
Conditional quantile processes based on series or many regressors 0 0 0 49 0 13 40 153
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 0 3 7 41
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 2 5 8 15
Constrained conditional moment restriction models 0 0 0 1 0 14 49 52
Constrained conditional moment restriction models 0 0 0 25 2 8 16 105
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 2 3
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 1 1 2
Counterfactual analysis in R: a vignette 0 0 0 53 0 2 8 230
Counterfactual analysis in R: a vignette 0 0 0 0 2 8 10 23
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 0 4 7 86
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 4 6 15 132
Debiasing and $t$-tests for synthetic control inference on average causal effects 11 15 19 103 21 43 57 326
Demand Analysis with Many Prices 1 2 3 98 2 8 15 146
Demand analysis with many prices 0 0 1 8 0 6 13 60
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 1 3 63 1 7 13 144
Distribution regression with sample selection and UK wage decomposition 0 1 7 43 4 16 39 87
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 4 0 5 12 51
Distributional conformal prediction 1 2 4 6 2 15 26 34
Distributional conformal prediction 0 0 1 44 2 8 18 155
Double machine learning for treatment and causal parameters 0 0 1 118 1 5 16 546
Double machine learning for treatment and causal parameters 1 2 3 7 10 41 60 82
Double/Debiased Machine Learning for Treatment and Causal Parameters 9 17 77 1,130 35 79 308 3,021
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 1 6 124 4 14 65 475
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 2 7 14 90
Double/debiased machine learning for treatment and structural parameters 0 1 4 7 12 27 42 60
Double/debiased machine learning for treatment and structural parameters 0 2 6 40 1 15 48 158
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 3 12 26 97
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 1 7 14 118
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 1 2 4 23 2 8 30 67
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 1 10 13 37
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 1 1 1 4 6
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 0 26 0 1 3 19
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 3 7 81
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 2 7 8
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 0 70 0 5 14 85
Extremal Quantile Regression: An Overview 0 0 1 51 3 10 19 77
Extremal quantile regression 0 0 0 17 0 13 25 86
Extremal quantile regression: an overview 0 0 0 2 1 8 10 15
Extremal quantile regression: an overview 0 0 0 7 1 6 17 58
Fast Algorithms for the Quantile Regression Process 0 0 0 52 0 3 6 120
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 4 6 255
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 0 6 27 135
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 2 252 1 13 94 802
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 7 22 1 6 21 39
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 5 7 269
Gaussian approximation of suprema of empirical processes 0 0 0 6 1 5 12 60
Gaussian approximation of suprema of empirical processes 0 0 0 0 2 3 3 10
Gaussian approximation of suprema of empirical processes 0 1 1 32 0 5 6 72
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 6 11 14
Gaussian approximation of suprema of empirical processes 0 0 0 5 0 7 10 49
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 8 9 12
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 2 11 2 5 13 84
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 0 5 9 21
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 2 9 106
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 0 3 11 57
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 0 5 14 118
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 1 1 9 1 11 14 35
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 1 1 3 99 3 6 23 327
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 4 9 60
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 0 3 42
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 1 3 9 11
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 3 5 8
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 1 3 3 9 29 61
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 2 9 25 144
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 1 5 21 1 4 18 32
Hedonic prices and quality adjusted price indices powered by AI 0 0 4 26 4 7 32 83
High Dimensional Sparse Econometric Models: An Introduction 0 1 2 15 2 5 13 66
High dimensional methods and inference on structural and treatment effects 0 0 0 1 6 41 48 58
High dimensional methods and inference on structural and treatment effects 0 0 0 22 3 24 30 142
High-Dimensional Econometrics and Regularized GMM 0 1 2 60 5 13 28 195
High-Dimensional Metrics in R 0 0 0 28 1 7 10 47
High-dimensional Data Bootstrap 0 0 1 39 2 9 20 44
High-dimensional econometrics and regularized GMM 0 0 2 15 1 7 22 106
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 0 3 7 197
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 4 6 15 22
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 1 3 13 4 11 25 35
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 1 4 8 157
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 1 5 9 397
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 0 7 15 86
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 8 14 189
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 2 5 7 330
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 5 7 124
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 3 5 12
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 4 4 5
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 2 5 5 58
Implementing intersection bounds in Stata 0 0 0 7 0 7 11 75
Implementing intersection bounds in Stata 0 0 1 1 2 5 8 10
Implementing intersection bounds in Stata 0 0 0 0 0 6 12 17
Implementing intersection bounds in Stata 0 0 0 24 0 3 13 126
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 1 4 10 103
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 5 11 27
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 1 5 13 33
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 4 11 238
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 3 9 323
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 1 3 5 7
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 15 20 23
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 1 3 10 57
Inference for High-Dimensional Sparse Econometric Models 1 1 2 15 3 7 20 99
Inference for Low-Rank Models 0 0 3 49 0 5 14 79
Inference for best linear approximations to set identified functions 0 0 0 20 1 5 8 116
Inference for best linear approximations to set identified functions 0 0 0 0 0 6 10 12
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 0 2 9 97
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 2 6 16 67
Inference for high-dimensional sparse econometric models 0 0 1 57 0 2 8 195
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 9 11 57
Inference in high dimensional panel models with an application to gun control 0 0 0 0 2 9 13 17
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 5 9 95
Inference on Counterfactual Distributions 0 1 2 25 4 18 29 172
Inference on Sets in Finance 0 0 0 13 0 0 3 43
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 3 12 4 9 31 107
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 0 4 11 173
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 4 12 37
Inference on causal and structural parameters using many moment inequalities 0 0 1 15 0 7 14 59
Inference on counterfactual distributions 0 0 0 113 1 3 5 356
Inference on counterfactual distributions 0 0 0 0 1 7 10 13
Inference on counterfactual distributions 0 0 0 0 2 6 11 12
Inference on counterfactual distributions 0 0 0 1 2 11 21 25
Inference on counterfactual distributions 0 0 0 893 0 4 14 1,933
Inference on counterfactual distributions 0 0 0 434 0 2 17 954
Inference on sets in finance 0 0 0 0 0 1 5 7
Inference on sets in finance 0 0 0 70 0 2 5 173
Inference on sets in finance 0 0 0 3 0 4 9 60
Inference on sets in finance 0 0 0 0 0 6 6 7
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 1 3 11 112
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 3 7 13 21
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 7 33 41 44
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 46 2 5 10 148
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 1 3 3 18
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 6 9 12
Instrumental Variable Quantile Regression 0 0 1 57 1 5 19 83
Intersection Bounds: estimation and inference 0 0 0 1 1 5 14 19
Intersection Bounds: estimation and inference 0 0 0 88 1 4 11 340
Intersection bounds: estimation and inference 0 0 0 17 1 5 18 114
Intersection bounds: estimation and inference 0 0 0 36 1 4 9 135
Intersection bounds: estimation and inference 0 0 0 0 0 1 11 14
Intersection bounds: estimation and inference 0 0 0 0 1 4 10 13
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 1 6 16 137
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 2 9 279
LASSO Methods for Gaussian Instrumental Variables Models 0 1 4 14 2 9 19 67
LASSO-Driven Inference in Time and Space 0 0 0 1 0 2 5 28
LASSO-Driven Inference in Time and Space 0 0 0 37 0 3 8 105
LASSO-Driven Inference in Time and Space 0 0 1 41 0 2 10 94
LASSO-Driven Inference in Time and Space 0 0 0 4 0 4 5 25
LASSO-driven inference in time and space 0 0 0 5 0 0 1 35
Learning and Disagreement in an Uncertain World 0 0 1 103 1 6 16 403
Learning and Disagreement in an Uncertain World 0 0 0 120 7 9 16 538
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 9 15 188
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 6 10 146
Local identification of nonparametric and semiparametric models 0 0 0 16 1 5 40 120
Local identification of nonparametric and semiparametric models 0 0 0 31 0 5 7 144
Local identification of nonparametric and semiparametric models 0 0 0 0 0 3 6 9
Local identification of nonparametric and semiparametric models 0 0 0 0 0 7 8 11
Locally Robust Semiparametric Estimation 0 0 1 27 3 14 23 210
Locally robust semiparametric estimation 0 0 0 18 2 6 11 104
Locally robust semiparametric estimation 0 0 0 32 1 1 3 170
Locally robust semiparametric estimation 0 0 0 0 1 10 15 20
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 6 194 5 9 32 158
Long Story Short: Omitted Variable Bias in Causal Machine Learning 1 1 3 35 2 8 33 190
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 2 127 2 6 10 83
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 1 4 43
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 3 7 8 36
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 1 4 8 113
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 1 4 7 59
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 1 4 9 16
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 1 1 2 2 9 12 16
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 4 9 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 4 7 48
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 3 5 81
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 1 5 57
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 6 9
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 5 7 11
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 1 3 8 106
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 0 0 9 21
Network and panel quantile effects via distribution regression 0 0 0 2 0 1 7 30
Network and panel quantile effects via distribution regression 0 0 0 11 0 6 10 40
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 5 9 21
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 3 7 11 180
Nonparametric identification in panels using quantiles 0 0 0 0 0 4 10 11
Nonparametric identification in panels using quantiles 0 0 0 0 0 2 7 8
Nonparametric identification in panels using quantiles 0 0 0 12 0 3 7 66
Nonparametric identification in panels using quantiles 0 0 0 23 0 4 8 47
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 1 3 8 31
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 17 33 57
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 1 4 7 10
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 1 7 12 79
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 3 5 7 10
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 1 6 7 87
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 1 2 115 1 10 31 678
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 3 11 23 703
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 0 116 1 7 21 295
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 2 8 11 63
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 2 4 5 83
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 1 3 6 8
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 1 6 13 13
Plausible GMM: A Quasi-Bayesian Approach 0 16 16 16 2 15 15 15
Plausible GMM: a quasi-bayesian approach 2 2 10 10 2 12 27 27
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 1 39 0 4 13 124
Policy Learning with Confidence 1 2 7 7 3 17 41 41
Policy learning with confidence 1 1 1 1 4 8 18 18
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 1 6 12 59
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 0 5 8 43
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 3 7 172
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 6 11 163
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 0 4 9 14
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 3 7 12
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 0 5 8 10
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 2 4 32
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 2 9 15 89
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 6 12 23
Program evaluation and causal inference with high-dimensional data 0 0 0 27 7 35 37 158
Program evaluation with high-dimensional data 0 0 0 75 0 0 6 206
Program evaluation with high-dimensional data 0 0 0 0 0 7 9 14
Program evaluation with high-dimensional data 0 0 0 16 0 3 7 128
Program evaluation with high-dimensional data 0 0 0 0 0 2 6 8
Program evaluation with high-dimensional data 0 0 0 0 1 10 15 21
Program evaluation with high-dimensional data 0 0 1 1 0 5 10 19
Program evaluation with high-dimensional data 0 0 0 5 1 4 7 86
Program evaluation with high-dimensional data 0 0 0 11 1 7 13 103
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 2 4 9 348
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 4 7 11 107
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 1 8 10 55
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 1 4 9 58
Quantile Models with Endogeneity 0 0 0 4 1 4 5 61
Quantile Regression under Misspecification 0 0 0 2 3 6 11 463
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 0 287 1 9 12 957
Quantile Regression with Censoring and Endogeneity 0 0 1 6 0 2 9 118
Quantile Regression with Censoring and Endogeneity 0 0 0 58 1 5 15 203
Quantile Regression with Censoring and Endogeneity 0 0 0 112 2 6 9 373
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 2 2 6 105
Quantile and Probability Curves Without Crossing 0 0 1 4 3 6 16 46
Quantile and Probability Curves without Crossing 0 0 0 18 1 10 18 159
Quantile and Probability Curves without Crossing 0 0 1 3 1 15 56 103
Quantile and average effects in nonseparable panel models 0 1 1 44 0 3 6 119
Quantile and probability curves without crossing 0 0 0 68 2 5 13 285
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 3 3 5 43
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 0 5 14 27
Quantile models with endogeneity 0 0 0 0 0 24 40 41
Quantile models with endogeneity 0 0 0 90 1 4 8 250
Quantile regression with censoring and endogeneity 0 0 0 40 1 3 9 148
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 1 11 15 34
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 0 2 5 136
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 1 3 7
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 3 6 7
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 1 4 9 24
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 0 4 7 338
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 1 4 9 69
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 0 34 3 4 8 53
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 8 11 113
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 3 5 8
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 2 12 27
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 5 12 36
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 3 4 94
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 6 12 71
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 1 6 10 12
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 1 11 16 51
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 1 10 21 21
Set identification with Tobin regressors 0 0 0 64 1 5 13 191
Shape-Enforcing Operators for Point and Interval Estimators 0 0 4 34 0 3 17 88
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 6 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 5 9 34
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 1 5 9 10
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 1 9 16 230
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 3 6 9 51
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 1 4 5 29
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 1 8 13 30
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 1 4 11 55
SortedEffects: Sorted Causal Effects in R 0 0 0 5 0 1 3 33
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 3 6 24 101
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 4 12 170
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 1 3 7 33
Subvector inference in PI models with many moment inequalities 0 0 0 20 0 1 4 21
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 1 6 12 34
Testing Many Moment Inequalities 0 0 0 0 0 7 9 9
Testing Many Moment Inequalities 0 0 0 13 0 3 4 83
Testing many moment inequalities 0 0 0 0 0 3 9 9
Testing many moment inequalities 0 0 0 2 2 5 11 14
Testing many moment inequalities 0 0 0 15 0 5 9 47
Testing many moment inequalities 0 0 0 35 1 24 54 143
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 1 5 21
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 5 8 35
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 2 190 1 9 33 418
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 1 8 15 79
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 2 3 4 83
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 0 3 9 16
Toward personalized inference on individual treatment effects 0 0 1 4 0 6 7 10
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 3 5 44
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 1 13 1 3 12 66
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 1 3 5 32
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 6 8 23
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 3 6 50
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 1 5 10 13
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 1 3 3 77
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 1 16 21 24
Uniform post selection inference for LAD regression models 0 0 0 31 0 3 3 99
Uniform post selection inference for LAD regression models 0 0 0 0 1 4 6 8
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 2 13 16 77
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 4 7 14 39
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 1 6 10 58
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 4 7 51
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 3 5 11 16
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 8 9 13
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 4 9 66
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 3 6 42
Vector Quantile Regression 0 0 0 3 0 5 7 58
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 6 9 12
Vector Quantile Regression: An Optimal Transport Approach 0 1 1 27 3 10 15 101
Vector quantile regression 0 0 0 9 0 1 2 46
Vector quantile regression 0 0 0 0 1 5 9 12
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 1 5 5 21
Vector quantile regression: an optimal transport approach 0 0 0 0 1 6 8 9
Vector quantile regression: an optimal transport approach 0 0 0 21 1 4 10 62
Welfare Analysis in Dynamic Models 0 0 4 21 1 2 13 50
hdm: High-Dimensional Metrics 0 0 2 4 3 16 25 34
hdm: High-Dimensional Metrics 0 0 2 9 0 4 11 46
hdm: High-Dimensional Metrics 0 0 0 2 0 2 9 38
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 1 6 9 62
Total Working Papers 41 118 476 11,265 485 2,552 5,645 39,596
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 3 20 27 34
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 16 19 76
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 1 1 7 34 6 19 44 115
An IV Model of Quantile Treatment Effects 1 2 5 458 2 8 29 1,340
An MCMC approach to classical estimation 0 1 2 540 1 22 49 1,195
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 7 44 3 12 33 146
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 1 9 20 213
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 1 2 27 0 8 29 145
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 1 9 12 72
Comment 0 0 0 0 0 6 8 13
Conditional quantile processes based on series or many regressors 0 0 1 39 2 6 10 117
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 881 0 10 17 2,155
Constrained Conditional Moment Restriction Models 0 0 0 4 1 3 25 51
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 2 3 6 11
Debiased machine learning of conditional average treatment effects and other causal functions 0 1 3 14 0 4 16 36
Debiased machine learning of global and local parameters using regularized Riesz representers 1 1 2 5 2 9 14 23
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 1 7 27 309
Double/debiased machine learning for treatment and structural parameters 1 10 38 143 51 131 304 704
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 1 1 3 1 7 8 37
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 0 7 323 2 8 21 734
Fast algorithms for the quantile regression process 0 0 2 7 2 13 23 48
Finite sample inference for quantile regression models 0 0 0 65 1 8 18 304
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 0 2 10 10 7 19 62 62
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 0 7 21 251
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 0 9 11 58
Hedonic prices and quality adjusted price indices powered by AI 0 1 2 2 8 19 36 36
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 2 53 2 12 53 327
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 10 16 75
Implementing intersection bounds in Stata 0 0 1 43 1 7 13 174
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 6 11 149
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 5 14 1,190
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 0 8 21 179
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 3 10 20 235
Inference on Causal and Structural Parameters using Many Moment Inequalities 1 1 2 13 1 6 19 96
Inference on Counterfactual Distributions 1 1 3 370 2 6 28 993
Inference on Treatment Effects after Selection among High-Dimensional Controls†3 3 4 93 7 30 56 372
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 0 2 0 9 12 18
Inference on sets in finance 0 0 0 4 1 5 8 42
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 527 4 13 37 1,130
Instrumental variable estimation of nonseparable models 0 0 1 174 0 5 44 399
Instrumental variable quantile regression: A robust inference approach 0 4 21 478 2 12 45 1,009
Intersection Bounds: Estimation and Inference 0 0 0 20 1 9 19 211
Introduction 0 0 0 33 0 5 7 143
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 1 5 9 303
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 1 6 12 123
Locally Robust Semiparametric Estimation 0 0 0 17 1 8 23 75
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 2 30 1 8 16 102
Network and panel quantile effects via distribution regression 0 0 0 4 0 5 9 19
Nonparametric identification in panels using quantiles 0 0 0 16 1 7 11 104
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 13 0 4 6 71
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 0 0 2 12 14 14
Optimal Targeted Lockdowns in a Multigroup SIR Model 1 2 4 39 2 11 27 216
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 1 3 3 1 5 11 11
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 1 54 3 13 23 189
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 39 0 4 12 241
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 4 8 38
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 0 5 14 154
Quantile Models with Endogeneity 0 0 1 50 2 16 22 231
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 1 1 401 0 12 31 1,271
Quantile and Probability Curves Without Crossing 1 1 1 83 2 8 19 326
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 1 3 3 3
Quantile regression with censoring and endogeneity 0 0 1 90 4 38 43 441
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 1 8 11 144
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” 1 1 4 4 2 2 21 21
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 7 23 49
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 0 7 10 84
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 1 1 91 1 8 16 332
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 2 12 33 571
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 0 4 9 139
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 1 16 251 6 14 50 650
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 91 4 6 12 394
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 1 3 20 0 12 25 117
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 5 8 13
The reduced form: A simple approach to inference with weak instruments 0 1 11 246 0 5 28 578
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 0 1 7 268
Uniform Inference on High-Dimensional Spatial Panel Networks 0 0 0 0 1 1 1 1
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 0 1 5 12
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 1 4 9 53
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 3 9 15 46
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 26 4 13 17 134
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 1 4 7 21
Vector quantile regression beyond the specified case 0 0 0 8 1 2 6 35
Total Journal Articles 13 41 192 7,171 171 849 1,938 22,621

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 4 16 348 1 10 51 1,809
CQIV: Stata module to perform censored quantile instrumental variables regression 0 1 7 1,828 3 21 108 7,814
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 1 1 11 206 3 19 91 1,421
Total Software Items 2 6 34 2,382 7 50 250 11,044

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