Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 0 1 35 107
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 0 0 13 71
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 1 1 45 0 1 13 75
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 10 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 1 4 12
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 7 0 1 8 55
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 1 12 49
Adventures in Demand Analysis Using AI 0 0 2 9 0 3 27 53
Adversarial Estimation of Riesz Representers 0 0 1 33 2 5 34 100
Agentic Economic Modeling 1 2 37 37 3 8 92 92
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 63 0 3 37 219
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 8 0 0 12 28
An Introduction to Double/Debiased Machine Learning 0 2 11 47 7 19 96 126
An MCMC Approach to Classical Estimation 0 0 0 32 1 2 20 60
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 2 2 11 24
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 0 2 23 86
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 1 9 23
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 1 16 47
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 0 0 1 11 14
Applied Causal Inference Powered by ML and AI 0 3 30 106 4 13 152 318
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 0 23 0 0 19 49
Arellano-bond lasso estimator for dynamic linear panel models 0 0 0 2 0 19 57 76
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 3 20 1 5 20 56
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 0 2 28 167
Automatic Debiased Machine Learning via Riesz Regression 0 0 0 58 1 5 32 147
Automatic Doubly Robust Forests 0 0 0 7 0 3 9 17
Automatic debiased machine learning and sensitivity analysis for sample selection models 0 0 4 4 0 3 20 20
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 1 13 47
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 2 3 11 137
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 1 3 23 78
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 2 8 13
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 0 2 17 17
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 0 1 17 17
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 0 0 10 30
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 14 0 1 15 117
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 0 7 70
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 0 1 15 19
Central limit theorems and bootstrap in high dimensions 0 0 1 2 1 2 19 26
Central limit theorems and bootstrap in high dimensions 0 0 0 22 0 4 14 78
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 6 0 1 10 23
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 0 0 10 97
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 69 0 0 7 143
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 0 0 1 7 0 0 21 50
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 1 13 60
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 1 9 34
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 0 0 20 24
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 1 3 7 18
Conditional Influence Functions 0 1 1 9 1 6 24 32
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 0 1 20 104
Conditional Rank-Rank Regression 0 0 1 2 0 0 17 23
Conditional Rank-Rank Regression 0 0 1 7 0 0 24 41
Conditional quantile processes based on series or many regressors 0 0 0 49 0 2 43 157
Conditional quantile processes based on series or many regressors 0 0 0 4 1 3 13 21
Conditional quantile processes based on series or many regressors 0 0 0 15 1 2 9 60
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 1 1 10 45
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 0 8 15
Constrained conditional moment restriction models 0 0 0 1 0 1 52 55
Constrained conditional moment restriction models 0 0 0 25 0 2 19 111
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 0 4 5
Counterfactual analysis in R: a vignette 0 0 0 0 0 1 15 28
Counterfactual analysis in R: a vignette 0 0 0 53 0 1 14 237
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 0 0 8 89
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 0 2 20 140
Debiasing and $t$-tests for synthetic control inference on average causal effects 3 15 37 125 8 31 98 376
Demand Analysis with Many Prices 0 1 4 99 0 2 21 153
Demand analysis with many prices 0 0 0 8 0 2 15 65
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 0 2 63 0 2 12 146
Distribution regression with sample selection and UK wage decomposition 0 1 6 44 1 3 38 93
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 4 0 1 16 57
Distributional conformal prediction 0 0 0 44 0 1 20 158
Distributional conformal prediction 0 0 4 6 0 1 29 39
Double machine learning for treatment and causal parameters 0 1 3 8 1 8 63 92
Double machine learning for treatment and causal parameters 0 1 1 119 0 5 22 553
Double/Debiased Machine Learning for Treatment and Causal Parameters 5 15 84 1,151 38 103 384 3,150
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 125 4 19 68 498
Double/de-biased machine learning using regularized Riesz representers 1 1 2 34 1 2 17 94
Double/debiased machine learning for treatment and structural parameters 1 2 4 9 1 8 59 83
Double/debiased machine learning for treatment and structural parameters 0 2 6 44 0 9 49 173
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 0 4 30 103
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 0 3 21 126
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 1 4 24 3 7 28 75
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 0 2 19 43
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 1 1 2 0 1 5 7
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 1 1 27 0 3 8 25
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 1 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 0 3 19 92
Extremal Quantile Regression: An Overview 0 0 0 51 0 1 23 82
Extremal quantile regression 0 0 0 17 0 1 28 91
Extremal quantile regression: an overview 0 0 0 7 0 0 18 61
Extremal quantile regression: an overview 0 0 0 2 0 1 12 17
Fast Algorithms for the Quantile Regression Process 0 0 0 52 0 2 7 122
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 3 9 259
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 0 26 142
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 2 3 254 1 7 85 819
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 3 6 25 2 6 21 48
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 0 0 1 4 11
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 6 0 0 13 61
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 11 14
Gaussian approximation of suprema of empirical processes 0 0 0 5 0 3 15 54
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 1 11 0 4 22 95
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 1 5 14 26
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 4 14 111
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 8 0 0 9 58
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 0 0 16 120
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 3 99 1 3 30 338
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 0 4 43
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 0 11 62
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 2 9 13
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 7 10
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 3 0 2 25 63
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 3 7 31 156
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 0 2 21 1 1 14 34
Hedonic prices and quality adjusted price indices powered by AI 0 0 1 26 0 7 26 91
High Dimensional Sparse Econometric Models: An Introduction 0 0 1 15 0 3 15 70
High dimensional methods and inference on structural and treatment effects 0 0 0 1 0 1 50 60
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 2 33 146
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 0 1 23 198
High-Dimensional Metrics in R 0 0 1 29 0 2 13 51
High-dimensional Data Bootstrap 0 0 0 39 0 3 22 48
High-dimensional econometrics and regularized GMM 0 0 2 15 0 0 24 109
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 0 0 13 23
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 0 3 12 202
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 1 2 14 1 2 21 38
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 11 399
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 0 1 14 87
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 12 190
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 1 13 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 1 1 8 333
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 1 7 14
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 1 2 9 10
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 1 6 59
Implementing intersection bounds in Stata 0 0 0 0 0 1 13 18
Implementing intersection bounds in Stata 0 0 0 24 1 3 16 130
Implementing intersection bounds in Stata 0 0 1 1 0 0 8 10
Implementing intersection bounds in Stata 0 0 0 7 0 1 12 76
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 0 0 14 108
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 0 11 28
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 0 0 14 34
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 1 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 0 0 22 25
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 5 7
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 0 1 14 61
Inference for High-Dimensional Sparse Econometric Models 0 0 2 15 0 2 20 102
Inference for Low-Rank Models 0 0 2 49 0 1 14 81
Inference for best linear approximations to set identified functions 0 0 0 20 0 2 11 120
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 0 1 10 99
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 0 1 17 70
Inference for high-dimensional sparse econometric models 0 0 1 57 0 0 9 196
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 1 14 61
Inference in high dimensional panel models with an application to gun control 0 1 1 26 0 2 11 98
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 1 13 19
Inference on Counterfactual Distributions 0 0 2 25 0 0 29 175
Inference on Sets in Finance 0 0 0 13 0 1 5 45
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 1 13 0 2 32 117
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 0 2 14 63
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 0 12 37
Inference on counterfactual distributions 0 0 0 0 0 1 13 14
Inference on counterfactual distributions 0 0 0 0 0 1 12 15
Inference on counterfactual distributions 0 1 1 2 0 4 25 29
Inference on counterfactual distributions 0 0 0 434 0 1 20 957
Inference on counterfactual distributions 0 0 0 113 0 0 9 360
Inference on counterfactual distributions 0 0 0 893 0 0 13 1,934
Inference on sets in finance 0 0 0 0 0 0 8 11
Inference on sets in finance 0 0 0 70 1 2 7 176
Inference on sets in finance 0 0 0 3 0 1 13 64
Inference on sets in finance 0 0 0 0 0 0 7 8
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 4 0 0 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 2 2 44 47
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 47 0 1 14 152
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 1 4 20 121
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 0 0 6 21
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 0 11 14
Instrumental Variable Quantile Regression 0 0 1 57 0 0 20 85
Intersection Bounds: estimation and inference 0 0 0 88 0 1 21 350
Intersection Bounds: estimation and inference 0 0 0 1 0 2 18 24
Intersection bounds: estimation and inference 0 0 0 0 1 2 16 20
Intersection bounds: estimation and inference 0 0 0 0 0 1 15 18
Intersection bounds: estimation and inference 0 0 0 17 0 0 22 120
Intersection bounds: estimation and inference 0 0 0 36 0 2 17 144
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 0 1 17 140
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 2 11 282
LASSO Methods for Gaussian Instrumental Variables Models 0 0 3 14 0 5 24 74
LASSO-Driven Inference in Time and Space 0 0 0 4 0 2 9 29
LASSO-Driven Inference in Time and Space 0 1 1 38 2 5 14 111
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 7 30
LASSO-Driven Inference in Time and Space 0 0 1 41 0 1 11 96
LASSO-driven inference in time and space 0 0 0 5 0 2 5 39
Learning and Disagreement in an Uncertain World 0 2 3 105 1 5 23 412
Learning and Disagreement in an Uncertain World 0 0 0 120 0 5 23 546
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 2 20 193
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 2 15 151
Local identification of nonparametric and semiparametric models 0 0 0 0 0 1 7 10
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 9 12
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 31 0 1 9 146
Locally Robust Semiparametric Estimation 0 0 0 27 0 0 25 213
Locally robust semiparametric estimation 0 0 0 18 0 1 13 106
Locally robust semiparametric estimation 0 0 0 0 0 2 20 26
Locally robust semiparametric estimation 0 0 0 32 1 2 6 173
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 194 0 2 29 164
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 35 0 5 36 199
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 127 0 0 9 85
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 4 7 47
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 2 6 16 44
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 2 0 0 9 51
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 4 0 1 9 62
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 6 1 1 9 85
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 1 6 60
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 10 15
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 12 16
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 0 2 12 24
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 0 4 15 113
Network and panel quantile effects via distribution regression 0 0 0 2 0 0 8 31
Network and panel quantile effects via distribution regression 0 0 0 11 0 0 11 41
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 0 9 22
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 0 15 184
Nonparametric identification in panels using quantiles 0 0 0 12 1 2 11 70
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 8 48
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 9 10
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 10 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 2 11 14
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 1 1 37 61
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 0 1 12 80
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 2 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 0 0 2 115 0 1 32 683
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 0 3 26 707
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 0 116 0 0 16 297
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 16 16 0 1 19 19
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 0 6 22 22
Plausible GMM: a quasi-bayesian approach 0 1 4 11 2 3 25 31
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 39 0 1 12 126
Policy Learning with Confidence 0 0 5 8 2 3 44 53
Policy learning with confidence 0 0 1 1 0 0 20 20
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 0 0 8 44
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 1 2 11 176
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 0 12 164
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 0 1 11 17
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 1 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 0 0 9 11
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 0 1 17 92
Program evaluation and causal inference with high-dimensional data 1 1 1 2 1 2 13 25
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 1 40 161
Program evaluation with high-dimensional data 0 0 0 0 0 1 10 15
Program evaluation with high-dimensional data 0 0 0 75 1 1 7 208
Program evaluation with high-dimensional data 0 0 0 16 0 1 9 130
Program evaluation with high-dimensional data 0 0 0 0 0 2 12 14
Program evaluation with high-dimensional data 0 0 0 11 0 0 13 104
Program evaluation with high-dimensional data 0 0 0 0 0 1 16 23
Program evaluation with high-dimensional data 0 0 0 1 1 1 14 24
Program evaluation with high-dimensional data 0 0 0 5 0 2 11 90
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 1 5 13 353
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 0 1 15 112
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 0 0 7 63
Quantile Regression under Misspecification 0 0 0 2 0 0 10 465
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 6 0 1 10 121
Quantile Regression with Censoring and Endogeneity 0 0 0 58 0 1 14 205
Quantile Regression with Censoring and Endogeneity 0 0 0 112 0 1 12 376
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 1 9 108
Quantile and Probability Curves Without Crossing 0 0 1 4 1 5 20 51
Quantile and Probability Curves without Crossing 0 0 0 3 1 2 56 105
Quantile and Probability Curves without Crossing 0 0 0 18 1 4 22 163
Quantile and average effects in nonseparable panel models 0 0 1 44 0 1 7 120
Quantile and probability curves without crossing 0 0 0 68 0 1 14 286
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 0 2 10 48
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 2 2 17 30
Quantile models with endogeneity 0 0 0 0 0 1 42 43
Quantile models with endogeneity 0 0 0 90 0 3 15 257
Quantile regression with censoring and endogeneity 0 0 0 40 0 1 12 152
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 0 1 12 143
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 0 11 27
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 1 6 9
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 4 8
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 0 0 17 77
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 1 1 35 4 7 16 65
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 1 12 114
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 2 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 0 0 12 36
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 20 0 2 7 97
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 1 2 12 14
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 16 51
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 0 1 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 0 1 17 90
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 1 1 0 0 9 11
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 0 11 36
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 0 0 17 232
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 2 13 55
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 1 10 34
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 0 15 33
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 1 2 11 58
SortedEffects: Sorted Causal Effects in R 0 0 0 5 0 0 6 36
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 20 0 3 26 107
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 0 12 172
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 1 4 22
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 1 1 3 0 1 16 39
Testing Many Moment Inequalities 0 0 0 13 0 1 5 84
Testing Many Moment Inequalities 0 0 0 0 0 0 11 11
Testing many moment inequalities 0 0 0 15 0 1 11 49
Testing many moment inequalities 0 0 0 35 0 0 55 144
Testing many moment inequalities 1 1 1 1 1 1 11 12
Testing many moment inequalities 0 0 0 2 0 0 10 14
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 7 23
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 1 1 9 37
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 190 0 4 34 424
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 0 1 17 82
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 1 2 6 85
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 0 0 9 48
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 13 1 3 12 69
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 1 1 8 36
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 1 8 24
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 0 6 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 0 1 6 80
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 0 0 25 28
Uniform post selection inference for LAD regression models 0 0 0 31 0 0 4 100
Uniform post selection inference for LAD regression models 0 0 0 0 0 2 9 11
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 0 0 17 78
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 0 17 42
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 1 2 14 62
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 1 1 11 56
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 1 1 16 22
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 1 1 10 68
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 0 11 15
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 0 0 11 62
Vector Quantile Regression: An Optimal Transport Approach 0 0 1 27 0 2 17 106
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 1 2 11 14
Vector quantile regression 0 0 0 0 0 0 8 12
Vector quantile regression 0 0 0 9 0 1 3 47
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 0 1 12 28
Vector quantile regression: an optimal transport approach 0 0 0 0 0 3 14 15
Vector quantile regression: an optimal transport approach 0 0 0 21 0 1 14 66
Welfare Analysis in Dynamic Models 0 0 0 21 0 0 8 51
hdm: High-Dimensional Metrics 0 0 0 2 0 1 11 40
hdm: High-Dimensional Metrics 0 0 2 4 0 1 23 35
hdm: High-Dimensional Metrics 0 0 2 9 0 0 11 47
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 0 0 13 66
Total Working Papers 14 70 410 11,362 150 720 6,632 41,243
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 1 1 1 0 2 30 37
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 2 2 22 80
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 4 35 3 7 48 127
An IV Model of Quantile Treatment Effects 0 0 5 458 1 3 29 1,348
An MCMC approach to classical estimation 0 0 2 540 0 3 53 1,205
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 4 44 1 6 36 155
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 1 2 20 215
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 1 2 28 1 6 30 154
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 0 1 13 73
Comment 0 0 0 0 0 0 9 14
Conditional quantile processes based on series or many regressors 0 0 0 39 3 6 16 125
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 881 1 4 22 2,160
Constrained Conditional Moment Restriction Models 0 0 0 4 4 5 30 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 13 24 6 21 39 63
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 1 5 0 2 17 27
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 2 3 78 2 6 30 318
Double/debiased machine learning for treatment and structural parameters 1 7 36 155 27 104 384 843
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 3 0 1 11 40
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 0 6 323 2 5 33 749
Fast algorithms for the quantile regression process 0 0 1 7 2 2 26 53
Finite sample inference for quantile regression models 0 1 1 66 1 2 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 12 12 3 12 82 82
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 0 0 19 252
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 0 1 14 61
Hedonic prices and quality adjusted price indices powered by AI 0 3 6 6 2 12 56 56
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 2 54 6 11 52 339
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 2 16 78
Implementing intersection bounds in Stata 0 0 0 43 2 4 18 180
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 1 1 12 150
Inference approaches for instrumental variable quantile regression 1 1 1 463 1 2 15 1,193
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 2 2 20 184
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 1 62 2 2 18 238
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 1 13 0 1 13 98
Inference on Counterfactual Distributions 0 1 3 371 0 1 26 998
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 1 4 94 4 13 61 386
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 2 2 4 3 8 29 35
Inference on sets in finance 0 0 0 4 0 2 11 45
Instrumental quantile regression inference for structural and treatment effect models 1 3 7 530 4 12 44 1,143
Instrumental variable estimation of nonseparable models 0 1 2 175 2 4 50 405
Instrumental variable quantile regression: A robust inference approach 0 0 14 478 0 2 32 1,011
Intersection Bounds: Estimation and Inference 0 0 0 20 3 3 26 221
Introduction 0 0 0 33 2 2 9 145
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 0 2 13 307
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 1 13 125
Locally Robust Semiparametric Estimation 1 1 1 18 41 81 106 161
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 30 0 0 11 103
Network and panel quantile effects via distribution regression 0 0 0 4 2 4 15 27
Nonparametric identification in panels using quantiles 0 0 0 16 1 2 14 108
Nonseparable multinomial choice models in cross-section and panel data 0 1 1 14 0 1 11 76
Optimal Targeted Lockdowns in a Multigroup SIR Model 0 0 6 41 1 2 30 221
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 2 3 56 2 6 32 200
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 2 40 0 4 14 245
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 1 11 41
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 0 34 1 1 14 158
Quantile Models with Endogeneity 0 0 0 50 0 1 23 233
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 2 4 404 1 5 37 1,280
Quantile and Probability Curves Without Crossing 0 0 1 83 3 4 25 332
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 0 1 8 8
Quantile regression with censoring and endogeneity 0 0 1 90 0 4 50 449
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 3 4 16 150
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 4 4 0 1 22 22
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 1 2 23 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 1 2 19 336
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 0 0 30 574
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 1 2 13 143
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 0 11 251 2 3 47 659
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 91 0 1 12 396
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 3 20 0 0 24 118
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 0 0 2 247 2 5 24 588
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 0 1 7 269
Uniform Inference on High-Dimensional Spatial Panel Networks 0 0 1 1 0 0 3 3
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 0 2 8 15
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 1 2 10 55
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 1 2 18 50
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 27 4 5 24 143
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 1 9 24
Vector quantile regression beyond the specified case 0 0 0 8 0 1 8 38
Total Journal Articles 7 40 184 7,229 162 444 2,331 23,293
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 0 0 10 348 0 0 31 1,811
CQIV: Stata module to perform censored quantile instrumental variables regression 1 4 7 1,832 4 11 83 7,830
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 0 0 4 206 2 13 78 1,443
Total Software Items 1 4 21 2,386 6 24 192 11,084

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