Access Statistics for Victor Chernozhukov

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A $t$-test for synthetic controls 0 0 7 83 2 5 32 264
A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 1 20 0 0 8 70
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." 1 1 1 4 2 2 3 56
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 1 2 43 1 2 3 59
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 1 37
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 2 4
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 2 3 15
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 5 8
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 2 6 47
Adversarial Estimation of Riesz Representers 0 0 4 31 0 5 13 62
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 3 7 1 2 7 14
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 62 0 0 3 177
An MCMC Approach to Classical Estimation 0 0 0 32 1 4 12 37
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 1 1 0 0 5 10
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 1 7 0 0 3 63
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 0 31
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 1 2 3
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 0 0 14
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 1 3
Applied Causal Inference Powered by ML and AI 8 10 53 53 20 31 85 85
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 21 22 0 0 22 23
Arellano-bond lasso estimator for dynamic linear panel models 0 0 1 1 2 4 13 13
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 0 17 1 3 10 32
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 4 72 1 2 17 137
Automatic Debiased Machine Learning via Riesz Regression 0 0 5 52 2 3 14 106
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 0 0 34
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 0 0 124
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 0 0 2 55
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 1 3 4
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 0 12 0 0 0 59
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 0 1 1 19
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 1 1 1 178
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 1 1 2 62
Censored Quantile Instrumental Variable Estimation with Stata 0 1 1 14 1 2 3 101
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 0 1 58
Central limit theorems and bootstrap in high dimensions 0 1 1 22 0 1 1 64
Central limit theorems and bootstrap in high dimensions 0 0 1 1 0 0 3 6
Central limit theorems and bootstrap in high dimensions 0 0 0 0 0 1 3 4
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 0 0 41
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 1 1 2 87
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 2 4 1 2 7 12
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 2 68 0 1 6 135
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 0 0 2 4
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 1 4 10
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 1 1 4 47
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 0 0 25
Conditional Quantile Processes based on Series or Many Regressors 0 0 1 7 0 1 4 84
Conditional quantile processes based on series or many regressors 0 0 0 15 1 1 2 50
Conditional quantile processes based on series or many regressors 0 0 1 49 0 0 2 113
Conditional quantile processes based on series or many regressors 0 0 2 4 0 0 4 8
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 0 0 1 34
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 1 3 7
Constrained conditional moment restriction models 0 0 0 25 0 0 1 88
Constrained conditional moment restriction models 0 0 0 1 0 0 0 2
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 0 1
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 1 1
Counterfactual analysis in R: a vignette 0 0 1 53 1 1 3 222
Counterfactual analysis in R: a vignette 0 0 0 0 0 0 2 13
Counterfactual: An R Package for Counterfactual Analysis 0 1 1 19 1 2 3 79
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 72 0 0 2 115
Demand Analysis with Many Prices 0 0 0 95 0 0 3 131
Demand analysis with many prices 0 0 0 7 0 1 4 47
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 2 4 60 0 3 13 129
Distribution regression with sample selection and UK wage decomposition 1 1 6 36 1 4 19 47
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 0 2 1 1 4 38
Distributional conformal prediction 0 0 1 2 1 1 3 8
Distributional conformal prediction 0 0 1 43 1 1 6 137
Double machine learning for treatment and causal parameters 0 2 5 117 1 8 24 526
Double machine learning for treatment and causal parameters 0 0 1 4 0 1 7 21
Double/Debiased Machine Learning for Treatment and Causal Parameters 23 76 358 1,049 65 213 881 2,693
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 7 118 12 38 93 405
Double/de-biased machine learning using regularized Riesz representers 0 1 2 32 1 2 4 75
Double/debiased machine learning for treatment and structural parameters 0 0 1 34 4 8 21 108
Double/debiased machine learning for treatment and structural parameters 0 1 3 3 2 6 13 18
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 3 18 1 3 12 70
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 1 4 60 0 2 8 104
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 1 15 19 0 5 29 36
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 0 0 0 1 1
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 0 0 1 24
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 25 25 0 0 14 14
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 1 2 74
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 1 1
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 0 69 1 2 4 70
Extremal Quantile Regression: An Overview 0 0 1 50 0 0 1 57
Extremal quantile regression 0 0 0 17 0 0 1 60
Extremal quantile regression: an overview 0 0 2 7 0 0 4 41
Extremal quantile regression: an overview 0 0 2 2 0 1 4 5
Fast Algorithms for the Quantile Regression Process 1 1 1 52 1 1 2 114
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 0 2 249
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 1 4 48 107
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 2 8 33 247 10 30 131 697
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 3 14 14 14 5 16 16 16
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 1 2 261
Gaussian approximation of suprema of empirical processes 0 0 1 6 1 1 4 48
Gaussian approximation of suprema of empirical processes 0 0 1 5 0 0 3 39
Gaussian approximation of suprema of empirical processes 0 0 0 31 0 0 1 66
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 1 3
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 2 3
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 2 5 7
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 1 1 1 2 7 12
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 1 3 97
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 2 9 0 1 12 69
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 1 1 60 0 1 2 103
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 1 1 8 0 2 4 21
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 0 1 1 46
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 3 96 0 0 12 303
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 1 2 3
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 1 1 51
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 1 1 39
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 1 2
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 2 1 3 23 32
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 2 6 63 0 4 12 118
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 0 1 16 1 2 6 14
Hedonic prices and quality adjusted price indices powered by AI 2 2 3 22 5 7 21 50
High Dimensional Sparse Econometric Models: An Introduction 0 0 0 13 0 1 6 53
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 2 2 111
High dimensional methods and inference on structural and treatment effects 0 0 1 1 0 2 5 9
High-Dimensional Econometrics and Regularized GMM 0 0 5 58 4 6 19 164
High-Dimensional Metrics in R 0 0 0 28 0 0 2 37
High-dimensional Data Bootstrap 0 1 1 37 0 1 2 23
High-dimensional econometrics and regularized GMM 0 0 0 13 0 1 10 83
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 1 4 6
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 1 71 1 2 6 190
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 0 9 10 0 0 8 10
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 0 0 149
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 1 2 4 388
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 0 2 4 71
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 2 5 175
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 106 0 0 2 323
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 31 0 0 3 117
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 0 7
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 0 0 1
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 0 1 53
Implementing intersection bounds in Stata 0 0 0 0 0 0 0 2
Implementing intersection bounds in Stata 0 0 0 7 0 0 0 64
Implementing intersection bounds in Stata 0 0 0 0 1 1 2 5
Implementing intersection bounds in Stata 0 0 0 24 0 0 0 113
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 0 1 8 93
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 0 0 16
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 1 1 1 19
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 0 1 227
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 0 0 314
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 0 2
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 1 3
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 0 0 0 46
Inference for High-Dimensional Sparse Econometric Models 0 0 2 12 1 3 11 77
Inference for Low-Rank Models 0 1 5 46 0 1 10 64
Inference for best linear approximations to set identified functions 0 0 0 20 0 0 0 108
Inference for best linear approximations to set identified functions 0 0 0 0 0 0 0 2
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 0 2 3 88
Inference for heterogeneous effects using low-rank estimations 0 0 1 17 1 3 8 50
Inference for high-dimensional sparse econometric models 0 0 0 56 0 1 4 187
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 2 6 46
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 2 3
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 0 2 86
Inference on Counterfactual Distributions 1 1 3 23 1 2 7 143
Inference on Sets in Finance 0 0 0 13 0 1 3 39
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 1 5 9 1 6 16 72
Inference on average treatment effects in aggregate panel data settings 0 1 2 40 0 1 4 162
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 2 2 2 25
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 0 2 44
Inference on counterfactual distributions 0 0 0 0 1 1 1 3
Inference on counterfactual distributions 0 0 0 1 0 2 2 3
Inference on counterfactual distributions 0 0 0 434 0 0 1 937
Inference on counterfactual distributions 0 0 0 113 0 1 4 351
Inference on counterfactual distributions 0 0 0 0 0 0 0 1
Inference on counterfactual distributions 0 0 0 893 0 0 3 1,919
Inference on sets in finance 0 0 0 70 0 0 3 168
Inference on sets in finance 0 0 0 0 0 0 0 2
Inference on sets in finance 0 0 0 3 0 0 0 51
Inference on sets in finance 0 0 0 0 0 0 0 1
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 1 0 0 3 8
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 0 1 101
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 2 3
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 46 1 3 9 137
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 1 1 1 14
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 1 1 1 3
Instrumental Variable Quantile Regression 0 1 3 56 1 5 10 64
Intersection Bounds: estimation and inference 0 0 1 1 0 0 2 5
Intersection Bounds: estimation and inference 0 0 1 88 0 0 3 328
Intersection bounds: estimation and inference 0 0 0 0 0 0 1 3
Intersection bounds: estimation and inference 0 0 0 36 1 1 3 126
Intersection bounds: estimation and inference 0 0 0 0 0 1 1 3
Intersection bounds: estimation and inference 0 0 0 17 0 0 1 96
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 2 34 0 0 4 121
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 0 1 270
LASSO Methods for Gaussian Instrumental Variables Models 0 0 0 10 1 1 1 48
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 0 23
LASSO-Driven Inference in Time and Space 0 0 0 4 0 1 2 20
LASSO-Driven Inference in Time and Space 0 0 1 37 0 1 4 97
LASSO-Driven Inference in Time and Space 2 2 2 39 2 2 4 83
LASSO-driven inference in time and space 0 0 0 5 0 1 1 34
Learning and Disagreement in an Uncertain World 0 0 1 120 2 2 9 520
Learning and Disagreement in an Uncertain World 0 0 0 102 0 1 5 386
Local Identification of Nonparametric and Semiparametric Models 0 1 1 13 0 2 4 136
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 1 2 173
Local identification of nonparametric and semiparametric models 0 0 0 0 0 1 2 3
Local identification of nonparametric and semiparametric models 0 0 0 0 0 1 2 3
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 13 136
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 0 80
Locally Robust Semiparametric Estimation 0 0 3 26 0 1 6 187
Locally robust semiparametric estimation 0 0 0 0 0 1 2 5
Locally robust semiparametric estimation 0 0 0 32 1 3 4 167
Locally robust semiparametric estimation 0 1 1 18 0 3 6 93
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 2 10 187 1 5 29 124
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 3 32 1 3 14 157
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 125 0 0 3 72
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 0 0 39
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 12 0 1 4 26
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 0 105
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 0 0 52
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 0 0 41
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 1 1 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 1 2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 1 1 1 4
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 2 4
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 1 3
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 0 0 76
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 0 0 52
Network and Panel Quantile Effects Via Distribution Regression 0 0 1 5 0 0 1 12
Network and Panel Quantile Effects Via Distribution Regression 0 0 1 50 0 1 4 98
Network and panel quantile effects via distribution regression 0 0 0 11 0 1 2 30
Network and panel quantile effects via distribution regression 0 0 1 2 1 1 3 23
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 0 0 12
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 0 0 169
Nonparametric identification in panels using quantiles 0 0 0 12 1 1 1 59
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 0 1
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 0 1
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 1 39
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 0 0 23
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 1 1 2 3
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 0 0 24
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 1 1 2 67
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 0 1 3
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 2 2 4 80
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 3 113 0 5 24 645
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 0 1 7 677
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 0 1 4 52
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 1 1 2 78
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 0 1 2
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 38 0 1 3 111
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 3 17 0 1 4 47
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 1 4 0 2 4 35
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 0 1 165
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 1 9 151
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 2 3 5
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 0 0 5
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 0 1 27
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 1 1 1 2
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 12 0 2 7 72
Program evaluation and causal inference with high-dimensional data 0 0 0 1 1 2 5 11
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 0 1 120
Program evaluation with high-dimensional data 0 0 0 0 1 1 4 6
Program evaluation with high-dimensional data 0 0 0 0 0 0 1 1
Program evaluation with high-dimensional data 0 0 0 16 0 0 1 120
Program evaluation with high-dimensional data 0 0 0 5 0 0 1 78
Program evaluation with high-dimensional data 0 0 0 0 0 1 2 9
Program evaluation with high-dimensional data 0 0 0 0 1 1 3 5
Program evaluation with high-dimensional data 0 0 0 75 0 0 0 200
Program evaluation with high-dimensional data 0 0 0 11 0 1 2 89
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 1 1 2 339
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 1 1 2 44
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 2 49 1 1 6 96
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 0 2 3 49
Quantile Models with Endogeneity 0 0 1 4 0 0 2 56
Quantile Regression under Misspecification 0 0 0 2 0 1 6 452
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 3 287 1 1 10 945
Quantile Regression with Censoring and Endogeneity 0 0 3 58 0 0 4 188
Quantile Regression with Censoring and Endogeneity 0 1 1 112 0 2 2 364
Quantile Regression with Censoring and Endogeneity 0 1 1 5 0 1 1 108
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 0 0 99
Quantile and Probability Curves Without Crossing 0 0 0 3 0 0 1 29
Quantile and Probability Curves without Crossing 0 0 0 18 0 3 5 141
Quantile and Probability Curves without Crossing 0 0 0 2 0 0 0 47
Quantile and average effects in nonseparable panel models 0 0 0 43 0 0 1 113
Quantile and probability curves without crossing 0 0 0 68 0 1 2 272
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 2 2 2 37
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 0 1 4 13
Quantile models with endogeneity 0 0 1 90 0 1 2 242
Quantile models with endogeneity 0 0 0 0 0 0 0 1
Quantile regression with censoring and endogeneity 0 0 0 40 0 0 3 138
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 0 0 2 130
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 2 3 1 2 10 19
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 0 0 15
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 1 4
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 0 1
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 0 0 0 331
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 2 37 0 1 3 60
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 1 34 1 2 4 44
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 0 0 102
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 0 1 3
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 1 2 2 15
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 0 24
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 0 0 90
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 0 59
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 1 1 2
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 0 35
Set identification with Tobin regressors 0 0 1 64 0 0 1 178
Shape-Enforcing Operators for Point and Interval Estimators 0 0 0 30 0 1 3 70
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 0 23
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 2 2 3 25
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 0 0 0 0 1
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 0 93 2 5 8 214
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 0 24
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 2 3 42
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 1 1 17
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 1 9 0 0 3 44
SortedEffects: Sorted Causal Effects in R 0 0 0 5 0 1 1 29
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 18 0 0 8 77
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 0 4 158
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 1 1 26
Subvector inference in PI models with many moment inequalities 0 0 0 20 1 2 4 16
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 2 0 0 4 22
Testing Many Moment Inequalities 0 0 0 0 0 0 0 0
Testing Many Moment Inequalities 1 1 1 13 1 1 2 79
Testing many moment inequalities 0 0 0 15 0 0 0 38
Testing many moment inequalities 0 0 1 35 0 0 2 89
Testing many moment inequalities 0 0 0 0 0 0 0 0
Testing many moment inequalities 1 1 1 2 1 1 2 3
The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis 0 0 0 3 0 0 0 16
The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis 0 0 0 4 0 0 0 27
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 1 19 188 0 8 47 384
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 1 15 1 1 9 63
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 2 2 79
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 0 0 0 3 7
Toward personalized inference on individual treatment effects 0 0 3 3 0 0 3 3
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 0 0 39
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 12 1 1 3 54
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 0 0 0 27
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 0 0 15
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 0 0 44
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 0 0 2 3
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 0 0 0 74
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 0 0 1 3
Uniform post selection inference for LAD regression models 0 0 0 31 0 0 1 96
Uniform post selection inference for LAD regression models 0 0 0 0 0 0 0 2
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 1 3 13 0 2 6 61
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 0 0 2 25
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 1 22 0 1 2 48
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 2 4 5
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 44
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 1 2 3
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 1 2 57
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 1 1 36
Vector Quantile Regression 0 0 0 3 2 3 5 51
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 0 1 3
Vector Quantile Regression: An Optimal Transport Approach 0 0 1 25 0 0 2 85
Vector quantile regression 0 0 0 9 0 0 0 44
Vector quantile regression 0 0 0 0 1 1 2 3
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 0 0 1 16
Vector quantile regression: an optimal transport approach 0 0 0 21 0 0 0 52
Vector quantile regression: an optimal transport approach 0 0 0 0 0 0 0 1
Welfare Analysis in Dynamic Models 0 0 0 17 1 4 6 37
hdm: High-Dimensional Metrics 0 0 0 7 0 0 0 35
hdm: High-Dimensional Metrics 0 0 0 2 0 0 0 29
hdm: High-Dimensional Metrics 1 1 2 2 2 2 6 9
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 1 4 4 53
Total Working Papers 47 153 760 10,614 235 683 2,563 33,444
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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 1 1 5 6
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 0 1 56
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 2 10 27 1 6 30 70
An IV Model of Quantile Treatment Effects 0 1 6 453 0 3 13 1,311
An MCMC approach to classical estimation 1 3 13 538 2 7 29 1,145
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 9 37 0 5 28 113
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 38 0 3 6 193
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 1 1 3 25 2 3 12 116
Censored quantile instrumental-variable estimation with Stata 0 1 2 12 0 1 4 60
Comment 0 0 0 0 0 0 0 5
Conditional quantile processes based on series or many regressors 0 0 4 38 0 1 11 106
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 880 0 0 3 2,137
Constrained Conditional Moment Restriction Models 0 1 1 4 1 2 10 26
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 1 5
Debiased machine learning of conditional average treatment effects and other causal functions 0 0 2 11 0 1 4 20
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 0 3 0 0 2 8
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 2 72 1 7 15 281
Double/debiased machine learning for treatment and structural parameters 3 6 21 102 10 25 99 389
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 2 0 0 3 29
Estimation and Confidence Regions for Parameter Sets in Econometric Models 2 2 4 314 2 5 12 711
Fast algorithms for the quantile regression process 0 1 1 5 1 5 8 25
Finite sample inference for quantile regression models 0 0 2 65 0 1 7 286
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 2 4 6 229
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 1 1 1 10 1 3 6 47
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 6 51 4 7 28 274
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 0 2 59
Implementing intersection bounds in Stata 0 3 4 42 1 4 7 161
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 3 4 138
Inference approaches for instrumental variable quantile regression 0 0 2 462 1 1 14 1,176
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 1 1 36 0 4 10 158
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 2 6 60 2 7 29 214
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 1 10 0 2 5 76
Inference on Counterfactual Distributions 1 1 2 367 1 3 15 965
Inference on Treatment Effects after Selection among High-Dimensional Controls†1 3 7 89 3 9 25 315
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 1 2 0 0 3 6
Inference on sets in finance 0 0 0 4 0 0 0 34
Instrumental quantile regression inference for structural and treatment effect models 1 1 12 522 2 7 34 1,093
Instrumental variable estimation of nonseparable models 0 0 0 173 0 0 1 355
Instrumental variable quantile regression: A robust inference approach 3 5 31 457 6 10 55 962
Intersection Bounds: Estimation and Inference 0 0 0 20 0 1 3 192
Introduction 0 0 0 33 0 0 1 136
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 0 0 1 294
Local Identification of Nonparametric and Semiparametric Models 0 0 0 18 0 0 1 111
Locally Robust Semiparametric Estimation 0 1 4 17 2 3 16 50
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 1 28 1 1 7 86
Network and panel quantile effects via distribution regression 1 2 4 4 1 4 9 9
Nonparametric identification in panels using quantiles 0 0 1 16 0 0 1 93
Nonseparable multinomial choice models in cross-section and panel data 1 1 2 13 3 3 5 65
Optimal Targeted Lockdowns in a Multigroup SIR Model 2 3 5 35 3 8 28 187
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 2 53 0 0 11 166
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 2 38 1 3 11 228
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 0 1 30
Program Evaluation and Causal Inference With High‐Dimensional Data 1 1 2 33 3 3 8 139
Quantile Models with Endogeneity 0 0 1 49 1 3 6 209
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 1 3 400 2 3 8 1,239
Quantile and Probability Curves Without Crossing 0 0 0 82 0 2 3 307
Quantile regression with censoring and endogeneity 1 2 6 89 1 6 15 397
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 0 0 1 133
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 1 2 2 26
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 0 0 0 73
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 1 7 89 3 5 29 314
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 4 113 0 2 20 538
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 1 22 0 1 4 130
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 4 22 235 2 12 51 600
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 1 7 90 1 3 20 380
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 1 1 17 1 3 5 92
The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis 0 0 0 0 0 0 0 5
The reduced form: A simple approach to inference with weak instruments 0 0 8 235 1 1 15 549
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 1 1 2 261
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 2 0 0 5 7
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 0 0 4 44
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 4 1 1 2 30
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 1 5 26 0 2 14 117
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 2 0 0 2 13
Vector quantile regression beyond the specified case 0 0 0 8 1 1 2 29
Total Journal Articles 22 56 245 6,971 74 214 860 20,639


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 3 15 332 2 14 59 1,754
CQIV: Stata module to perform censored quantile instrumental variables regression 6 12 33 1,814 9 37 187 7,689
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 2 8 31 194 8 33 133 1,323
Total Software Items 8 23 79 2,340 19 84 379 10,766


Statistics updated 2025-03-03