Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 0 4 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 2 7 0 4 14 71
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 1 1 45 0 4 14 75
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 2 12 49
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 4 10 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 1 1 0 2 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 3 11
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 2 8 55
Adventures in Demand Analysis Using AI 0 0 2 9 1 5 28 53
Adversarial Estimation of Riesz Representers 0 0 1 33 1 8 32 98
Agentic Economic Modeling 1 1 36 36 3 11 89 89
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 8 0 5 13 28
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 1 63 1 8 39 219
An Introduction to Double/Debiased Machine Learning 1 4 11 47 5 35 95 119
An MCMC Approach to Classical Estimation 0 0 0 32 0 3 21 59
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 1 7 23 86
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 0 1 9 22
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 1 1 9 23
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 2 5 8
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 1 2 16 47
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 5 11 14
Applied Causal Inference Powered by ML and AI 1 6 37 106 5 24 169 314
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 0 23 0 1 20 49
Arellano-bond lasso estimator for dynamic linear panel models 0 0 0 2 1 27 58 76
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 3 20 4 6 20 55
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 2 5 28 167
Automatic Debiased Machine Learning via Riesz Regression 0 0 2 58 3 4 33 146
Automatic Doubly Robust Forests 0 0 0 7 2 4 10 17
Automatic debiased machine learning and sensitivity analysis for sample selection models 0 0 4 4 2 10 20 20
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 3 13 47
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 3 10 135
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 0 4 7 12
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 0 7 22 77
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 1 3 17 17
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 1 1 17 17
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 1 14 0 1 8 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 14 0 5 15 117
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 1 4 62
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 2 7 70
Central limit theorems and bootstrap in high dimensions 0 0 0 0 1 3 15 19
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 1 6 47
Central limit theorems and bootstrap in high dimensions 0 0 1 2 0 4 19 25
Central limit theorems and bootstrap in high dimensions 0 0 0 22 1 7 14 78
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 6 0 3 10 23
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 0 4 10 97
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 69 0 2 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 3 26 50
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 1 2 6 17
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 4 13 60
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 0 3 20 24
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 3 9 34
Conditional Influence Functions 1 1 1 9 1 9 23 31
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 1 4 20 104
Conditional Rank-Rank Regression 0 0 1 7 0 3 24 41
Conditional Rank-Rank Regression 0 1 1 2 0 5 17 23
Conditional quantile processes based on series or many regressors 0 0 0 49 0 4 43 157
Conditional quantile processes based on series or many regressors 0 0 0 15 1 2 8 59
Conditional quantile processes based on series or many regressors 0 0 0 4 0 2 12 20
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 0 8 15
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 0 3 9 44
Constrained conditional moment restriction models 0 0 0 25 1 6 22 111
Constrained conditional moment restriction models 0 0 0 1 1 3 52 55
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 3 4 5
Counterfactual analysis in R: a vignette 0 0 0 0 0 5 15 28
Counterfactual analysis in R: a vignette 0 0 0 53 1 7 15 237
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 0 3 9 89
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 0 8 20 140
Debiasing and $t$-tests for synthetic control inference on average causal effects 6 19 34 122 9 42 91 368
Demand Analysis with Many Prices 0 1 4 99 0 7 22 153
Demand analysis with many prices 0 0 0 8 0 5 16 65
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 0 2 63 2 2 12 146
Distribution regression with sample selection and UK wage decomposition 0 1 6 44 0 5 39 92
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 4 0 6 17 57
Distributional conformal prediction 0 0 0 44 0 3 20 158
Distributional conformal prediction 0 0 4 6 1 5 29 39
Double machine learning for treatment and causal parameters 1 1 1 119 3 7 22 553
Double machine learning for treatment and causal parameters 0 1 3 8 3 9 63 91
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 16 82 1,146 25 91 359 3,112
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 1 6 125 7 19 72 494
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 1 3 16 93
Double/debiased machine learning for treatment and structural parameters 1 4 7 44 5 15 51 173
Double/debiased machine learning for treatment and structural parameters 0 1 4 8 0 22 59 82
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 1 6 31 103
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 2 8 22 126
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 1 5 24 2 5 27 72
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 1 1 2 0 1 5 7
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 2 6 19 43
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 1 1 27 1 6 9 25
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 4 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 1 1 1 71 3 7 19 92
Extremal Quantile Regression: An Overview 0 0 0 51 1 5 23 82
Extremal quantile regression 0 0 0 17 0 5 28 91
Extremal quantile regression: an overview 0 0 0 7 0 3 19 61
Extremal quantile regression: an overview 0 0 0 2 0 2 12 17
Fast Algorithms for the Quantile Regression Process 0 0 0 52 1 2 7 122
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 4 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 7 29 142
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 2 16 88 818
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 2 6 24 1 7 20 46
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 3 10 272
Gaussian approximation of suprema of empirical processes 0 0 0 6 0 1 13 61
Gaussian approximation of suprema of empirical processes 0 0 1 32 0 0 5 72
Gaussian approximation of suprema of empirical processes 0 0 0 5 1 5 15 54
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 0 1 1 4 11
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 2 11 14
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 5 14 111
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 1 11 2 11 22 95
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 2 4 13 25
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 0 1 9 58
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 1 9 0 2 16 37
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 0 2 16 120
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 3 99 0 10 29 337
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 2 7 10
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 2 11 62
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 1 4 43
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 2 10 13
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 4 9 31 153
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 3 1 2 26 63
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 0 2 21 0 1 13 33
Hedonic prices and quality adjusted price indices powered by AI 0 0 2 26 3 8 31 91
High Dimensional Sparse Econometric Models: An Introduction 0 0 1 15 1 4 15 70
High dimensional methods and inference on structural and treatment effects 0 0 0 22 0 3 32 145
High dimensional methods and inference on structural and treatment effects 0 0 0 1 0 2 50 60
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 1 3 24 198
High-Dimensional Metrics in R 0 1 1 29 1 4 14 51
High-dimensional Data Bootstrap 0 0 0 39 0 4 23 48
High-dimensional econometrics and regularized GMM 0 0 2 15 0 3 24 109
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 0 1 13 23
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 1 5 12 202
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 1 3 14 0 2 23 37
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 1 9 158
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 0 2 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 1 13 190
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 1 6 13 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 2 7 332
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 2 7 14
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 4 8 9
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 1 6 59
Implementing intersection bounds in Stata 0 0 1 1 0 0 8 10
Implementing intersection bounds in Stata 0 0 0 0 0 1 13 18
Implementing intersection bounds in Stata 0 0 0 7 1 1 12 76
Implementing intersection bounds in Stata 0 0 0 24 0 3 15 129
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 0 5 15 108
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 1 11 28
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 0 1 14 34
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 5 16 243
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 3 12 326
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 5 7
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 2 22 25
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 0 4 14 61
Inference for High-Dimensional Sparse Econometric Models 0 0 2 15 1 3 20 102
Inference for Low-Rank Models 0 0 2 49 1 2 15 81
Inference for best linear approximations to set identified functions 0 0 0 0 0 1 11 13
Inference for best linear approximations to set identified functions 0 0 0 20 1 4 11 120
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 1 2 10 99
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 0 3 18 70
Inference for high-dimensional sparse econometric models 0 0 1 57 0 1 9 196
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 4 14 61
Inference in high dimensional panel models with an application to gun control 1 1 1 26 2 3 11 98
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 2 13 19
Inference on Counterfactual Distributions 0 0 2 25 0 3 31 175
Inference on Sets in Finance 0 0 0 13 0 2 5 45
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 1 1 13 0 10 32 117
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 0 4 15 177
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 0 12 37
Inference on causal and structural parameters using many moment inequalities 0 0 0 15 0 4 14 63
Inference on counterfactual distributions 0 0 0 0 1 2 12 15
Inference on counterfactual distributions 0 0 0 434 1 3 20 957
Inference on counterfactual distributions 0 0 0 113 0 4 9 360
Inference on counterfactual distributions 1 1 1 2 1 4 25 29
Inference on counterfactual distributions 0 0 0 0 0 2 13 14
Inference on counterfactual distributions 0 0 0 893 0 1 13 1,934
Inference on sets in finance 0 0 0 0 0 4 8 11
Inference on sets in finance 0 0 0 0 0 1 7 8
Inference on sets in finance 0 0 0 70 0 2 6 175
Inference on sets in finance 0 0 0 3 1 4 13 64
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 2 8 19 120
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 47 0 4 14 152
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 4 0 11 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 1 42 45
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 0 3 6 21
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 2 11 14
Instrumental Variable Quantile Regression 0 0 1 57 0 2 20 85
Intersection Bounds: estimation and inference 0 0 0 88 1 10 21 350
Intersection Bounds: estimation and inference 0 0 0 1 0 5 18 24
Intersection bounds: estimation and inference 0 0 0 0 0 5 15 19
Intersection bounds: estimation and inference 0 0 0 0 0 5 15 18
Intersection bounds: estimation and inference 0 0 0 36 1 9 18 144
Intersection bounds: estimation and inference 0 0 0 17 0 6 22 120
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 1 3 17 140
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 1 3 12 282
LASSO Methods for Gaussian Instrumental Variables Models 0 0 3 14 1 7 24 74
LASSO-Driven Inference in Time and Space 0 1 1 38 0 4 12 109
LASSO-Driven Inference in Time and Space 0 0 0 4 0 4 9 29
LASSO-Driven Inference in Time and Space 0 0 0 1 0 2 7 30
LASSO-Driven Inference in Time and Space 0 0 1 41 0 2 11 96
LASSO-driven inference in time and space 0 0 0 5 0 4 5 39
Learning and Disagreement in an Uncertain World 1 2 3 105 2 8 24 411
Learning and Disagreement in an Uncertain World 0 0 0 120 4 8 24 546
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 1 5 15 151
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 1 4 19 192
Local identification of nonparametric and semiparametric models 0 0 0 16 0 1 41 121
Local identification of nonparametric and semiparametric models 0 0 0 0 0 1 9 12
Local identification of nonparametric and semiparametric models 0 0 0 31 0 2 9 146
Local identification of nonparametric and semiparametric models 0 0 0 0 0 1 7 10
Locally Robust Semiparametric Estimation 0 0 0 27 0 3 25 213
Locally robust semiparametric estimation 0 0 0 32 0 2 5 172
Locally robust semiparametric estimation 0 0 0 0 0 6 20 26
Locally robust semiparametric estimation 0 0 0 18 1 2 13 106
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 35 3 9 39 199
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 194 0 6 31 164
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 127 0 2 10 85
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 3 4 7 47
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 1 6 14 42
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 1 8 114
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 2 1 3 15 19
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 4 13 20
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 3 10 51
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 3 12 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 3 9 62
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 2 7 59
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 3 8 84
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 6 10 15
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 5 12 16
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 0 3 12 24
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 3 7 15 113
Network and panel quantile effects via distribution regression 0 0 0 11 0 1 11 41
Network and panel quantile effects via distribution regression 0 0 0 2 0 1 8 31
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 1 9 22
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 4 15 184
Nonparametric identification in panels using quantiles 0 0 0 23 0 1 9 48
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 10 11
Nonparametric identification in panels using quantiles 0 0 0 0 0 2 9 10
Nonparametric identification in panels using quantiles 0 0 0 12 1 3 10 69
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 1 2 10 33
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 0 4 11 14
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 3 36 60
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 1 1 13 80
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 1 4 11 14
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 0 2 9 89
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 2 115 0 5 33 683
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 1 4 26 707
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 0 116 0 2 19 297
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 0 1 12 64
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 4 10 12
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 0 4 8 87
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 0 9 22 22
Plausible GMM: A Quasi-Bayesian Approach 0 0 16 16 0 4 19 19
Plausible GMM: a quasi-bayesian approach 1 1 11 11 1 2 29 29
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 39 0 2 12 126
Policy Learning with Confidence 0 1 5 8 0 10 43 51
Policy learning with confidence 0 0 1 1 0 2 20 20
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 2 4 15 63
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 0 1 8 44
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 1 3 10 175
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 0 3 11 17
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 1 12 164
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 3 10 15
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 1 5 33
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 0 1 9 11
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 0 3 17 92
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 3 40 161
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 1 12 24
Program evaluation with high-dimensional data 0 0 0 11 0 1 13 104
Program evaluation with high-dimensional data 0 0 0 16 1 2 9 130
Program evaluation with high-dimensional data 0 0 0 75 0 1 6 207
Program evaluation with high-dimensional data 0 0 0 0 0 1 10 15
Program evaluation with high-dimensional data 0 0 0 0 0 2 16 23
Program evaluation with high-dimensional data 0 0 0 5 1 4 11 90
Program evaluation with high-dimensional data 0 0 0 0 0 6 12 14
Program evaluation with high-dimensional data 0 0 1 1 0 4 14 23
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 1 4 13 352
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 0 5 15 112
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 1 3 13 58
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 1 2 11 60
Quantile Models with Endogeneity 0 0 0 4 0 2 7 63
Quantile Regression under Misspecification 0 0 0 2 0 2 10 465
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 1 1 288 1 3 14 960
Quantile Regression with Censoring and Endogeneity 0 0 0 6 0 3 11 121
Quantile Regression with Censoring and Endogeneity 0 0 0 58 0 2 16 205
Quantile Regression with Censoring and Endogeneity 0 0 0 112 1 3 12 376
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 3 9 108
Quantile and Probability Curves Without Crossing 0 0 1 4 1 4 19 50
Quantile and Probability Curves without Crossing 0 0 0 18 2 3 21 162
Quantile and Probability Curves without Crossing 0 0 0 3 1 1 55 104
Quantile and average effects in nonseparable panel models 0 0 1 44 1 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 2 5 10 48
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 0 1 15 28
Quantile models with endogeneity 0 0 0 90 1 7 15 257
Quantile models with endogeneity 0 0 0 0 1 2 42 43
Quantile regression with censoring and endogeneity 0 0 0 40 1 4 13 152
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 0 2 17 36
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 1 7 12 143
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 1 4 8
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 3 12 27
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 2 6 9
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 1 5 12 343
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 0 8 17 77
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 1 1 35 0 8 14 61
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 3 8 11
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 1 12 114
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 12 36
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 12 27
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 3 7 97
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 1 3 15 74
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 16 51
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 1 11 13
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 0 8 29 29
Set identification with Tobin regressors 0 0 0 64 1 5 18 196
Shape-Enforcing Operators for Point and Interval Estimators 0 0 3 34 1 2 17 90
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 2 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 2 11 36
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 0 1 10 11
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 0 2 17 232
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 5 10 34
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 2 4 13 55
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 3 15 33
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 1 2 11 57
SortedEffects: Sorted Causal Effects in R 0 0 0 5 0 3 6 36
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 20 2 6 27 107
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 2 12 172
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 2 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 5 17 39
Testing Many Moment Inequalities 0 0 0 0 0 2 11 11
Testing Many Moment Inequalities 0 0 0 13 1 1 5 84
Testing many moment inequalities 0 0 0 0 0 2 10 11
Testing many moment inequalities 0 0 0 35 0 1 55 144
Testing many moment inequalities 0 0 0 2 0 0 10 14
Testing many moment inequalities 0 0 0 15 0 2 11 49
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 2 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 0 1 8 36
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 2 190 2 6 35 424
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 1 3 17 82
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 0 4 13 20
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 1 5 84
Toward personalized inference on individual treatment effects 0 0 0 4 0 1 7 11
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 4 9 48
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 13 0 2 13 68
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 0 3 8 35
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 1 9 24
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 0 0 10 13
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 4 25 28
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 0 3 6 80
Uniform post selection inference for LAD regression models 0 0 0 0 0 3 9 11
Uniform post selection inference for LAD regression models 0 0 0 31 0 1 4 100
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 0 1 17 78
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 3 17 42
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 0 3 13 61
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 4 10 55
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 5 15 21
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 2 11 15
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 1 9 67
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 2 8 44
Vector Quantile Regression 0 0 0 3 0 4 11 62
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 1 1 10 13
Vector Quantile Regression: An Optimal Transport Approach 0 0 1 27 1 5 17 106
Vector quantile regression 0 0 0 9 1 1 3 47
Vector quantile regression 0 0 0 0 0 0 9 12
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 1 7 12 28
Vector quantile regression: an optimal transport approach 0 0 0 0 1 6 14 15
Vector quantile regression: an optimal transport approach 0 0 0 21 0 4 14 66
Welfare Analysis in Dynamic Models 0 0 2 21 0 1 12 51
hdm: High-Dimensional Metrics 0 0 2 9 0 1 11 47
hdm: High-Dimensional Metrics 0 0 0 2 0 2 11 40
hdm: High-Dimensional Metrics 0 0 2 4 0 1 24 35
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 0 4 13 66
Total Working Papers 23 83 429 11,348 221 1,497 6,661 41,093
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 1 3 30 37
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 2 21 78
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 5 35 1 9 46 124
An IV Model of Quantile Treatment Effects 0 0 5 458 1 7 34 1,347
An MCMC approach to classical estimation 0 0 2 540 3 10 56 1,205
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 4 44 3 8 35 154
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 1 20 214
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 1 1 3 28 4 8 31 153
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 0 1 13 73
Comment 0 0 0 0 0 1 9 14
Conditional quantile processes based on series or many regressors 0 0 1 39 0 5 15 122
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 881 2 4 21 2,159
Constrained Conditional Moment Restriction Models 0 0 0 4 0 4 27 55
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 1 7 12
Debiased machine learning of conditional average treatment effects and other causal functions 3 8 11 22 7 21 35 57
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 1 5 0 4 17 27
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 1 4 77 4 7 31 316
Double/debiased machine learning for treatment and structural parameters 4 11 39 154 41 112 380 816
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 3 0 3 11 40
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 0 7 323 2 13 32 747
Fast algorithms for the quantile regression process 0 0 1 7 0 3 24 51
Finite sample inference for quantile regression models 0 1 1 66 0 2 19 306
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 1 2 12 12 5 17 79 79
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 0 1 19 252
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 1 3 14 61
Hedonic prices and quality adjusted price indices powered by AI 3 4 6 6 8 18 54 54
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 3 54 3 6 50 333
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 3 18 78
Implementing intersection bounds in Stata 0 0 0 43 2 4 16 178
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 0 11 149
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 2 15 1,192
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 0 3 20 182
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 0 1 18 236
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 1 13 1 2 17 98
Inference on Counterfactual Distributions 1 1 3 371 1 5 27 998
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 1 4 94 3 10 60 382
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 1 2 2 4 3 14 26 32
Inference on sets in finance 0 0 0 4 0 3 11 45
Instrumental quantile regression inference for structural and treatment effect models 2 2 7 529 5 9 41 1,139
Instrumental variable estimation of nonseparable models 1 1 2 175 2 4 48 403
Instrumental variable quantile regression: A robust inference approach 0 0 16 478 1 2 36 1,011
Intersection Bounds: Estimation and Inference 0 0 0 20 0 7 25 218
Introduction 0 0 0 33 0 0 7 143
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 1 4 13 307
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 2 13 125
Locally Robust Semiparametric Estimation 0 0 0 17 36 45 67 120
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 1 30 0 1 12 103
Network and panel quantile effects via distribution regression 0 0 0 4 1 6 13 25
Nonparametric identification in panels using quantiles 0 0 0 16 0 3 14 107
Nonseparable multinomial choice models in cross-section and panel data 0 1 1 14 0 5 11 76
Optimal Targeted Lockdowns in a Multigroup SIR Model 0 2 6 41 1 4 29 220
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 1 3 1 6 15 17
Post-Selection Inference for Generalized Linear Models With Many Controls 0 2 3 56 0 9 30 198
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 1 1 2 40 2 4 14 245
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 3 11 41
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 0 3 15 157
Quantile Models with Endogeneity 0 0 0 50 0 2 23 233
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 2 3 4 404 3 8 36 1,279
Quantile and Probability Curves Without Crossing 0 0 1 83 1 3 22 329
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 0 5 8 8
Quantile regression with censoring and endogeneity 0 0 1 90 1 8 50 449
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 0 3 14 147
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 1 1 22 22
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 1 1 24 50
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 2 4 14 88
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 1 2 92 0 3 18 335
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 0 3 31 574
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 1 3 12 142
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 0 11 251 0 7 48 657
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 91 0 2 13 396
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 3 20 0 1 25 118
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 3 11 16
The reduced form: A simple approach to inference with weak instruments 0 1 4 247 1 8 25 586
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 1 1 8 269
Uniform Inference on High-Dimensional Spatial Panel Networks 0 1 1 1 0 2 3 3
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 0 3 8 15
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 1 1 9 54
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 0 3 18 49
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 1 1 27 1 5 20 139
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 3 10 24
Vector quantile regression beyond the specified case 0 0 0 8 0 3 9 38
Total Journal Articles 21 51 196 7,222 161 524 2,264 23,131
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 2 33 1,811
CQIV: Stata module to perform censored quantile instrumental variables regression 0 3 6 1,831 1 12 82 7,826
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 0 0 5 206 7 20 82 1,441
Total Software Items 0 3 21 2,385 8 34 197 11,078

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