Access Statistics for Victor Chernozhukov

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 6 0 1 6 31
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 4 5
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 2 2 7 33
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 1 2 4 42 6 9 37 90
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 2 1 2 11 25
Anti-concentration and honest, adaptive confidence bands 0 0 0 4 0 1 4 11
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 2 2 5 26
Automatic Debiased Machine Learning of Causal and Structural Effects 1 1 1 37 3 4 12 26
Average and Quantile Effects in Nonseparable Panel Models 1 1 1 2 2 6 10 15
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 1 29 3 10 22 89
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 4 8 8
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 0 2 8 171
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 12 2 7 23 74
Censored Quantile Instrumental Variable Estimation with Stata 0 0 1 9 0 5 21 40
Censored Quantile Instrumental Variable Estimation with Stata 0 2 5 7 2 8 25 49
Central limit theorems and bootstrap in high dimensions 0 0 0 2 1 2 11 30
Central limit theorems and bootstrap in high dimensions 0 0 2 20 2 3 8 51
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 35 1 1 4 70
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 2 14 44 4 8 49 70
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 1 1 5 13
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 0 3 31
Conditional Quantile Processes based on Series or Many Regressors 0 0 1 4 1 5 15 56
Conditional quantile processes based on series or many regressors 0 0 0 47 1 6 16 106
Conditional quantile processes based on series or many regressors 0 0 0 14 1 3 16 42
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 1 27 2 4 8 22
Constrained conditional moment restriction models 0 0 1 21 1 6 14 63
Counterfactual analysis in R: a vignette 0 0 16 32 6 26 89 132
Counterfactual: An R Package for Counterfactual Analysis 0 2 5 11 6 9 29 45
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 1 3 56 2 4 20 42
Demand Analysis with Many Prices 0 2 84 84 1 8 71 71
Demand analysis with many prices 0 0 3 3 2 7 13 13
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 0 0 32 0 5 17 38
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 2 1 3 13 16
Distributional conformal prediction 0 0 29 29 3 6 53 53
Double machine learning for treatment and causal parameters 2 5 22 76 15 69 184 298
Double/Debiased Machine Learning for Treatment and Causal Parameters 16 32 37 122 36 84 110 219
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 10 80 1 4 43 134
Double/de-biased machine learning using regularized Riesz representers 0 0 0 15 1 4 13 25
Double/debiased machine learning for treatment and structural parameters 0 0 0 23 1 6 20 41
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 6 1 1 7 17
Estimation of treatment effects with high-dimensional controls 0 0 1 37 2 2 7 65
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 4 66 3 3 14 35
Extremal Quantile Regression: An Overview 0 0 2 40 0 3 14 35
Extremal quantile regression 0 0 2 6 0 2 11 23
Extremal quantile regression: an overview 0 0 0 2 0 2 7 19
Fast Algorithms for the Quantile Regression Process 3 9 37 37 11 29 84 84
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 1 7 242
Gaussian approximation of suprema of empirical processes 0 0 0 2 1 6 17 29
Gaussian approximation of suprema of empirical processes 0 0 2 31 2 4 10 56
Gaussian approximation of suprema of empirical processes 0 0 0 4 2 4 7 32
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 1 1 1 1 11 14
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 3 10 1 2 12 59
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 4 2 6 18 36
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 1 1 1 53 3 8 18 85
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments 1 5 12 137 7 21 65 142
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments 0 1 19 70 5 14 97 196
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 3 2 7 20 40
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 2 1 5 16 31
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 1 44 2 7 28 49
High Dimensional Sparse Econometric Models: An Introduction 1 2 3 6 2 6 13 25
High dimensional methods and inference on structural and treatment effects 0 0 3 21 4 5 15 48
High-Dimensional Econometrics and Regularized GMM 3 5 9 44 4 13 45 78
High-Dimensional Metrics in R 0 0 1 25 0 1 3 21
High-dimensional econometrics and regularized GMM 0 0 4 11 2 4 16 42
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 3 6 16 47 3 8 31 127
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 2 5 138
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 5 14 37 287
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 2 2 41 2 4 4 54
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 6 12 147
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 105 1 4 9 313
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 29 0 3 8 102
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 1 11 16 2 5 29 37
Implementing intersection bounds in Stata 0 0 0 24 2 2 12 102
Implementing intersection bounds in Stata 0 0 0 7 1 1 7 50
Improved Central Limit Theorem and bootstrap approximations in high dimensions 1 2 12 12 1 3 10 10
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 0 0 2 4 10
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 2 0 2 6 12
Improving estimates of monotone functions by rearrangement 0 0 0 56 0 2 8 218
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 2 7 308
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 4 1 3 9 38
Inference for High-Dimensional Sparse Econometric Models 0 0 0 4 0 6 18 37
Inference for best linear approximations to set identified functions 0 0 0 20 2 5 11 98
Inference for extremal conditional quantile models, with an application to market and birthweight risks 1 1 1 20 1 4 9 70
Inference for heterogeneous effects using low-rank estimations 0 0 9 9 2 5 13 13
Inference for high-dimensional sparse econometric models 0 0 3 52 3 8 15 157
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 1 2 0 2 12 18
Inference in high dimensional panel models with an application to gun control 1 1 1 23 2 3 7 70
Inference on Counterfactual Distributions 0 1 4 5 5 13 42 57
Inference on Sets in Finance 0 0 0 12 0 0 1 33
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 0 1 3 6 18 27
Inference on average treatment effects in aggregate panel data settings 1 5 29 29 7 16 33 33
Inference on causal and structural parameters using many moment inequalities 0 0 0 11 1 1 7 33
Inference on causal and structural parameters using many moment inequalities 0 0 0 11 1 1 1 6
Inference on counterfactual distributions 0 0 2 431 3 10 28 893
Inference on counterfactual distributions 0 1 2 106 3 10 30 242
Inference on counterfactual distributions 0 1 5 887 3 8 27 1,802
Inference on sets in finance 0 0 0 3 1 1 5 46
Inference on sets in finance 0 0 0 70 0 1 6 159
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 8 3 4 15 78
Inference on treatment effects after selection amongst high-dimensional controls 0 1 2 41 3 6 17 99
Inference on weighted average value function in high-dimensional state space 0 0 15 15 1 1 15 15
Intersection Bounds: estimation and inference 0 0 0 84 1 2 9 313
Intersection bounds: estimation and inference 0 0 1 34 0 2 8 112
Intersection bounds: estimation and inference 0 0 0 14 0 0 8 86
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 2 0 3 13 17
L1-Penalized quantile regression in high-dimensional sparse models 1 3 6 68 3 11 23 233
LASSO Methods for Gaussian Instrumental Variables Models 0 1 2 4 2 5 15 30
LASSO-Driven Inference in Time and Space 0 0 2 35 4 5 18 57
LASSO-Driven Inference in Time and Space 0 0 0 0 1 3 7 7
LASSO-Driven Inference in Time and Space 0 0 6 28 0 1 22 48
LASSO-driven inference in time and space 1 1 2 4 2 3 12 19
Learning and Disagreement in an Uncertain World 0 1 3 96 1 2 19 357
Learning and Disagreement in an Uncertain World 0 0 3 117 1 2 16 490
Local Identification of Nonparametric and Semiparametric Models 0 0 0 12 0 1 11 127
Local Identification of Nonparametric and Semiparametric Models 0 0 0 48 0 1 4 166
Local identification of nonparametric and semiparametric models 0 0 0 16 1 2 8 73
Local identification of nonparametric and semiparametric models 0 0 1 31 1 3 11 107
Locally Robust Semiparametric Estimation 0 0 2 9 5 12 37 53
Locally robust semiparametric estimation 0 0 1 28 2 7 28 80
Locally robust semiparametric estimation 1 2 5 8 2 5 26 43
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 8 118 1 5 22 51
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 38 38 0 3 21 21
Minimax Semiparametric Learning With Approximate Sparsity 0 0 6 6 0 1 4 4
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 2 2 39 1 5 21 90
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 1 1 1 2 5 16 35
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 1 3 17 36
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 5 1 3 17 52
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 8 1 4 14 46
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 48 4 9 20 72
Network and panel quantile effects via distribution regression 0 0 1 11 2 4 11 20
Network and panel quantile effects via distribution regression 0 0 0 0 1 4 9 13
Nonparametric Identification in Panels using Quantiles 0 0 0 0 0 2 7 8
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 1 1 59 1 2 6 158
Nonparametric identification in panels using quantiles 0 0 0 23 1 3 6 35
Nonparametric identification in panels using quantiles 0 0 0 12 1 3 6 56
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 42 2 4 8 17
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 15 2 4 8 18
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 16 1 3 7 56
On the computational complexity of MCMC-based estimators in large samples 0 0 0 19 0 0 4 72
Optimal Targeted Lockdowns in a Multi-Group SIR Model 5 25 43 43 28 125 228 228
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 0 4 20 641
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 2 3 0 2 12 24
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 1 2 5 65
Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models 0 0 1 25 0 1 8 20
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 0 0 0 6 15
Post-Selection Inference for Generalized Linear Models with Many Controls 0 1 7 9 0 2 10 23
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 2 3 3 5 20
Post-l1-penalized estimators in high-dimensional linear regression models 1 1 3 47 2 2 8 154
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 38 1 1 13 126
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 1 1 1 1 2
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 0 3 22
Practical and robust $t$-test based inference for synthetic control and related methods 1 2 4 33 4 8 25 42
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 4 1 3 15 30
Program evaluation and causal inference with high-dimensional data 0 1 6 21 3 7 16 92
Program evaluation with high-dimensional data 0 0 1 8 2 4 11 53
Program evaluation with high-dimensional data 0 0 2 13 1 5 17 76
Program evaluation with high-dimensional data 0 0 0 4 1 4 11 38
Program evaluation with high-dimensional data 0 1 4 69 1 5 19 146
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 1 7 13 317
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 1 0 2 11 20
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 1 43 0 4 18 71
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 1 1 3 17 3 5 18 32
Quantile Models with Endogeneity 0 0 0 1 0 1 8 17
Quantile Regression under Misspecification 0 0 0 2 1 5 21 411
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 1 3 280 3 10 25 856
Quantile Regression with Censoring and Endogeneity 0 0 1 1 0 6 32 38
Quantile Regression with Censoring and Endogeneity 0 0 0 109 2 8 26 305
Quantile Regression with Censoring and Endogeneity 0 0 0 49 0 5 20 133
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 2 5 95
Quantile and Probability Curves Without Crossing 0 1 1 2 3 7 13 20
Quantile and Probability Curves without Crossing 1 1 1 17 3 7 21 101
Quantile and Probability Curves without Crossing 0 0 0 1 2 7 18 38
Quantile and average effects in nonseparable panel models 0 0 0 43 0 2 6 110
Quantile and probability curves without crossing 0 1 1 66 3 9 14 259
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 32 0 4 15 27
Quantile models with endogeneity 0 0 0 86 3 4 45 180
Quantile regression with censoring and endogeneity 0 0 0 40 1 5 22 130
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 1 1 3 12 7 13 38 83
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 2 5 6
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 1 89 0 3 9 326
Robust inference in high-dimensional approximately sparse quantile regression models 0 1 2 13 2 6 15 72
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 3 3 0 1 12 13
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 1 6 6 0 1 7 7
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 3 20 3 10 32 83
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 4 9 19 50
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 1 6 13 29
Set identification with Tobin regressors 0 0 0 63 2 4 11 171
Shape-Enforcing Operators for Point and Interval Estimators 0 0 1 24 3 5 21 43
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 1 27 1 1 6 16
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 3 2 2 6 10
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 4 14 45 2 13 42 64
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 0 3 29
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 5 20
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 0 0 0 2 2
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 1 2 4 0 6 16 24
SortedEffects: Sorted Causal Effects in R 1 1 2 2 1 4 14 14
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 6 10 0 3 19 36
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 42 1 4 17 137
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 1 5 23
Subvector inference in PI models with many moment inequalities 0 0 19 19 0 1 4 4
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 0 0 0 4 6
Testing Many Moment Inequalities 0 0 3 12 1 1 8 72
Testing many moment inequalities 0 0 1 14 1 2 8 33
Testing many moment inequalities 0 1 4 21 3 4 12 32
The Impact of Big Data on Firm Performance: An Empirical Investigation 3 8 31 111 7 21 69 173
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 1 7 3 7 20 29
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 3 13 1 4 20 65
Uniform Inference in High-Dimensional Gaussian Graphical Models 1 1 3 30 2 4 15 33
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 3 3 13 17
Uniform inference in high-dimensional Gaussian graphical models 0 0 11 11 0 1 6 6
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 3 4 10 34
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 1 3 2 2 12 64
Uniform post selection inference for LAD regression models 0 1 1 31 1 2 11 87
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 0 3 6 13 23
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 1 1 1 7 10
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 4 21 2 3 12 32
Valid post-selection and post-regularization inference: An elementary, general approach 2 3 5 21 3 4 18 34
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 1 15 2 6 16 43
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 2 2 0 0 4 4
Vector Quantile Regression 1 1 3 54 1 2 18 88
Vector Quantile Regression 0 0 1 3 2 3 17 38
Vector Quantile Regression: An Optimal Transport Approach 0 1 3 22 0 1 16 60
Vector quantile regression 0 0 0 9 1 3 14 36
Vector quantile regression: an optimal transport approach 0 0 1 20 1 3 9 38
hdm: High-Dimensional Metrics 0 0 0 2 0 0 3 18
hdm: High-Dimensional Metrics 0 0 0 6 1 1 4 22
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 1 4 6 10 16 32
Total Working Papers 58 168 787 7,226 437 1,277 4,116 20,462


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 1 3 5 49
An IV Model of Quantile Treatment Effects 1 3 8 402 4 8 44 1,176
An MCMC approach to classical estimation 0 1 5 484 2 8 36 992
Average and Quantile Effects in Nonseparable Panel Models 0 1 4 28 0 6 23 150
Censored quantile instrumental-variable estimation with Stata 0 2 4 4 0 12 27 27
Comment 0 0 0 0 0 0 2 2
Conditional value-at-risk: Aspects of modeling and estimation 1 3 4 871 1 7 11 2,111
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 8 41 1 6 41 168
Double/debiased machine learning for treatment and structural parameters 0 1 4 10 2 7 28 46
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 1 1 1 4 13
Estimation and Confidence Regions for Parameter Sets in Econometric Models 2 3 7 297 3 6 18 657
Finite sample inference for quantile regression models 0 0 0 56 0 1 6 194
Fragility of asymptotic agreement under Bayesian learning 0 0 1 44 2 3 26 188
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 2 5 38 2 10 32 177
Implementing intersection bounds in Stata 1 1 4 31 2 3 23 120
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 29 0 2 9 114
Inference approaches for instrumental variable quantile regression 1 4 13 426 2 8 50 1,080
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 1 24 0 3 11 109
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 1 5 6 2 6 20 38
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 3 3 4 9 24 24
Inference on Counterfactual Distributions 0 0 5 351 4 14 59 816
Inference on Treatment Effects after Selection among High-Dimensional Controls†1 4 15 47 4 10 43 160
Inference on sets in finance 0 0 0 3 0 2 5 29
Instrumental quantile regression inference for structural and treatment effect models 3 11 44 394 3 16 87 833
Instrumental variable estimation of nonseparable models 0 0 6 163 0 4 15 322
Instrumental variable quantile regression: A robust inference approach 4 8 22 300 5 14 48 653
Intersection Bounds: Estimation and Inference 0 0 5 18 0 1 20 167
Introduction 0 0 0 33 1 5 12 122
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 1 85 1 1 5 283
Local Identification of Nonparametric and Semiparametric Models 0 0 0 16 0 1 10 93
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 3 12 14 1 9 40 46
Nonparametric identification in panels using quantiles 1 1 1 10 1 3 8 67
Nonseparable multinomial choice models in cross-section and panel data 0 0 6 7 3 6 27 28
Post-Selection Inference for Generalized Linear Models With Many Controls 0 1 9 11 0 2 30 45
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 25 2 3 21 170
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 0 0 3 24
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 4 18 1 7 30 79
Quantile Models with Endogeneity 0 0 0 43 0 3 11 140
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 2 6 380 4 11 36 1,165
Quantile and Probability Curves Without Crossing 0 0 0 81 2 5 21 283
Quantile regression with censoring and endogeneity 0 6 14 61 3 17 60 276
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 29 0 2 6 124
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 0 3 9 67
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 3 15 27 1 12 44 122
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 6 96 2 6 50 399
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 2 13 0 3 9 97
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 2 15 152 2 5 27 428
The Impact of Big Data on Firm Performance: An Empirical Investigation 4 8 34 45 13 31 168 215
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 3 9 2 4 19 48
The reduced form: A simple approach to inference with weak instruments 0 5 17 144 5 16 55 348
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 3 64 0 0 9 240
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 1 3 0 0 6 18
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 0 1 4 9 10
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 12 0 2 6 77
Vector quantile regression beyond the specified case 0 1 1 3 0 2 7 12
Total Journal Articles 21 77 324 5,459 90 333 1,455 15,441
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 3 8 40 253 13 29 155 1,340
CQIV: Stata module to perform censored quantile instrumental variables regression 14 38 138 1,526 60 179 683 5,887
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 3 12 30 30 28 105 251 251
Total Software Items 20 58 208 1,809 101 313 1,089 7,478


Statistics updated 2020-09-04