Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 0 14 33 103
A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S." 1 1 3 7 3 7 11 67
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 44 0 2 11 70
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 2 3 11
A lava attack on the recovery of sums of dense and sparse signals 1 1 1 1 1 9 10 25
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 4 5 52
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 1 8 10 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 3 4 8
Adventures in Demand Analysis Using AI 1 1 4 9 5 13 30 45
Adversarial Estimation of Riesz Representers 1 1 2 33 4 13 24 86
Agentic Economic Modeling 9 11 35 35 55 62 73 73
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 0 62 3 11 30 207
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 1 8 1 5 8 22
An Introduction to Double/Debiased Machine Learning 1 2 39 39 9 34 74 74
An MCMC Approach to Classical Estimation 0 0 0 32 2 8 18 55
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 0 4 10 20
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 3 10 14 77
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 1 6 8 22
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 2 4 6 9
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 2 3 6
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 2 7 13 44
Applied Causal Inference Powered by ML and AI 4 8 44 97 18 71 196 281
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 1 23 2 9 24 47
Arellano-bond lasso estimator for dynamic linear panel models 0 0 1 2 3 19 32 45
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 2 3 20 4 8 16 48
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 1 73 0 12 22 159
Automatic Debiased Machine Learning via Riesz Regression 0 0 6 58 3 17 36 142
Automatic Doubly Robust Forests 0 0 0 7 1 5 8 13
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 6 10 44
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 3 6 130
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 0 2 3 7
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 1 10 15 70
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 0 4 14 14
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 1 4 16 16
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 2 14 0 4 8 67
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 1 7 10 29
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 2 6 10 188
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 14 2 8 10 111
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 2 3 61
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 1 3 6 68
Central limit theorems and bootstrap in high dimensions 0 0 0 22 0 5 6 70
Central limit theorems and bootstrap in high dimensions 0 0 0 0 2 9 11 15
Central limit theorems and bootstrap in high dimensions 0 1 1 2 4 10 14 20
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 4 5 46
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 5 1 4 6 18
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 1 4 5 92
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 69 0 1 5 140
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 0 0 7 7 1 8 37 47
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 6 7 54
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 1 3 13
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 0 4 14 18
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 1 5 6 31
Conditional Influence Functions 0 0 1 8 2 11 15 22
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 0 10 15 99
Conditional Rank-Rank Regression 0 0 0 1 3 8 15 17
Conditional Rank-Rank Regression 0 0 5 7 0 8 25 37
Conditional quantile processes based on series or many regressors 0 0 0 49 3 38 40 153
Conditional quantile processes based on series or many regressors 0 0 0 15 1 1 6 56
Conditional quantile processes based on series or many regressors 0 0 0 4 0 4 9 17
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 1 3 6 13
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 1 4 7 41
Constrained conditional moment restriction models 0 0 0 25 1 9 15 103
Constrained conditional moment restriction models 0 0 0 1 0 39 50 52
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 1 2 3
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 1 1 2
Counterfactual analysis in R: a vignette 0 0 0 0 1 7 8 21
Counterfactual analysis in R: a vignette 0 0 0 53 0 4 8 230
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 2 4 7 86
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 1 4 13 128
Debiasing and $t$-tests for synthetic control inference on average causal effects 3 4 9 92 10 23 41 305
Demand Analysis with Many Prices 0 2 2 97 1 10 13 144
Demand analysis with many prices 0 0 1 8 3 8 13 60
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 1 1 3 63 3 6 14 143
Distribution regression with sample selection and UK wage decomposition 0 2 7 43 3 16 36 83
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 4 2 8 13 51
Distributional conformal prediction 0 0 1 44 1 9 16 153
Distributional conformal prediction 0 3 3 5 4 18 24 32
Double machine learning for treatment and causal parameters 1 1 2 6 7 34 51 72
Double machine learning for treatment and causal parameters 0 0 1 118 1 7 19 545
Double/Debiased Machine Learning for Treatment and Causal Parameters 2 22 72 1,121 13 85 293 2,986
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 123 8 23 66 471
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 0 8 13 88
Double/debiased machine learning for treatment and structural parameters 0 1 4 7 3 21 30 48
Double/debiased machine learning for treatment and structural parameters 0 2 6 40 7 17 49 157
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 6 13 24 94
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 4 7 13 117
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 1 3 22 3 11 29 65
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 3 9 12 36
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 1 0 0 4 5
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 1 26 0 2 5 19
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 5 7 81
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 3 7 8
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 1 70 1 9 15 85
Extremal Quantile Regression: An Overview 0 0 1 51 2 13 17 74
Extremal quantile regression 0 0 0 17 3 18 26 86
Extremal quantile regression: an overview 0 0 0 7 3 8 16 57
Extremal quantile regression: an overview 0 0 0 2 2 8 9 14
Fast Algorithms for the Quantile Regression Process 0 0 0 52 1 5 6 120
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 4 6 255
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 0 1 3 10 28 135
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 5 252 2 17 104 801
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 1 8 22 1 5 22 38
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 5 8 269
Gaussian approximation of suprema of empirical processes 0 1 1 32 0 5 6 72
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 7 11 14
Gaussian approximation of suprema of empirical processes 0 0 0 0 2 7 8 11
Gaussian approximation of suprema of empirical processes 0 0 0 6 0 7 11 59
Gaussian approximation of suprema of empirical processes 0 0 0 5 0 9 10 49
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 1 1 8
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 2 11 1 4 13 82
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 0 6 9 21
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 4 9 106
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 1 5 11 57
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 1 1 1 9 5 13 13 34
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 2 8 15 118
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 1 2 98 1 9 21 324
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 5 5 8
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 1 2 8 10
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 2 3 42
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 4 9 60
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 2 10 24 142
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 1 3 1 13 26 58
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 1 5 21 0 4 17 31
Hedonic prices and quality adjusted price indices powered by AI 0 0 4 26 1 5 29 79
High Dimensional Sparse Econometric Models: An Introduction 0 1 2 15 0 4 11 64
High dimensional methods and inference on structural and treatment effects 0 0 0 22 8 22 28 139
High dimensional methods and inference on structural and treatment effects 0 0 0 1 12 35 43 52
High-Dimensional Econometrics and Regularized GMM 0 1 2 60 4 11 26 190
High-Dimensional Metrics in R 0 0 0 28 2 6 9 46
High-dimensional Data Bootstrap 0 0 2 39 0 8 19 42
High-dimensional econometrics and regularized GMM 0 1 2 15 1 8 22 105
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 0 3 7 197
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 4 12 18
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 1 1 3 13 3 11 21 31
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 1 4 7 156
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 1 7 8 396
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 2 9 15 86
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 2 9 14 189
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 3 5 328
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 1 5 7 124
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 2 4 4 5
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 5 5 12
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 1 3 3 56
Implementing intersection bounds in Stata 0 0 0 24 0 6 13 126
Implementing intersection bounds in Stata 0 0 0 7 0 8 11 75
Implementing intersection bounds in Stata 0 0 1 1 1 4 6 8
Implementing intersection bounds in Stata 0 0 0 0 3 7 12 17
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 0 6 9 102
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 1 5 11 27
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 0 5 13 32
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 7 11 238
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 1 8 9 323
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 3 4 6
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 1 17 20 23
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 0 6 10 56
Inference for High-Dimensional Sparse Econometric Models 0 0 2 14 0 6 19 96
Inference for Low-Rank Models 0 0 3 49 2 5 15 79
Inference for best linear approximations to set identified functions 0 0 0 20 0 4 7 115
Inference for best linear approximations to set identified functions 0 0 0 0 0 9 10 12
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 2 4 9 97
Inference for heterogeneous effects using low-rank estimations 0 1 2 19 0 7 15 65
Inference for high-dimensional sparse econometric models 0 1 1 57 2 6 8 195
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 4 8 10 56
Inference in high dimensional panel models with an application to gun control 0 0 0 0 3 7 12 15
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 5 8 94
Inference on Counterfactual Distributions 0 1 2 25 2 17 25 168
Inference on Sets in Finance 0 0 0 13 0 1 4 43
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 3 12 3 7 31 103
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 1 4 11 173
Inference on causal and structural parameters using many moment inequalities 0 0 1 15 1 9 15 59
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 1 7 12 37
Inference on counterfactual distributions 0 0 0 1 5 9 20 23
Inference on counterfactual distributions 0 0 0 0 1 6 9 12
Inference on counterfactual distributions 0 0 0 113 0 2 4 355
Inference on counterfactual distributions 0 0 0 893 1 7 14 1,933
Inference on counterfactual distributions 0 0 0 434 0 3 17 954
Inference on counterfactual distributions 0 0 0 0 1 5 9 10
Inference on sets in finance 0 0 0 0 2 6 6 7
Inference on sets in finance 0 0 0 70 0 2 5 173
Inference on sets in finance 0 0 0 3 1 4 9 60
Inference on sets in finance 0 0 0 0 0 2 5 7
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 46 0 4 9 146
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 3 5 10 18
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 4 10 111
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 11 29 34 37
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 2 2 3 17
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 1 8 9 12
Instrumental Variable Quantile Regression 0 1 1 57 1 9 18 82
Intersection Bounds: estimation and inference 0 0 0 1 1 8 13 18
Intersection Bounds: estimation and inference 0 0 0 88 1 8 11 339
Intersection bounds: estimation and inference 0 0 0 36 0 4 8 134
Intersection bounds: estimation and inference 0 0 0 0 0 7 9 12
Intersection bounds: estimation and inference 0 0 0 17 0 8 17 113
Intersection bounds: estimation and inference 0 0 0 0 0 5 11 14
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 1 6 15 136
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 5 9 279
LASSO Methods for Gaussian Instrumental Variables Models 0 1 4 14 0 11 17 65
LASSO-Driven Inference in Time and Space 0 0 0 4 1 4 5 25
LASSO-Driven Inference in Time and Space 0 0 0 1 0 3 5 28
LASSO-Driven Inference in Time and Space 0 0 0 37 0 4 8 105
LASSO-Driven Inference in Time and Space 0 1 2 41 0 6 11 94
LASSO-driven inference in time and space 0 0 0 5 0 1 1 35
Learning and Disagreement in an Uncertain World 0 1 1 103 1 7 16 402
Learning and Disagreement in an Uncertain World 0 0 0 120 0 3 11 531
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 6 10 146
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 2 9 14 187
Local identification of nonparametric and semiparametric models 0 0 0 0 0 3 6 9
Local identification of nonparametric and semiparametric models 0 0 0 16 1 38 39 119
Local identification of nonparametric and semiparametric models 0 0 0 31 2 6 8 144
Local identification of nonparametric and semiparametric models 0 0 0 0 2 8 8 11
Locally Robust Semiparametric Estimation 0 0 1 27 3 14 20 207
Locally robust semiparametric estimation 0 0 0 18 0 4 9 102
Locally robust semiparametric estimation 0 0 0 0 1 9 14 19
Locally robust semiparametric estimation 0 0 0 32 0 1 2 169
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 1 7 194 2 10 29 153
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 2 34 3 14 31 188
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 2 127 0 4 9 81
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 2 4 43
Minimax Semiparametric Learning With Approximate Sparsity 0 0 1 13 0 4 7 33
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 1 4 7 112
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 3 6 58
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 4 7 48
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 1 1 1 2 3 7 10 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 4 8 15
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 8 9 11
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 1 5 7 11
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 2 5 57
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 6 9
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 4 5 81
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 0 6 7 105
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 0 3 9 21
Network and panel quantile effects via distribution regression 0 0 0 11 3 9 10 40
Network and panel quantile effects via distribution regression 0 0 0 2 0 5 7 30
Nonparametric Identification in Panels using Quantiles 0 0 0 1 1 6 9 21
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 4 5 8 177
Nonparametric identification in panels using quantiles 0 0 0 23 0 7 8 47
Nonparametric identification in panels using quantiles 0 0 0 0 0 2 7 8
Nonparametric identification in panels using quantiles 0 0 0 12 0 6 7 66
Nonparametric identification in panels using quantiles 0 0 0 0 2 6 10 11
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 4 7 30
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 0 5 6 9
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 1 30 33 57
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 4 4 7
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 0 7 11 78
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 0 5 6 86
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 1 2 115 1 13 32 677
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 2 11 23 700
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 7 116 4 7 26 294
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 3 7 9 61
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 0 2 3 81
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 4 5 7
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 0 5 12 12
Plausible GMM: A Quasi-Bayesian Approach 1 16 16 16 2 13 13 13
Plausible GMM: a quasi-bayesian approach 0 0 8 8 0 12 25 25
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 1 39 1 8 13 124
Policy Learning with Confidence 0 3 6 6 4 19 38 38
Policy learning with confidence 0 0 0 0 1 11 14 14
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 3 7 11 58
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 1 6 8 43
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 5 7 172
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 1 4 9 14
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 2 6 11 162
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 7 7 12
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 1 4 5 32
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 1 7 8 10
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 0 8 15 87
Program evaluation and causal inference with high-dimensional data 0 0 0 1 3 7 12 23
Program evaluation and causal inference with high-dimensional data 0 0 0 27 10 29 31 151
Program evaluation with high-dimensional data 0 0 0 0 2 7 9 14
Program evaluation with high-dimensional data 0 0 0 5 0 4 7 85
Program evaluation with high-dimensional data 0 0 0 0 4 12 14 20
Program evaluation with high-dimensional data 0 0 0 75 0 0 6 206
Program evaluation with high-dimensional data 0 0 0 11 2 7 13 102
Program evaluation with high-dimensional data 0 0 1 1 1 5 10 19
Program evaluation with high-dimensional data 0 0 0 16 1 5 8 128
Program evaluation with high-dimensional data 0 0 0 0 0 3 7 8
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 0 2 7 346
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 1 5 7 103
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 3 8 10 54
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 1 4 8 57
Quantile Models with Endogeneity 0 0 0 4 0 3 4 60
Quantile Regression under Misspecification 0 0 0 2 1 4 8 460
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 0 287 2 8 11 956
Quantile Regression with Censoring and Endogeneity 0 0 0 112 0 5 7 371
Quantile Regression with Censoring and Endogeneity 0 0 0 58 1 6 14 202
Quantile Regression with Censoring and Endogeneity 0 0 1 6 0 4 10 118
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 2 4 103
Quantile and Probability Curves Without Crossing 0 0 1 4 0 9 14 43
Quantile and Probability Curves without Crossing 0 0 1 3 0 50 55 102
Quantile and Probability Curves without Crossing 0 0 0 18 1 11 17 158
Quantile and average effects in nonseparable panel models 1 1 1 44 2 5 6 119
Quantile and probability curves without crossing 0 0 0 68 1 6 11 283
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 0 0 3 40
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 2 8 14 27
Quantile models with endogeneity 0 0 0 0 0 39 40 41
Quantile models with endogeneity 0 0 0 90 0 3 7 249
Quantile regression with censoring and endogeneity 0 0 0 40 0 5 9 147
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 0 4 6 136
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 4 12 14 33
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 1 6 8 23
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 3 5 6
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 2 3 7
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 1 5 7 338
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 1 4 8 68
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 0 34 0 1 6 50
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 3 10 11 113
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 4 5 8
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 7 12 27
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 2 10 12 36
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 8 12 71
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 2 3 93
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 2 5 9 11
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 13 15 50
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 3 14 20 20
Set identification with Tobin regressors 0 0 0 64 3 12 12 190
Shape-Enforcing Operators for Point and Interval Estimators 0 1 4 34 1 11 18 88
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 9 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 0 5 8 9
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 6 9 34
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 3 9 15 229
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 4 4 28
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 4 6 48
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 8 12 29
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 0 5 10 54
SortedEffects: Sorted Causal Effects in R 0 0 0 5 1 2 4 33
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 0 8 21 98
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 3 10 168
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 4 6 32
Subvector inference in PI models with many moment inequalities 0 0 0 20 1 2 5 21
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 1 6 11 33
Testing Many Moment Inequalities 0 0 0 0 3 8 9 9
Testing Many Moment Inequalities 0 0 0 13 0 3 4 83
Testing many moment inequalities 0 0 0 15 1 5 9 47
Testing many moment inequalities 0 0 0 0 0 6 9 9
Testing many moment inequalities 0 0 0 35 0 49 53 142
Testing many moment inequalities 0 0 0 2 1 5 9 12
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 1 2 5 21
The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis 0 0 0 4 1 6 8 35
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 2 190 2 15 33 417
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 2 11 15 78
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 2 5 9 16
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 1 2 81
Toward personalized inference on individual treatment effects 0 0 1 4 1 6 7 10
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 4 5 44
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 1 13 1 3 11 65
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 0 3 4 31
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 2 6 8 23
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 2 6 9 12
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 3 6 50
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 5 15 20 23
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 0 2 2 76
Uniform post selection inference for LAD regression models 0 0 0 31 0 3 3 99
Uniform post selection inference for LAD regression models 0 0 0 0 1 3 5 7
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 2 13 14 75
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 6 10 35
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 1 7 9 57
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 5 7 51
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 3 8 13
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 1 7 9 66
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 3 8 9 12
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 5 6 42
Vector Quantile Regression 0 0 0 3 1 5 7 58
Vector Quantile Regression: An Optimal Transport Approach 0 1 2 27 1 7 13 98
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 4 7 9 12
Vector quantile regression 0 0 0 0 0 6 8 11
Vector quantile regression 0 0 0 9 1 2 2 46
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 1 4 4 20
Vector quantile regression: an optimal transport approach 0 0 0 0 1 7 7 8
Vector quantile regression: an optimal transport approach 0 0 0 21 1 5 9 61
Welfare Analysis in Dynamic Models 0 0 4 21 0 3 12 49
hdm: High-Dimensional Metrics 0 0 0 2 0 6 9 38
hdm: High-Dimensional Metrics 0 0 2 9 1 5 11 46
hdm: High-Dimensional Metrics 0 1 2 4 2 16 22 31
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 1 8 8 61
Total Working Papers 31 112 475 11,220 557 2,995 5,339 39,102
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple and general debiased machine learning theorem with finite-sample guarantees 0 0 0 0 2 22 25 31
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 7 15 19 75
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 6 33 3 17 39 109
An IV Model of Quantile Treatment Effects 0 1 4 457 3 10 27 1,338
An MCMC approach to classical estimation 0 1 2 540 6 25 49 1,194
Automatic Debiased Machine Learning of Causal and Structural Effects 1 1 7 44 3 13 30 143
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 2 8 19 212
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 1 1 2 27 2 14 29 145
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 2 8 11 71
Comment 0 0 0 0 1 8 8 13
Conditional quantile processes based on series or many regressors 0 0 1 39 0 4 9 115
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 881 1 10 18 2,155
Constrained Conditional Moment Restriction Models 0 0 0 4 0 6 24 50
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 2 4 9
Debiased machine learning of conditional average treatment effects and other causal functions 0 1 3 14 0 6 16 36
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 1 4 3 8 13 21
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 4 10 27 308
Double/debiased machine learning for treatment and structural parameters 1 14 40 142 31 127 264 653
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 1 1 3 2 6 7 36
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 3 9 323 2 11 21 732
Fast algorithms for the quantile regression process 0 0 2 7 1 13 21 46
Finite sample inference for quantile regression models 0 0 0 65 1 7 17 303
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 0 5 10 10 4 20 55 55
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 2 9 22 251
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 2 10 11 58
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 2 53 3 16 51 325
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 10 16 75
Implementing intersection bounds in Stata 0 0 1 43 1 8 12 173
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 1 7 11 149
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 5 14 1,190
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 4 11 21 179
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 3 8 18 232
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 2 12 2 5 19 95
Inference on Counterfactual Distributions 0 0 2 369 1 9 26 991
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 1 90 5 29 50 365
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 0 2 6 11 12 18
Inference on sets in finance 0 0 0 4 1 5 7 41
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 527 5 16 33 1,126
Instrumental variable estimation of nonseparable models 0 1 1 174 1 40 44 399
Instrumental variable quantile regression: A robust inference approach 1 6 21 478 2 16 45 1,007
Intersection Bounds: Estimation and Inference 0 0 0 20 2 8 18 210
Introduction 0 0 0 33 3 6 7 143
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 2 5 8 302
Local Identification of Nonparametric and Semiparametric Models 0 0 1 19 0 5 11 122
Locally Robust Semiparametric Estimation 0 0 0 17 1 9 24 74
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 2 30 2 7 15 101
Network and panel quantile effects via distribution regression 0 0 0 4 3 5 10 19
Nonparametric identification in panels using quantiles 0 0 0 16 3 6 10 103
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 13 1 4 6 71
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 0 0 0 12 12 12
Optimal Targeted Lockdowns in a Multigroup SIR Model 0 1 3 38 0 12 27 214
Philip G. Wright, directed acyclic graphs, and instrumental variables 1 1 3 3 2 7 10 10
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 1 54 2 11 20 186
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 39 0 6 13 241
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 1 6 8 38
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 2 6 15 154
Quantile Models with Endogeneity 0 0 1 50 0 16 20 229
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 1 1 401 4 20 32 1,271
Quantile and Probability Curves Without Crossing 0 0 0 82 1 7 17 324
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 0 2 2 2
Quantile regression with censoring and endogeneity 0 1 1 90 14 36 40 437
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 3 7 10 143
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 3 3 0 3 19 19
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 14 23 49
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 2 7 11 84
Some new asymptotic theory for least squares series: Pointwise and uniform results 1 1 2 91 2 8 17 331
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 1 14 31 569
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 3 5 9 139
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 1 15 250 2 10 44 644
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 91 0 2 10 390
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 1 3 20 3 17 25 117
The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis 0 0 0 0 2 7 8 13
The reduced form: A simple approach to inference with weak instruments 1 1 11 246 4 9 29 578
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 0 1 7 268
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 0 1 5 12
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 2 4 8 52
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 0 6 13 43
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 26 1 9 13 130
Vector quantile regression and optimal transport, from theory to numerics 0 0 1 3 0 5 7 20
Vector quantile regression beyond the specified case 0 0 0 8 0 2 5 34
Total Journal Articles 8 43 185 7,156 187 912 1,783 22,422

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CLRBOUND: Stata module to perform estimation and inference on intersection bounds 1 5 15 347 2 15 54 1,808
CQIV: Stata module to perform censored quantile instrumental variables regression 0 2 14 1,828 8 32 122 7,811
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 0 0 11 205 8 21 95 1,418
Total Software Items 1 7 40 2,380 18 68 271 11,037

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