Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 3 3 35 106
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 1 3 7 4 7 15 71
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 0 44 3 4 13 74
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 3 7 9 13
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 1 2 11 48
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 2 7 54
A lava attack on the recovery of sums of dense and sparse signals 0 1 1 1 2 4 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 3 11
Adventures in Demand Analysis Using AI 0 1 2 9 2 10 28 50
Adversarial Estimation of Riesz Representers 0 1 1 33 5 13 30 95
Agentic Economic Modeling 0 9 35 35 6 66 84 84
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 1 1 1 63 5 12 38 216
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 8 5 7 14 28
An Introduction to Double/Debiased Machine Learning 2 7 44 45 23 42 106 107
An MCMC Approach to Classical Estimation 0 0 0 32 2 5 20 58
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 5 10 21 84
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 1 2 9 22
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 1 4 15 46
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 4 6 10 13
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 1 8 22
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 2 2 5 8
Applied Causal Inference Powered by ML and AI 3 10 39 103 15 42 189 305
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 1 23 1 4 22 49
Arellano-bond lasso estimator for dynamic linear panel models 0 0 0 2 8 15 40 57
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 3 20 2 7 18 51
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 2 74 3 6 26 165
Automatic Debiased Machine Learning via Riesz Regression 0 0 4 58 0 3 31 142
Automatic Doubly Robust Forests 0 0 0 7 1 2 9 14
Automatic debiased machine learning and sensitivity analysis for sample selection models 0 4 4 4 7 12 17 17
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 2 12 46
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 2 4 10 134
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 5 6 20 75
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 3 4 6 11
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 15 15 0 1 16 16
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 7 7 1 1 15 15
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 1 14 1 1 8 68
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 0 2 10 30
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 0 3 11 189
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 2 3 8 70
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 14 4 7 15 116
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 1 1 4 62
Central limit theorems and bootstrap in high dimensions 0 0 0 22 3 4 10 74
Central limit theorems and bootstrap in high dimensions 0 0 0 4 1 1 6 47
Central limit theorems and bootstrap in high dimensions 0 0 1 2 3 8 18 24
Central limit theorems and bootstrap in high dimensions 0 0 0 0 2 5 14 18
Central limit theorems and multiplier bootstrap when p is much larger than n 0 1 1 6 2 5 9 22
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 4 6 10 97
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 69 2 3 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 2 7 3 4 36 50
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 2 3 8 33
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 3 6 20 24
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 2 5 15
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 3 5 12 59
Conditional Influence Functions 0 0 1 8 4 6 19 26
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 3 4 19 103
Conditional Rank-Rank Regression 1 1 1 2 5 9 21 23
Conditional Rank-Rank Regression 0 0 1 7 3 4 24 41
Conditional quantile processes based on series or many regressors 0 0 0 4 0 1 10 18
Conditional quantile processes based on series or many regressors 0 0 0 49 2 5 42 155
Conditional quantile processes based on series or many regressors 0 0 0 15 1 3 8 58
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 3 8 15
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 3 4 10 44
Constrained conditional moment restriction models 0 0 0 1 2 2 51 54
Constrained conditional moment restriction models 0 0 0 25 4 7 20 109
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 3 3 4 5
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 2 3
Counterfactual analysis in R: a vignette 0 0 0 53 6 6 14 236
Counterfactual analysis in R: a vignette 0 0 0 0 4 7 14 27
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 3 5 9 89
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 1 73 6 11 21 138
Debiasing and $t$-tests for synthetic control inference on average causal effects 7 21 24 110 19 50 73 345
Demand Analysis with Many Prices 0 1 3 98 5 8 20 151
Demand analysis with many prices 0 0 0 8 3 6 15 63
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 1 2 63 0 4 11 144
Distribution regression with sample selection and UK wage decomposition 0 0 5 43 3 10 39 90
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 2 4 5 7 17 56
Distributional conformal prediction 0 1 4 6 4 10 30 38
Distributional conformal prediction 0 0 0 44 2 5 19 157
Double machine learning for treatment and causal parameters 0 0 1 118 2 4 18 548
Double machine learning for treatment and causal parameters 0 2 2 7 2 19 60 84
Double/Debiased Machine Learning for Treatment and Causal Parameters 6 17 79 1,136 26 74 324 3,047
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 124 4 16 65 479
Double/de-biased machine learning using regularized Riesz representers 0 0 1 33 2 4 16 92
Double/debiased machine learning for treatment and structural parameters 0 0 4 7 15 30 54 75
Double/debiased machine learning for treatment and structural parameters 2 2 7 42 6 14 48 164
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 2 11 28 99
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 5 10 19 123
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 1 4 23 1 6 28 68
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 4 8 17 41
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 1 0 1 4 6
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 0 26 3 3 6 22
Estimation of treatment effects with high-dimensional controls 0 0 0 38 3 3 10 84
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 1 7 8
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 0 70 4 5 16 89
Extremal Quantile Regression: An Overview 0 0 0 51 4 9 22 81
Extremal quantile regression 0 0 0 17 4 7 27 90
Extremal quantile regression: an overview 0 0 0 7 3 7 19 61
Extremal quantile regression: an overview 0 0 0 2 1 4 11 16
Fast Algorithms for the Quantile Regression Process 0 0 0 52 0 1 6 120
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 2 6 256
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 7 10 31 142
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 2 252 10 13 96 812
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 6 22 3 5 22 42
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 3 3 10 272
Gaussian approximation of suprema of empirical processes 0 0 0 5 2 2 12 51
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 1 11 14
Gaussian approximation of suprema of empirical processes 0 0 0 0 2 5 11 14
Gaussian approximation of suprema of empirical processes 0 0 0 6 1 2 13 61
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 2 3 10
Gaussian approximation of suprema of empirical processes 0 0 1 32 0 0 6 72
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 0 0 9 21
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 2 11 7 10 20 91
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 1 1 10 107
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 1 2 12 58
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 2 4 16 120
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 1 1 9 2 8 16 37
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 1 3 99 8 12 31 335
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 2 2 11 62
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 1 1 4 43
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 2 9 11
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 2 2 7 10
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 3 0 4 25 61
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 5 9 29 149
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 0 2 21 1 2 16 33
Hedonic prices and quality adjusted price indices powered by AI 0 0 3 26 1 6 31 84
High Dimensional Sparse Econometric Models: An Introduction 0 0 1 15 1 3 13 67
High dimensional methods and inference on structural and treatment effects 0 0 0 1 1 19 49 59
High dimensional methods and inference on structural and treatment effects 0 0 0 22 2 13 32 144
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 2 11 28 197
High-Dimensional Metrics in R 1 1 1 29 2 5 12 49
High-dimensional Data Bootstrap 0 0 0 39 1 3 20 45
High-dimensional econometrics and regularized GMM 0 0 2 15 3 5 25 109
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 6 16 23
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 2 2 9 199
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 1 3 13 1 8 24 36
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 1 3 9 158
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 2 4 11 399
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 0 2 15 86
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 3 15 190
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 2 4 9 332
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 5 6 12 129
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 3 5 7 8
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 1 1 6 13
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 3 5 58
Implementing intersection bounds in Stata 0 0 0 24 1 1 14 127
Implementing intersection bounds in Stata 0 0 0 0 0 3 12 17
Implementing intersection bounds in Stata 0 0 1 1 0 3 8 10
Implementing intersection bounds in Stata 0 0 0 7 0 0 11 75
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 5 6 15 108
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 1 2 12 28
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 1 2 14 34
Improving estimates of monotone functions by rearrangement 0 0 0 58 4 4 15 242
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 3 4 12 326
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 2 3 22 25
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 1 5 7
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 3 4 13 60
Inference for High-Dimensional Sparse Econometric Models 0 1 2 15 1 4 20 100
Inference for Low-Rank Models 0 0 2 49 1 3 14 80
Inference for best linear approximations to set identified functions 0 0 0 20 2 3 10 118
Inference for best linear approximations to set identified functions 0 0 0 0 1 1 11 13
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 1 3 9 98
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 2 4 18 69
Inference for high-dimensional sparse econometric models 0 0 1 57 1 3 9 196
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 3 8 13 60
Inference in high dimensional panel models with an application to gun control 0 0 0 0 1 6 12 18
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 3 9 96
Inference on Counterfactual Distributions 0 0 2 25 3 9 32 175
Inference on Sets in Finance 0 0 0 13 1 1 4 44
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 1 1 3 13 8 15 36 115
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 4 5 15 177
Inference on causal and structural parameters using many moment inequalities 0 0 1 15 2 3 16 61
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 1 12 37
Inference on counterfactual distributions 0 0 0 0 1 3 11 14
Inference on counterfactual distributions 0 0 0 113 4 5 9 360
Inference on counterfactual distributions 0 0 0 434 2 2 19 956
Inference on counterfactual distributions 0 0 0 1 0 7 21 25
Inference on counterfactual distributions 0 0 0 0 1 4 12 13
Inference on counterfactual distributions 0 0 0 893 1 2 15 1,934
Inference on sets in finance 0 0 0 3 3 4 12 63
Inference on sets in finance 0 0 0 70 1 1 5 174
Inference on sets in finance 0 0 0 0 1 3 7 8
Inference on sets in finance 0 0 0 0 4 4 9 11
Inference on treatment effects after selection amongst high-dimensional controls 1 1 1 47 3 5 13 151
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 5 6 16 117
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 1 19 42 45
Inference on treatment effects after selection amongst high-dimensional controls 1 1 2 4 11 17 23 32
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 3 6 6 21
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 2 3 11 14
Instrumental Variable Quantile Regression 0 0 1 57 2 4 20 85
Intersection Bounds: estimation and inference 0 0 0 1 3 5 17 22
Intersection Bounds: estimation and inference 0 0 0 88 9 11 20 349
Intersection bounds: estimation and inference 0 0 0 36 7 8 16 142
Intersection bounds: estimation and inference 0 0 0 17 6 7 24 120
Intersection bounds: estimation and inference 0 0 0 0 4 4 15 18
Intersection bounds: estimation and inference 0 0 0 0 4 5 14 17
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 2 4 16 139
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 1 1 10 280
LASSO Methods for Gaussian Instrumental Variables Models 0 0 4 14 2 4 21 69
LASSO-Driven Inference in Time and Space 0 0 1 41 1 1 10 95
LASSO-Driven Inference in Time and Space 0 0 0 37 1 1 9 106
LASSO-Driven Inference in Time and Space 0 0 0 1 2 2 7 30
LASSO-Driven Inference in Time and Space 0 0 0 4 2 3 7 27
LASSO-driven inference in time and space 0 0 0 5 2 2 3 37
Learning and Disagreement in an Uncertain World 0 0 0 120 3 10 19 541
Learning and Disagreement in an Uncertain World 0 0 1 103 4 6 20 407
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 3 6 18 191
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 3 3 13 149
Local identification of nonparametric and semiparametric models 0 0 0 31 1 3 8 145
Local identification of nonparametric and semiparametric models 0 0 0 16 1 3 41 121
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 6 9
Local identification of nonparametric and semiparametric models 0 0 0 0 1 3 9 12
Locally Robust Semiparametric Estimation 0 0 1 27 3 9 26 213
Locally robust semiparametric estimation 0 0 0 0 4 6 19 24
Locally robust semiparametric estimation 0 0 0 18 1 3 12 105
Locally robust semiparametric estimation 0 0 0 32 1 2 4 171
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 3 194 4 11 32 162
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 1 3 35 4 9 36 194
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 127 2 4 10 85
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 0 4 43
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 2 5 10 38
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 1 3 8 114
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 4 5 13 20
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 3 3 12 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 1 1 2 2 7 14 18
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 3 3 10 51
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 2 3 8 61
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 4 5 11 15
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 3 3 8 84
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 5 5 11 14
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 2 2 7 59
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 1 1 10 22
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 3 4 11 109
Network and panel quantile effects via distribution regression 0 0 0 2 1 1 8 31
Network and panel quantile effects via distribution regression 0 0 0 11 1 4 11 41
Nonparametric Identification in Panels using Quantiles 0 0 0 1 1 2 10 22
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 4 11 15 184
Nonparametric identification in panels using quantiles 0 0 0 0 2 2 9 10
Nonparametric identification in panels using quantiles 0 0 0 0 0 2 10 11
Nonparametric identification in panels using quantiles 0 0 0 12 2 2 9 68
Nonparametric identification in panels using quantiles 0 0 0 23 1 1 9 48
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 1 2 9 32
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 2 3 9 12
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 3 4 36 60
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 2 5 9 12
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 0 1 12 79
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 2 3 9 89
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 2 115 4 6 35 682
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 1 6 23 704
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 0 116 2 7 22 297
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 1 6 12 64
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 4 6 9 87
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 4 5 10 12
Plausible GMM: A Quasi-Bayesian Approach 0 1 16 16 3 7 18 18
Plausible GMM: A Quasi-Bayesian Approach 0 0 7 7 3 4 16 16
Plausible GMM: a quasi-bayesian approach 0 2 10 10 1 3 28 28
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 1 39 1 2 13 125
Policy Learning with Confidence 1 2 6 8 9 16 46 50
Policy learning with confidence 0 1 1 1 2 7 20 20
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 2 6 14 61
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 1 2 8 44
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 2 2 9 174
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 2 3 11 16
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 4 12 164
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 3 3 10 15
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 1 2 5 33
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 1 2 9 11
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 2 4 17 91
Program evaluation and causal inference with high-dimensional data 0 0 0 27 2 19 39 160
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 3 12 23
Program evaluation with high-dimensional data 0 0 1 1 4 5 14 23
Program evaluation with high-dimensional data 0 0 0 0 4 4 10 12
Program evaluation with high-dimensional data 0 0 0 75 1 1 7 207
Program evaluation with high-dimensional data 0 0 0 0 0 2 9 14
Program evaluation with high-dimensional data 0 0 0 5 2 3 9 88
Program evaluation with high-dimensional data 0 0 0 16 1 2 8 129
Program evaluation with high-dimensional data 0 0 0 11 1 4 14 104
Program evaluation with high-dimensional data 0 0 0 0 1 6 15 22
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 0 2 9 348
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 2 6 12 57
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 4 9 15 111
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 1 3 10 59
Quantile Models with Endogeneity 0 0 0 4 2 3 7 63
Quantile Regression under Misspecification 0 0 0 2 2 6 12 465
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 0 287 2 5 14 959
Quantile Regression with Censoring and Endogeneity 0 0 0 58 1 3 15 204
Quantile Regression with Censoring and Endogeneity 0 0 0 6 2 2 10 120
Quantile Regression with Censoring and Endogeneity 0 0 0 112 2 4 11 375
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 2 4 8 107
Quantile and Probability Curves Without Crossing 0 0 1 4 0 3 16 46
Quantile and Probability Curves without Crossing 0 0 0 3 0 1 55 103
Quantile and Probability Curves without Crossing 0 0 0 18 0 2 18 159
Quantile and average effects in nonseparable panel models 0 1 1 44 0 2 6 119
Quantile and probability curves without crossing 0 0 0 68 0 3 13 285
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 1 3 15 28
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 3 6 8 46
Quantile models with endogeneity 0 0 0 0 1 1 41 42
Quantile models with endogeneity 0 0 0 90 4 5 12 254
Quantile regression with censoring and endogeneity 0 0 0 40 3 4 12 151
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 2 7 17 36
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 6 6 11 142
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 3 5 12 27
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 1 4 8
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 3 7 8
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 4 5 11 342
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 8 10 17 77
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 0 34 5 8 12 58
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 3 11 113
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 2 6 9
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 2 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 28 2 2 14 73
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 1 3 5 95
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 1 16 51
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 3 10 12
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 7 11 28 28
Set identification with Tobin regressors 0 0 0 64 4 8 17 195
Shape-Enforcing Operators for Point and Interval Estimators 0 0 4 34 1 2 18 89
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 2 2 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 1 2 10 11
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 2 2 11 36
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 2 6 17 232
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 2 6 11 53
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 4 5 9 33
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 3 4 16 33
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 1 2 12 56
SortedEffects: Sorted Causal Effects in R 0 0 0 5 3 4 6 36
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 3 6 26 104
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 4 12 172
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 2 3 9 35
Subvector inference in PI models with many moment inequalities 0 0 0 20 0 1 4 21
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 4 6 16 38
Testing Many Moment Inequalities 0 0 0 13 0 0 4 83
Testing Many Moment Inequalities 0 0 0 0 2 5 11 11
Testing many moment inequalities 0 0 0 35 1 2 55 144
Testing many moment inequalities 0 0 0 0 2 2 11 11
Testing many moment inequalities 0 0 0 15 1 2 10 48
Testing many moment inequalities 0 0 0 2 0 3 10 14
The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis 0 0 0 3 2 3 7 23
The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis 0 0 0 4 1 2 9 36
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 2 190 2 5 35 420
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 2 5 17 81
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 2 4 83
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 4 6 13 20
Toward personalized inference on individual treatment effects 0 0 1 4 1 2 8 11
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 4 4 9 48
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 13 0 2 11 66
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 3 4 8 35
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 2 8 23
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 3 10 13
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 2 3 5 79
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 4 10 25 28
Uniform post selection inference for LAD regression models 0 0 0 0 1 3 7 9
Uniform post selection inference for LAD regression models 0 0 0 31 1 1 4 100
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 1 5 17 78
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 3 7 17 42
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 2 4 12 60
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 5 8 16 21
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 4 4 11 55
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 1 2 10 67
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 2 6 11 15
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 2 2 8 44
Vector Quantile Regression 0 0 0 3 4 5 11 62
Vector Quantile Regression: An Optimal Transport Approach 0 0 1 27 3 7 18 104
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 4 9 12
Vector quantile regression 0 0 0 9 0 1 2 46
Vector quantile regression 0 0 0 0 0 1 9 12
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 6 8 11 27
Vector quantile regression: an optimal transport approach 0 0 0 0 3 5 11 12
Vector quantile regression: an optimal transport approach 0 0 0 21 3 5 13 65
Welfare Analysis in Dynamic Models 0 0 3 21 1 2 13 51
hdm: High-Dimensional Metrics 0 0 2 4 0 5 25 34
hdm: High-Dimensional Metrics 0 0 0 2 1 1 10 39
hdm: High-Dimensional Metrics 0 0 2 9 1 2 11 47
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 4 6 13 66
Total Working Papers 27 103 454 11,292 927 1,973 6,414 40,523
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 1 6 28 35
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 2 10 21 78
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 1 2 7 35 5 14 47 120
An IV Model of Quantile Treatment Effects 0 1 5 458 5 10 34 1,345
An MCMC approach to classical estimation 0 0 2 540 7 14 55 1,202
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 6 44 3 9 32 149
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 3 20 213
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 1 2 27 3 5 30 148
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 0 3 12 72
Comment 0 0 0 0 1 2 9 14
Conditional quantile processes based on series or many regressors 0 0 1 39 2 4 12 119
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 881 1 2 18 2,156
Constrained Conditional Moment Restriction Models 0 0 0 4 3 4 27 54
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 1 3 7 12
Debiased machine learning of conditional average treatment effects and other causal functions 3 3 6 17 6 6 21 42
Debiased machine learning of global and local parameters using regularized Riesz representers 0 1 2 5 2 7 16 25
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 3 76 3 8 29 312
Double/debiased machine learning for treatment and structural parameters 5 7 37 148 35 117 327 739
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 3 2 5 10 39
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 0 7 323 10 14 31 744
Fast algorithms for the quantile regression process 0 0 2 7 3 6 26 51
Finite sample inference for quantile regression models 0 0 0 65 1 3 19 305
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 1 1 11 11 8 19 70 70
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 1 3 22 252
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 2 4 13 60
Hedonic prices and quality adjusted price indices powered by AI 1 2 3 3 8 21 44 44
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 2 53 1 6 54 328
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 1 1 16 76
Implementing intersection bounds in Stata 0 0 0 43 2 4 14 176
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 1 11 149
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 1 15 1,191
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 3 7 22 182
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 1 7 19 236
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 1 1 13 1 4 18 97
Inference on Counterfactual Distributions 0 1 3 370 4 7 31 997
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 3 3 93 1 13 54 373
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 0 2 9 15 21 27
Inference on sets in finance 0 0 0 4 1 3 9 43
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 527 1 10 37 1,131
Instrumental variable estimation of nonseparable models 0 0 1 174 2 3 46 401
Instrumental variable quantile regression: A robust inference approach 0 1 18 478 0 4 40 1,009
Intersection Bounds: Estimation and Inference 0 0 0 20 7 10 26 218
Introduction 0 0 0 33 0 3 7 143
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 2 5 11 305
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 1 2 12 124
Locally Robust Semiparametric Estimation 0 0 0 17 5 7 27 80
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 1 30 1 4 15 103
Network and panel quantile effects via distribution regression 0 0 0 4 4 7 12 23
Nonparametric identification in panels using quantiles 0 0 0 16 2 6 13 106
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 13 4 5 10 75
Optimal Targeted Lockdowns in a Multigroup SIR Model 2 3 6 41 3 5 29 219
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 1 1 3 5 8 14 16
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 1 54 5 10 28 194
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 39 0 0 11 241
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 2 3 10 40
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 3 5 17 157
Quantile Models with Endogeneity 0 0 0 50 1 3 22 232
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 1 2 2 402 4 8 34 1,275
Quantile and Probability Curves Without Crossing 0 1 1 83 2 5 21 328
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 4 5 7 7
Quantile regression with censoring and endogeneity 0 0 1 90 4 22 47 445
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 2 6 13 146
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 1 4 4 0 2 21 21
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 0 23 49
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 2 4 12 86
Some new asymptotic theory for least squares series: Pointwise and uniform results 1 2 2 92 2 5 18 334
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 3 6 33 574
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 0 22 2 5 11 141
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 1 13 251 6 14 51 656
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 91 1 5 13 395
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 3 20 1 4 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 3 5 11 16
The reduced form: A simple approach to inference with weak instruments 1 2 8 247 5 9 28 583
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 0 0 7 268
Uniform Inference on High-Dimensional Spatial Panel Networks 1 1 1 1 2 3 3 3
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 1 1 6 13
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 0 3 9 53
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 5 2 5 17 48
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 1 1 1 27 4 9 19 138
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 2 3 9 23
Vector quantile regression beyond the specified case 0 0 0 8 2 3 8 37
Total Journal Articles 18 40 183 7,189 242 603 2,097 22,849
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 2 16 348 2 5 46 1,811
CQIV: Stata module to perform censored quantile instrumental variables regression 0 0 6 1,828 5 16 101 7,819
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 0 1 7 206 9 20 86 1,430
Total Software Items 0 3 29 2,382 16 41 233 11,060

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