Access Statistics for Victor Chernozhukov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A $t$-test for synthetic controls 1 1 8 84 5 8 35 269
A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 1 20 1 1 7 71
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 1 4 0 2 3 56
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 1 2 3 44 1 3 4 60
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 2 4
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 5 8
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 1 37
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 3 15
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 1 6 47
Adventures in Demand Analysis Using AI 0 5 5 5 1 16 16 16
Adversarial Estimation of Riesz Representers 0 0 4 31 1 5 14 63
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 62 0 0 3 177
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 3 7 0 1 7 14
An MCMC Approach to Classical Estimation 0 0 0 32 0 3 10 37
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 1 1 0 0 5 10
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 1 7 0 0 3 63
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 1 3
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 0 0 14
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 0 2 3
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 0 31
Applied Causal Inference Powered by ML and AI 9 17 61 62 22 45 106 107
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 1 22 2 2 13 25
Arellano-bond lasso estimator for dynamic linear panel models 1 1 2 2 3 6 16 16
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 0 17 1 3 10 33
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 4 72 0 1 15 137
Automatic Debiased Machine Learning via Riesz Regression 1 1 5 53 4 7 16 110
Automatic Doubly Robust Forests 0 7 7 7 0 4 5 5
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 0 0 34
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 0 0 124
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 0 1 2 4 5
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 0 0 2 55
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 0 12 0 0 0 59
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 1 1 2 20
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 0 1 1 178
Censored Quantile Instrumental Variable Estimation with Stata 0 1 1 14 0 2 3 101
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 0 0 58
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 1 2 62
Central limit theorems and bootstrap in high dimensions 0 0 1 1 0 0 3 6
Central limit theorems and bootstrap in high dimensions 0 0 0 0 0 1 3 4
Central limit theorems and bootstrap in high dimensions 0 1 1 22 0 1 1 64
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 0 0 41
Central limit theorems and multiplier bootstrap when p is much larger than n 1 1 2 5 1 3 7 13
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 0 1 2 87
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 1 68 1 2 6 136
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 4 4 4 4 3 13 13 13
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 0 0 25
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 0 0 2 4
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 1 3 47
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 1 4 10
Conditional Influence Functions 0 7 7 7 0 6 7 7
Conditional Quantile Processes based on Series or Many Regressors 0 0 1 7 0 0 4 84
Conditional Rank-Rank Regression 0 1 1 1 0 2 2 2
Conditional Rank-Rank Regression 1 1 3 3 1 4 13 13
Conditional quantile processes based on series or many regressors 0 0 1 49 0 0 2 113
Conditional quantile processes based on series or many regressors 0 0 2 4 0 0 4 8
Conditional quantile processes based on series or many regressors 0 0 0 15 0 1 2 50
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 0 0 1 34
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 0 1 3 7
Constrained conditional moment restriction models 0 0 0 1 1 1 1 3
Constrained conditional moment restriction models 0 0 0 25 1 1 2 89
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 0 1
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 0 1
Counterfactual analysis in R: a vignette 0 0 0 0 0 0 2 13
Counterfactual analysis in R: a vignette 0 0 1 53 0 1 2 222
Counterfactual: An R Package for Counterfactual Analysis 0 1 1 19 0 2 3 79
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 72 2 2 3 117
Demand Analysis with Many Prices 0 0 0 95 0 0 3 131
Demand analysis with many prices 0 0 0 7 0 1 4 47
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 2 4 60 2 5 15 131
Distribution regression with sample selection and UK wage decomposition 0 1 5 36 1 5 18 48
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 0 2 1 2 4 39
Distributional conformal prediction 0 0 1 2 0 1 3 8
Distributional conformal prediction 0 0 1 43 0 1 6 137
Double machine learning for treatment and causal parameters 0 0 1 4 1 2 7 22
Double machine learning for treatment and causal parameters 0 0 5 117 4 8 28 530
Double/Debiased Machine Learning for Treatment and Causal Parameters 4 61 320 1,053 20 169 812 2,713
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 7 118 5 26 92 410
Double/de-biased machine learning using regularized Riesz representers 0 0 2 32 1 2 5 76
Double/debiased machine learning for treatment and structural parameters 0 0 1 34 2 7 22 110
Double/debiased machine learning for treatment and structural parameters 0 0 3 3 0 3 13 18
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 2 18 1 4 10 71
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 3 60 0 1 7 104
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 0 0 3 19 1 4 23 37
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 1 1 1 1 1 1 2 2
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 0 0 1 24
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 1 1 24 26 2 2 13 16
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 1 1
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 1 1 74
Exact and robust conformal inference methods for predictive machine learning with dependent data 1 1 1 70 1 2 4 71
Extremal Quantile Regression: An Overview 0 0 1 50 1 1 2 58
Extremal quantile regression 0 0 0 17 1 1 2 61
Extremal quantile regression: an overview 0 0 2 2 0 0 4 5
Extremal quantile regression: an overview 0 0 2 7 0 0 4 41
Fast Algorithms for the Quantile Regression Process 0 1 1 52 0 1 2 114
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 0 1 249
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 0 1 1 4 39 108
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 3 9 30 250 11 33 124 708
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 15 15 15 2 18 18 18
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 1 2 3 262
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 1 3
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 2 5 7
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 0 2 3
Gaussian approximation of suprema of empirical processes 0 0 1 6 0 1 3 48
Gaussian approximation of suprema of empirical processes 0 0 0 31 0 0 1 66
Gaussian approximation of suprema of empirical processes 0 0 1 5 0 0 3 39
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 1 1 0 2 7 12
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 0 0 3 97
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 1 9 2 3 13 71
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 1 60 1 1 3 104
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 1 8 0 1 3 21
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 0 0 1 46
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 3 96 1 1 11 304
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 1 2
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 2 3
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 0 0 1 51
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 0 1 39
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 2 0 3 20 32
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 1 6 63 1 3 12 119
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 0 0 1 16 0 2 6 14
Hedonic prices and quality adjusted price indices powered by AI 0 2 3 22 1 7 21 51
High Dimensional Sparse Econometric Models: An Introduction 0 0 0 13 0 1 5 53
High dimensional methods and inference on structural and treatment effects 0 0 0 1 1 3 5 10
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 2 3 112
High-Dimensional Econometrics and Regularized GMM 0 0 3 58 3 8 18 167
High-Dimensional Metrics in R 0 0 0 28 0 0 2 37
High-dimensional Data Bootstrap 1 2 2 38 1 2 3 24
High-dimensional econometrics and regularized GMM 0 0 0 13 1 2 9 84
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 2 5 7
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 1 71 0 1 6 190
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 0 3 10 0 0 4 10
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 0 0 149
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 0 1 4 388
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 0 2 4 71
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 2 3 175
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 31 0 0 3 117
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 0 1 323
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 0 0 1
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 0 7
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 0 1 53
Implementing intersection bounds in Stata 0 0 0 24 0 0 0 113
Implementing intersection bounds in Stata 0 0 0 0 0 1 2 5
Implementing intersection bounds in Stata 0 0 0 7 0 0 0 64
Implementing intersection bounds in Stata 0 0 0 0 0 0 0 2
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 0 1 6 93
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 0 0 16
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 0 0 0 4 1 2 2 20
Improving estimates of monotone functions by rearrangement 0 0 0 58 0 0 1 227
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 0 0 314
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 0 2
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 0 1 3
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 1 1 1 47
Inference for High-Dimensional Sparse Econometric Models 1 1 3 13 2 4 13 79
Inference for Low-Rank Models 0 0 5 46 1 1 9 65
Inference for best linear approximations to set identified functions 0 0 0 20 0 0 0 108
Inference for best linear approximations to set identified functions 0 0 0 0 0 0 0 2
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 0 1 3 88
Inference for heterogeneous effects using low-rank estimations 0 0 1 17 1 3 8 51
Inference for high-dimensional sparse econometric models 0 0 0 56 0 0 4 187
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 1 6 46
Inference in high dimensional panel models with an application to gun control 0 0 0 0 1 1 3 4
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 0 2 86
Inference on Counterfactual Distributions 0 1 3 23 0 2 7 143
Inference on Sets in Finance 0 0 0 13 1 1 4 40
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 1 5 9 4 8 20 76
Inference on average treatment effects in aggregate panel data settings 0 0 2 40 0 0 3 162
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 0 2 2 25
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 1 1 3 45
Inference on counterfactual distributions 0 0 0 1 1 3 3 4
Inference on counterfactual distributions 0 0 0 893 0 0 3 1,919
Inference on counterfactual distributions 0 0 0 434 0 0 1 937
Inference on counterfactual distributions 0 0 0 0 0 0 0 1
Inference on counterfactual distributions 0 0 0 113 0 1 3 351
Inference on counterfactual distributions 0 0 0 0 0 1 1 3
Inference on sets in finance 0 0 0 70 0 0 3 168
Inference on sets in finance 0 0 0 0 0 0 0 2
Inference on sets in finance 0 0 0 0 0 0 0 1
Inference on sets in finance 0 0 0 3 0 0 0 51
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 46 1 2 9 138
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 1 3
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 1 0 0 3 8
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 0 1 101
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 1 2 2 15
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 1 1 3
Instrumental Variable Quantile Regression 0 0 3 56 0 2 10 64
Intersection Bounds: estimation and inference 0 0 1 88 1 1 4 329
Intersection Bounds: estimation and inference 0 0 1 1 0 0 2 5
Intersection bounds: estimation and inference 0 0 0 17 0 0 1 96
Intersection bounds: estimation and inference 0 0 0 0 0 0 1 3
Intersection bounds: estimation and inference 0 0 0 36 0 1 2 126
Intersection bounds: estimation and inference 0 0 0 0 0 0 1 3
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 0 0 0 121
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 0 0 270
LASSO Methods for Gaussian Instrumental Variables Models 0 0 0 10 0 1 1 48
LASSO-Driven Inference in Time and Space 0 0 0 4 0 1 1 20
LASSO-Driven Inference in Time and Space 0 0 0 1 0 0 0 23
LASSO-Driven Inference in Time and Space 0 0 1 37 0 0 4 97
LASSO-Driven Inference in Time and Space 1 3 3 40 1 3 5 84
LASSO-driven inference in time and space 0 0 0 5 0 0 1 34
Learning and Disagreement in an Uncertain World 0 0 0 102 1 2 6 387
Learning and Disagreement in an Uncertain World 0 0 1 120 2 4 11 522
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 1 2 173
Local Identification of Nonparametric and Semiparametric Models 0 0 1 13 0 1 4 136
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 2 3
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 0 80
Local identification of nonparametric and semiparametric models 0 0 0 0 0 1 2 3
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 14 137
Locally Robust Semiparametric Estimation 0 0 3 26 0 1 6 187
Locally robust semiparametric estimation 0 0 1 18 0 2 6 93
Locally robust semiparametric estimation 0 0 0 0 0 1 2 5
Locally robust semiparametric estimation 0 0 0 32 0 2 4 167
Long Story Short: Omitted Variable Bias in Causal Machine Learning 1 2 11 188 2 5 30 126
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 3 32 0 3 14 157
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 125 1 1 4 73
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 0 0 39
Minimax Semiparametric Learning With Approximate Sparsity 1 1 1 13 2 3 6 28
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 0 105
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 1 1 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 0 2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 0 0 41
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 1 1 4
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 0 0 52
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 2 4
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 1 1 3
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 0 0 76
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 0 0 52
Network and Panel Quantile Effects Via Distribution Regression 0 0 1 5 0 0 1 12
Network and Panel Quantile Effects Via Distribution Regression 0 0 1 50 0 1 4 98
Network and panel quantile effects via distribution regression 0 0 0 11 0 1 2 30
Network and panel quantile effects via distribution regression 0 0 1 2 0 1 3 23
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 0 0 12
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 0 0 169
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 0 1
Nonparametric identification in panels using quantiles 0 0 0 23 0 0 1 39
Nonparametric identification in panels using quantiles 0 0 0 0 0 0 0 1
Nonparametric identification in panels using quantiles 0 0 0 12 0 1 1 59
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 0 0 23
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 0 1 2 3
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 0 0 24
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 0 1 2 67
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 0 1 3
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 0 2 2 80
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 0 2 113 2 7 24 647
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 3 3 10 680
Philip G. Wright, directed acyclic graphs, and instrumental variables 7 116 116 116 6 274 274 274
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 0 0 4 52
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 0 1 2
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 0 1 2 78
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 38 0 1 1 111
Policy Learning with Confidence 0 0 0 0 0 0 0 0
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 2 17 0 1 3 47
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 4 0 1 3 35
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 0 1 165
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 1 3 5
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 2 10 152
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 0 0 0 5
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 0 1 1 2
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 1 1 2 28
Program Evaluation and Causal Inference with High-Dimensional Data 1 1 1 13 2 2 9 74
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 2 5 11
Program evaluation and causal inference with high-dimensional data 0 0 0 27 1 1 2 121
Program evaluation with high-dimensional data 0 0 0 0 1 1 2 2
Program evaluation with high-dimensional data 0 0 0 0 0 1 4 6
Program evaluation with high-dimensional data 0 0 0 5 1 1 2 79
Program evaluation with high-dimensional data 0 0 0 0 0 1 1 9
Program evaluation with high-dimensional data 0 0 0 75 0 0 0 200
Program evaluation with high-dimensional data 0 0 0 16 1 1 2 121
Program evaluation with high-dimensional data 0 0 0 0 0 1 3 5
Program evaluation with high-dimensional data 0 0 0 11 1 2 3 90
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 0 1 2 339
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 2 49 0 1 6 96
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 1 2 3 45
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 0 2 3 49
Quantile Models with Endogeneity 0 0 1 4 0 0 2 56
Quantile Regression under Misspecification 0 0 0 2 0 0 4 452
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 3 287 0 1 8 945
Quantile Regression with Censoring and Endogeneity 0 0 2 58 0 0 2 188
Quantile Regression with Censoring and Endogeneity 0 0 1 112 0 0 2 364
Quantile Regression with Censoring and Endogeneity 0 1 1 5 1 2 2 109
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 0 0 99
Quantile and Probability Curves Without Crossing 0 0 0 3 1 1 1 30
Quantile and Probability Curves without Crossing 0 0 0 18 0 2 5 141
Quantile and Probability Curves without Crossing 0 0 0 2 0 0 0 47
Quantile and average effects in nonseparable panel models 0 0 0 43 0 0 1 113
Quantile and probability curves without crossing 0 0 0 68 0 0 1 272
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 0 1 4 13
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 1 3 3 38
Quantile models with endogeneity 0 0 1 90 0 1 2 242
Quantile models with endogeneity 0 0 0 0 0 0 0 1
Quantile regression with censoring and endogeneity 0 0 0 40 1 1 4 139
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 1 1 3 131
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 2 3 0 2 9 19
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 0 0 15
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 0 1
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 1 4
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 0 0 0 331
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 2 37 0 0 3 60
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 1 34 1 3 5 45
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 0 0 0 102
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 0 1 3
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 0 24
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 2 2 15
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 0 59
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 0 0 90
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 0 35
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 1 1 2
Set identification with Tobin regressors 0 0 1 64 0 0 1 178
Shape-Enforcing Operators for Point and Interval Estimators 0 0 0 30 1 1 4 71
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 0 23
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 2 3 25
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 0 0 0 0 1
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 0 93 0 3 8 214
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 0 2 42
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 0 24
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 0 1 17
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 1 9 0 0 3 44
SortedEffects: Sorted Causal Effects in R 0 0 0 5 1 1 2 30
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 18 0 0 8 77
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 0 4 158
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 0 1 26
Subvector inference in PI models with many moment inequalities 0 0 0 20 1 3 5 17
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 2 0 0 4 22
Testing Many Moment Inequalities 0 0 0 0 0 0 0 0
Testing Many Moment Inequalities 0 1 1 13 0 1 2 79
Testing many moment inequalities 0 1 1 2 0 1 2 3
Testing many moment inequalities 0 0 0 15 0 0 0 38
Testing many moment inequalities 0 0 0 0 0 0 0 0
Testing many moment inequalities 0 0 1 35 0 0 2 89
The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis 0 0 0 3 0 0 0 16
The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis 0 0 0 4 0 0 0 27
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 18 188 1 4 44 385
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 1 15 1 2 7 64
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 0 0 0 3 7
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 1 2 79
Toward personalized inference on individual treatment effects 0 0 3 3 0 0 3 3
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 0 0 39
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 12 0 1 3 54
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 0 0 0 27
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 0 0 15
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 0 0 44
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 0 0 2 3
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 0 0 1 3
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 0 0 0 74
Uniform post selection inference for LAD regression models 0 0 0 31 0 0 1 96
Uniform post selection inference for LAD regression models 0 0 0 0 0 0 0 2
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 1 3 13 0 1 6 61
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 0 0 2 25
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 1 22 0 0 2 48
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 2 4 5
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 44
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 1 2 3 4
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 1 2 57
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 0 1 36
Vector Quantile Regression 0 0 0 3 0 3 5 51
Vector Quantile Regression: An Optimal Transport Approach 1 1 2 26 1 1 3 86
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 0 0 3
Vector quantile regression 0 0 0 0 0 1 1 3
Vector quantile regression 0 0 0 9 0 0 0 44
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 0 0 1 16
Vector quantile regression: an optimal transport approach 0 0 0 0 0 0 0 1
Vector quantile regression: an optimal transport approach 0 0 0 21 0 0 0 52
Welfare Analysis in Dynamic Models 0 0 0 17 0 1 6 37
hdm: High-Dimensional Metrics 0 1 2 2 0 2 5 9
hdm: High-Dimensional Metrics 0 0 0 7 0 0 0 35
hdm: High-Dimensional Metrics 0 0 0 2 0 0 0 29
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 0 4 4 53
Total Working Papers 44 281 829 10,789 188 981 2,823 33,951
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 2 6 7
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 1 2 57
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 1 7 27 1 3 26 71
An IV Model of Quantile Treatment Effects 0 1 5 453 0 2 11 1,311
An MCMC approach to classical estimation 0 2 10 538 1 6 26 1,146
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 7 37 0 3 26 113
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 38 0 0 6 193
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 1 3 25 0 2 12 116
Censored quantile instrumental-variable estimation with Stata 0 1 2 12 0 1 4 60
Comment 0 0 0 0 0 0 0 5
Conditional quantile processes based on series or many regressors 0 0 4 38 1 1 12 107
Conditional value-at-risk: Aspects of modeling and estimation 0 0 1 880 1 1 4 2,138
Constrained Conditional Moment Restriction Models 0 1 1 4 0 2 10 26
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 1 5
Debiased machine learning of conditional average treatment effects and other causal functions 0 0 2 11 0 1 4 20
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 0 3 1 1 3 9
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 2 72 1 5 15 282
Double/debiased machine learning for treatment and structural parameters 3 6 22 105 11 27 92 400
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 2 0 0 3 29
Estimation and Confidence Regions for Parameter Sets in Econometric Models 2 4 6 316 2 6 11 713
Fast algorithms for the quantile regression process 0 1 1 5 0 3 8 25
Finite sample inference for quantile regression models 0 0 1 65 0 1 5 286
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 1 4 7 230
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 1 1 10 0 2 6 47
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 6 51 0 5 26 274
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 0 1 59
Implementing intersection bounds in Stata 0 1 4 42 0 2 7 161
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 2 4 138
Inference approaches for instrumental variable quantile regression 0 0 1 462 0 1 12 1,176
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 1 36 0 2 10 158
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 6 60 1 4 29 215
Inference on Causal and Structural Parameters using Many Moment Inequalities 1 1 2 11 1 3 6 77
Inference on Counterfactual Distributions 0 1 2 367 0 2 13 965
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 3 6 89 1 9 25 316
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 1 2 0 0 3 6
Inference on sets in finance 0 0 0 4 0 0 0 34
Instrumental quantile regression inference for structural and treatment effect models 0 1 9 522 0 5 30 1,093
Instrumental variable estimation of nonseparable models 0 0 0 173 0 0 1 355
Instrumental variable quantile regression: A robust inference approach 0 5 28 457 2 11 50 964
Intersection Bounds: Estimation and Inference 0 0 0 20 0 0 3 192
Introduction 0 0 0 33 0 0 1 136
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 0 0 0 294
Local Identification of Nonparametric and Semiparametric Models 0 0 0 18 0 0 1 111
Locally Robust Semiparametric Estimation 0 1 4 17 2 5 16 52
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 1 28 0 1 7 86
Network and panel quantile effects via distribution regression 0 1 4 4 1 4 10 10
Nonparametric identification in panels using quantiles 0 0 1 16 0 0 1 93
Nonseparable multinomial choice models in cross-section and panel data 0 1 1 13 0 3 4 65
Optimal Targeted Lockdowns in a Multigroup SIR Model 0 2 5 35 2 9 29 189
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 2 53 0 0 10 166
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 38 1 4 11 229
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 0 1 30
Program Evaluation and Causal Inference With High‐Dimensional Data 0 1 2 33 1 4 8 140
Quantile Models with Endogeneity 0 0 1 49 0 1 6 209
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 1 3 400 1 4 8 1,240
Quantile and Probability Curves Without Crossing 0 0 0 82 0 1 2 307
Quantile regression with censoring and endogeneity 0 1 6 89 1 4 15 398
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 0 0 1 133
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 1 2 26
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 1 1 1 74
Some new asymptotic theory for least squares series: Pointwise and uniform results 1 2 8 90 2 6 29 316
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 4 113 0 1 18 538
Square-root lasso: pivotal recovery of sparse signals via conic programming 0 0 1 22 0 1 4 130
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 2 20 235 0 7 45 600
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 5 90 2 3 20 382
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 1 1 17 0 2 4 92
The association of opening K–12 schools with the spread of COVID-19 in the United States: County-level panel data analysis 0 0 0 0 0 0 0 5
The reduced form: A simple approach to inference with weak instruments 0 0 8 235 1 2 15 550
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 0 1 2 261
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 2 0 0 5 7
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 0 0 0 8 0 0 3 44
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 1 4 1 2 3 31
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 1 5 26 0 2 14 117
Vector quantile regression and optimal transport, from theory to numerics 1 1 1 3 1 1 3 14
Vector quantile regression beyond the specified case 0 0 0 8 0 1 2 29
Total Journal Articles 8 48 227 6,979 44 191 821 20,683


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 1 14 332 4 8 53 1,758
CQIV: Stata module to perform censored quantile instrumental variables regression 7 18 37 1,821 17 44 180 7,706
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 1 8 28 195 7 27 129 1,330
Total Software Items 8 27 79 2,348 28 79 362 10,794


Statistics updated 2025-04-04