Access Statistics for Victor Chernozhukov

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A Multi-Risk SIR Model with Optimally Targeted Lockdown 0 0 0 20 0 1 35 108
A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S." 0 0 1 7 0 1 13 72
A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees 0 0 1 45 1 3 14 78
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 1 9 56
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 3 13 17
A lava attack on the recovery of sums of dense and sparse signals 0 0 1 1 0 0 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 12 49
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 3 6 14
Adventures in Demand Analysis Using AI 0 0 1 9 0 1 25 54
Adversarial Estimation of Riesz Representers 0 0 1 33 1 4 34 102
Agentic Economic Modeling 0 1 37 37 3 11 100 100
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 2 3 10 1 6 18 34
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 0 0 1 63 4 9 42 228
An Introduction to Double/Debiased Machine Learning 0 0 10 47 4 15 99 134
An Introduction to Double/Debiased Machine Learning 2 4 29 29 6 11 37 37
An MCMC Approach to Classical Estimation 0 0 0 32 0 3 21 62
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 7 1 1 23 87
An exact and robust conformal inference method for counterfactual and synthetic controls 0 0 0 1 0 3 11 25
Anti-concentration and honest, adaptive confidence bands 0 0 0 5 0 1 10 24
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 5 8
Anti-concentration and honest, adaptive confidence bands 0 0 0 0 0 0 10 14
Anti-concentration and honest, adaptive confidence bands 0 0 0 1 0 0 15 47
Applied Causal Inference Powered by ML and AI 1 1 23 107 4 11 137 325
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models 0 0 0 23 0 4 20 53
Arellano-bond lasso estimator for dynamic linear panel models 0 1 1 3 4 7 60 83
Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals 0 0 3 20 1 3 21 58
Automatic Debiased Machine Learning of Causal and Structural Effects 0 0 2 74 0 1 26 168
Automatic Debiased Machine Learning via Riesz Regression 0 2 2 60 3 11 41 157
Automatic Doubly Robust Forests 0 0 0 7 0 1 10 18
Automatic debiased machine learning and sensitivity analysis for sample selection models 0 0 4 4 1 2 22 22
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 4 16 51
Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap 0 0 0 32 0 2 11 137
Best linear approximations to set identified functions: with an application to the gender wage gap 0 0 0 1 1 2 24 79
Best linear approximations to set identified functions: with an application to the gender wage gap 0 1 1 1 0 2 9 14
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 2 15 0 1 8 18
Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility 0 0 0 7 2 3 12 20
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S 0 0 0 14 0 0 7 68
Causal impact of masks, policies, behavior on early COVID-19 pandemic in the U.S 0 0 0 0 0 2 12 32
Censored Quantile Instrumental Variable Estimation via Control Functions 0 0 0 40 0 0 11 189
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 11 0 0 4 62
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 7 0 0 6 70
Censored Quantile Instrumental Variable Estimation with Stata 0 0 0 14 0 1 16 118
Central limit theorems and bootstrap in high dimensions 0 0 0 4 0 0 6 47
Central limit theorems and bootstrap in high dimensions 0 0 1 2 0 1 18 26
Central limit theorems and bootstrap in high dimensions 0 0 0 22 0 2 15 80
Central limit theorems and bootstrap in high dimensions 0 0 0 0 1 2 17 21
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 0 39 0 0 10 97
Central limit theorems and multiplier bootstrap when p is much larger than n 0 0 1 6 1 1 11 24
Closing the U.S. gender wage gap requires understanding its heterogeneity 0 0 0 69 0 0 5 143
Comment on "Sequential validation of treatment heterogeneity" and "Comment on generic machine learning inference on heterogeneous treatment effects in randomized experiments" 0 0 0 7 1 2 18 52
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 1 6 18
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 1 0 1 9 35
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 0 1 2 16 26
Comparison and anti-concentration bounds for maxima of Gaussian random vectors 0 0 0 3 0 0 13 60
Conditional Influence Functions 0 0 1 9 1 2 24 33
Conditional Quantile Processes based on Series or Many Regressors 0 0 0 7 0 1 21 105
Conditional Rank-Rank Regression 0 0 1 2 0 0 15 23
Conditional Rank-Rank Regression 0 0 0 7 0 2 20 43
Conditional quantile processes based on series or many regressors 0 0 0 49 0 1 44 158
Conditional quantile processes based on series or many regressors 0 0 0 15 0 2 8 61
Conditional quantile processes based on series or many regressors 0 0 0 4 0 1 13 21
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 28 1 2 11 46
Confidence bands for coefficients in high dimensional linear models with error-in-variables 0 0 0 0 1 1 9 16
Constrained conditional moment restriction models 0 0 0 25 2 2 21 113
Constrained conditional moment restriction models 0 0 0 1 1 1 53 56
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 1 3
Correction to: Vector Quantile Regression and Optimal Transport, from Theory to Numerics 0 0 0 0 0 0 4 5
Counterfactual analysis in R: a vignette 0 0 0 0 0 0 15 28
Counterfactual analysis in R: a vignette 0 0 0 53 0 0 14 237
Counterfactual: An R Package for Counterfactual Analysis 0 0 0 19 0 1 9 90
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers 0 0 0 73 1 2 21 142
Debiasing and $t$-tests for synthetic control inference on average causal effects 1 4 38 126 4 14 102 382
Demand Analysis with Many Prices 0 0 4 99 1 5 24 158
Demand analysis with many prices 0 0 0 8 1 1 15 66
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK 0 0 1 63 0 1 11 147
Distribution regression with sample selection and UK wage decomposition 0 0 5 44 1 4 35 96
Distribution regression with sample selection, with an application to wage decompositions in the UK 0 0 1 4 0 0 15 57
Distributional conformal prediction 0 0 0 44 0 2 19 160
Distributional conformal prediction 0 0 4 6 2 3 28 42
Double machine learning for treatment and causal parameters 0 0 1 119 1 4 25 557
Double machine learning for treatment and causal parameters 1 1 4 9 2 6 65 97
Double/Debiased Machine Learning for Treatment and Causal Parameters 4 12 80 1,158 11 69 371 3,181
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 5 125 1 7 66 501
Double/de-biased machine learning using regularized Riesz representers 0 1 2 34 0 1 16 94
Double/debiased machine learning for treatment and structural parameters 0 0 6 44 2 3 47 176
Double/debiased machine learning for treatment and structural parameters 0 1 3 9 3 11 66 93
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python 0 0 0 18 0 2 30 105
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R 0 0 0 60 0 3 23 129
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data 1 1 5 25 3 6 30 78
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 0 7 0 0 18 43
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 2 0 2 7 9
Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments 0 0 1 27 0 1 9 26
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 10 85
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 1 8 9
Exact and robust conformal inference methods for predictive machine learning with dependent data 0 0 1 71 1 2 19 94
Extremal Quantile Regression: An Overview 0 0 0 51 0 0 22 82
Extremal quantile regression 0 0 0 17 0 0 28 91
Extremal quantile regression: an overview 0 0 0 7 0 0 16 61
Extremal quantile regression: an overview 0 1 1 3 1 2 14 19
Fast Algorithms for the Quantile Regression Process 0 0 0 52 0 0 7 122
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 2 11 261
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 0 1 0 3 21 145
Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 1 4 255 2 5 48 823
Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 0 1 5 25 0 5 22 51
Fragility of Asymptotic Agreement under Bayesian Learning 0 0 0 88 0 0 10 272
Gaussian approximation of suprema of empirical processes 0 0 0 0 1 1 12 15
Gaussian approximation of suprema of empirical processes 0 0 0 5 1 1 16 55
Gaussian approximation of suprema of empirical processes 0 0 0 6 0 0 11 61
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 1 5 12
Gaussian approximation of suprema of empirical processes 0 0 0 0 0 3 14 17
Gaussian approximation of suprema of empirical processes 0 0 1 32 1 1 6 73
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 13 1 1 14 112
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 1 2 3 14 28
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors 0 0 0 11 0 2 22 97
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 8 0 1 9 59
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 60 3 4 20 124
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 1 9 0 0 16 37
Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India 0 0 3 99 1 3 29 340
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 5 1 1 10 63
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 2 11 15
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 4 0 2 6 45
Generic inference on quantile and quantile effect functions for discrete outcomes 0 0 0 0 0 0 7 10
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 3 2 4 26 67
Generic machine learning inference on heterogenous treatment effects in randomized experiments 0 0 0 63 1 6 30 159
Hedonic Prices and Quality Adjusted Price Indices Powered by AI 1 2 4 23 1 6 16 39
Hedonic prices and quality adjusted price indices powered by AI 0 0 0 26 1 5 29 96
High Dimensional Sparse Econometric Models: An Introduction 0 0 1 15 0 2 16 72
High dimensional methods and inference on structural and treatment effects 0 0 0 1 1 3 52 63
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 3 34 148
High-Dimensional Econometrics and Regularized GMM 1 1 2 61 2 2 24 200
High-Dimensional Metrics in R 0 0 1 29 0 2 14 53
High-dimensional Data Bootstrap 0 0 0 39 0 1 20 49
High-dimensional econometrics and regularized GMM 0 0 2 15 0 1 24 110
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 71 0 0 9 202
Honest confidence regions for a regression parameter in logistic regression with a large number of controls 0 0 0 0 1 2 13 25
Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study 0 0 2 14 2 5 24 42
IMPROVING ESTIMATES OF MONOTONE FUNCTIONS BY REARRANGEMENT 0 0 0 39 0 0 8 158
INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS 0 0 0 108 0 0 10 399
Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game 0 0 0 47 0 1 14 88
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 1 12 191
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 0 12 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 1 2 9 334
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 7 14
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 1 9 10
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 1 7 60
Implementing intersection bounds in Stata 0 0 0 0 0 0 12 18
Implementing intersection bounds in Stata 0 0 0 7 0 3 14 79
Implementing intersection bounds in Stata 0 0 0 24 0 1 14 130
Implementing intersection bounds in Stata 0 0 0 1 0 0 7 10
Improved Central Limit Theorem and bootstrap approximations in high dimensions 0 0 0 26 1 3 17 111
Improving Estimates of Monotone Functions by Rearrangement 0 0 0 1 0 2 12 30
Improving Point and Interval Estimates of Monotone Functions by Rearrangement 1 1 1 5 1 1 14 35
Improving estimates of monotone functions by rearrangement 0 0 0 58 1 1 17 244
Improving point and interval estimates of monotone functions by rearrangement 0 0 0 65 0 0 12 326
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 2 23 27
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 0 0 1 6 8
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 5 1 2 16 63
Inference for High-Dimensional Sparse Econometric Models 0 0 1 15 0 3 18 105
Inference for Low-Rank Models 0 0 1 49 0 2 11 83
Inference for best linear approximations to set identified functions 0 0 0 20 0 1 12 121
Inference for best linear approximations to set identified functions 0 0 0 0 0 0 11 13
Inference for extremal conditional quantile models, with an application to market and birthweight risks 0 0 0 20 0 2 10 101
Inference for heterogeneous effects using low-rank estimations 0 0 1 19 0 1 14 71
Inference for high-dimensional sparse econometric models 0 0 1 57 2 3 11 199
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 1 15 62
Inference in high dimensional panel models with an application to gun control 0 0 1 26 0 0 10 98
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 13 19
Inference on Counterfactual Distributions 0 0 2 25 1 2 29 177
Inference on Sets in Finance 0 0 0 13 0 1 6 46
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 1 13 0 4 34 121
Inference on average treatment effects in aggregate panel data settings 0 0 0 40 0 0 13 177
Inference on causal and structural parameters using many moment inequalities 0 0 0 15 0 1 15 64
Inference on causal and structural parameters using many moment inequalities 0 0 0 14 1 2 13 39
Inference on counterfactual distributions 0 0 0 113 1 1 10 361
Inference on counterfactual distributions 0 0 0 0 2 2 14 16
Inference on counterfactual distributions 0 0 0 434 0 1 18 958
Inference on counterfactual distributions 0 0 1 2 0 1 25 30
Inference on counterfactual distributions 0 0 0 893 0 2 14 1,936
Inference on counterfactual distributions 0 0 0 0 0 1 12 16
Inference on sets in finance 0 0 0 3 0 1 14 65
Inference on sets in finance 0 0 0 0 0 0 7 11
Inference on sets in finance 0 0 0 70 0 1 7 176
Inference on sets in finance 0 0 0 0 0 0 7 8
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 4 0 0 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 47 0 3 17 155
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 15 1 3 21 123
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 2 6 45 51
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework 0 0 0 12 1 4 10 25
Insights from optimal pandemic shielding in a multi-group SEIR framework 0 0 0 0 0 0 10 14
Instrumental Variable Quantile Regression 0 0 1 57 1 6 25 91
Intersection Bounds: estimation and inference 0 0 0 88 0 0 20 350
Intersection Bounds: estimation and inference 0 0 0 1 1 2 19 26
Intersection bounds: estimation and inference 0 0 0 0 0 2 17 20
Intersection bounds: estimation and inference 0 0 0 36 0 1 18 145
Intersection bounds: estimation and inference 0 0 0 17 1 2 23 122
Intersection bounds: estimation and inference 0 0 0 0 1 2 15 21
L1-Penalized Quantile Regression in High-Dimensional Sparse Models 0 0 0 34 2 4 21 144
L1-Penalized quantile regression in high-dimensional sparse models 0 0 0 73 0 0 11 282
LASSO Methods for Gaussian Instrumental Variables Models 1 1 3 15 1 2 25 76
LASSO-Driven Inference in Time and Space 0 0 1 41 0 1 11 97
LASSO-Driven Inference in Time and Space 0 0 0 1 0 1 8 31
LASSO-Driven Inference in Time and Space 0 0 0 4 0 1 10 30
LASSO-Driven Inference in Time and Space 0 0 1 38 0 2 13 111
LASSO-driven inference in time and space 0 0 0 5 0 1 6 40
Learning and Disagreement in an Uncertain World 0 0 3 105 0 1 22 412
Learning and Disagreement in an Uncertain World 0 0 0 120 0 2 24 548
Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data 1 1 1 1 2 3 3 3
Local Identification of Nonparametric and Semiparametric Models 0 0 0 49 0 1 20 193
Local Identification of Nonparametric and Semiparametric Models 0 0 0 13 0 1 16 152
Local identification of nonparametric and semiparametric models 0 0 0 16 0 0 41 121
Local identification of nonparametric and semiparametric models 0 0 0 0 1 1 10 13
Local identification of nonparametric and semiparametric models 0 0 0 0 0 0 7 10
Local identification of nonparametric and semiparametric models 0 0 0 31 1 2 11 148
Locally Robust Semiparametric Estimation 0 0 0 27 0 1 24 214
Locally robust semiparametric estimation 0 0 0 18 0 0 12 106
Locally robust semiparametric estimation 0 0 0 0 0 0 20 26
Locally robust semiparametric estimation 0 0 0 32 0 4 9 176
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 35 4 4 39 203
Long Story Short: Omitted Variable Bias in Causal Machine Learning 0 0 1 194 0 2 26 166
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth 0 0 0 127 0 1 10 86
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 41 0 1 8 48
Minimax Semiparametric Learning With Approximate Sparsity 0 0 0 13 0 5 19 47
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 8 114
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 2 0 0 15 19
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 2 3 12 54
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 12 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 0 13 20
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 1 10 63
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 10 15
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 1 8 85
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 1 0 0 11 16
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 2 7 61
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 50 0 3 18 116
Network and Panel Quantile Effects Via Distribution Regression 0 0 0 5 0 1 11 25
Network and panel quantile effects via distribution regression 0 0 0 11 0 0 10 41
Network and panel quantile effects via distribution regression 0 0 0 2 0 2 9 33
Nonparametric Identification in Panels using Quantiles 0 0 0 1 0 1 10 23
Nonparametric Instrumental Variable Estimators of Structural Quantile Effects 0 0 0 60 0 1 15 185
Nonparametric identification in panels using quantiles 0 0 0 23 0 2 10 50
Nonparametric identification in panels using quantiles 0 0 0 0 0 1 9 11
Nonparametric identification in panels using quantiles 0 0 0 0 1 2 12 13
Nonparametric identification in panels using quantiles 0 0 0 12 0 2 12 71
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data 0 0 0 44 0 0 10 33
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 0 2 2 13 16
Nonseparable multinomial choice models in cross-section and panel data 0 0 0 15 0 2 38 62
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 18 0 1 13 81
On the asymptotic theory for least squares series: pointwise and uniform results 0 0 0 0 0 0 11 14
On the computational complexity of MCMC-based estimators in large samples 0 0 0 20 0 0 9 89
Optimal Targeted Lockdowns in a Multi-Group SIR Model 0 1 3 116 3 8 40 691
Parameter Set Inference in a Class of Econometric Models 0 0 0 1 2 11 35 718
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 0 116 0 1 15 298
Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables 0 0 0 5 0 0 12 64
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 0 0 0 10 12
Pivotal estimation via square-root lasso in nonparametric regression 0 0 0 17 1 1 9 88
Plausible GMM: A Quasi-Bayesian Approach 0 0 16 16 1 1 20 20
Plausible GMM: A Quasi-Bayesian Approach 0 0 0 7 1 2 21 24
Plausible GMM: a quasi-bayesian approach 0 1 16 16 2 3 8 8
Plausible GMM: a quasi-bayesian approach 0 0 3 11 1 4 25 33
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models 0 0 0 39 0 1 13 127
Policy Learning with Confidence 0 0 5 8 1 5 44 56
Policy learning with confidence 0 0 1 1 2 4 24 24
Post-Selection Inference for Generalized Linear Models with Many Controls 0 0 0 17 0 0 15 63
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 1 3 11 47
Post-l1-penalized estimators in high-dimensional linear regression models 0 0 0 50 0 1 11 176
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 2 14 166
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 1 0 2 10 19
Posterior Inference in Curved Exponential Families under Increasing Dimensions 0 0 0 2 1 2 12 17
Posterior inference in curved exponential families under increasing dimensions 0 0 0 0 1 3 12 14
Posterior inference in curved exponential families under increasing dimensions 0 0 0 2 0 0 5 33
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 0 3 20 95
Program evaluation and causal inference with high-dimensional data 0 1 1 2 0 2 13 26
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 1 41 162
Program evaluation with high-dimensional data 0 0 0 5 0 0 11 90
Program evaluation with high-dimensional data 0 0 0 0 0 0 10 15
Program evaluation with high-dimensional data 0 0 0 11 0 0 12 104
Program evaluation with high-dimensional data 0 0 0 0 2 3 15 17
Program evaluation with high-dimensional data 0 0 0 75 0 2 8 209
Program evaluation with high-dimensional data 0 0 0 0 0 1 17 24
Program evaluation with high-dimensional data 0 0 0 1 0 2 14 25
Program evaluation with high-dimensional data 0 0 0 16 0 0 9 130
QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING 0 0 0 71 1 2 13 354
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 49 2 3 18 115
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management 0 0 0 3 0 0 13 58
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk 0 0 0 20 0 0 10 60
Quantile Models with Endogeneity 0 0 0 4 0 2 9 65
Quantile Regression under Misspecification 0 0 0 2 1 2 12 467
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 0 1 288 1 1 14 961
Quantile Regression with Censoring and Endogeneity 0 0 0 112 0 0 12 376
Quantile Regression with Censoring and Endogeneity 0 0 0 6 0 1 11 122
Quantile Regression with Censoring and Endogeneity 0 0 0 58 1 3 14 208
Quantile and Average Effects in Nonseparable Panel Models 0 0 0 25 0 0 9 108
Quantile and Probability Curves Without Crossing 0 0 1 4 0 2 21 52
Quantile and Probability Curves without Crossing 0 0 0 18 2 4 23 166
Quantile and Probability Curves without Crossing 0 0 0 3 0 2 56 106
Quantile and average effects in nonseparable panel models 0 0 1 44 0 1 8 121
Quantile and probability curves without crossing 0 0 0 68 0 1 15 287
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 0 0 2 17 30
Quantile graphical models: prediction and conditional independence with applications to systemic risk 0 0 0 34 0 1 11 49
Quantile models with endogeneity 0 0 0 0 0 1 43 44
Quantile models with endogeneity 0 0 0 90 1 3 18 260
Quantile regression with censoring and endogeneity 0 0 0 40 0 1 12 153
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 19 0 1 13 144
Quantreg.nonpar: an R package for performing nonparametric series quantile regression 0 0 0 3 0 0 17 36
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 0 0 6 9
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 0 1 3 7 11
Rearranging Edgeworth-Cornish-Fisher Expansions 0 0 0 2 0 0 10 27
Rearranging Edgeworth-Cornish-Fisher expansions 0 0 0 90 0 0 12 343
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models 0 0 0 37 2 3 19 80
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests 0 0 1 35 1 6 18 67
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 0 8 11
Robust inference in high-dimensional approximately sparse quantile regression models 0 0 0 19 1 1 13 115
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 1 13 37
Semi-Parametric Efficient Policy Learning with Continuous Actions 0 0 0 7 0 0 10 27
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 28 0 0 15 74
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models 0 0 0 20 0 1 8 98
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 0 0 1 12 14
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 2 0 0 15 51
Sensitivity Analysis for Causal ML: A Use Case at Booking.com 0 0 10 10 0 0 29 29
Set identification with Tobin regressors 0 0 0 64 0 0 18 196
Shape-Enforcing Operators for Point and Interval Estimators 0 0 3 34 0 2 18 92
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 1 1 15 38
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 1 12 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 1 1 3 11 14
Simultaneous inference for Best Linear Predictor of the Conditional Average Treatment Effect and other structural functions 0 0 1 94 0 1 18 233
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 1 1 11 35
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 2 15 57
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 1 2 17 35
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results 0 0 0 9 1 2 12 59
SortedEffects: Sorted Causal Effects in R 0 0 0 5 1 2 7 38
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 0 20 0 1 25 108
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 3 13 175
Subvector Inference in Partially Identified Models with Many Moment Inequalities 0 0 0 20 0 0 9 35
Subvector inference in PI models with many moment inequalities 0 0 0 20 0 0 4 22
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 3 0 2 18 41
Testing Many Moment Inequalities 0 0 0 0 0 1 12 12
Testing Many Moment Inequalities 0 0 0 13 0 0 5 84
Testing many moment inequalities 0 0 0 35 0 0 55 144
Testing many moment inequalities 0 1 1 1 0 1 11 12
Testing many moment inequalities 0 0 0 2 0 1 10 15
Testing many moment inequalities 0 0 0 15 0 0 10 49
The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis 0 0 0 3 0 1 8 24
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 3 11 39
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 0 1 190 1 1 30 425
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 0 15 0 0 15 82
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 0 14 0 2 6 86
The sorted effects method: discovering heterogeneous effects beyond their averages 0 0 1 1 0 0 13 20
Toward personalized inference on individual treatment effects 0 0 0 4 0 0 7 11
Uniform Inference in High-Dimensional Gaussian Graphical Models 0 0 0 31 0 1 10 49
Uniform Inference on High-dimensional Spatial Panel Networks 0 0 0 13 0 2 12 70
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems 0 0 0 1 1 5 12 40
Uniform inference in high-dimensional Gaussian graphical models 0 0 0 12 0 0 8 24
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 18 0 0 5 50
Uniform post selection inference for LAD regression and other Z-estimation problems 0 0 0 0 0 0 9 13
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 0 0 1 25 29
Uniform post selection inference for LAD regression and other z-estimation problems 0 0 0 4 0 2 8 82
Uniform post selection inference for LAD regression models 0 0 0 31 0 1 5 101
Uniform post selection inference for LAD regression models 0 0 0 0 1 1 10 12
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 13 3 5 22 83
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 1 17 43
Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R) 0 0 0 22 0 2 14 63
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 1 11 56
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 5 19 26
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 0 0 1 12 16
Valid post-selection inference in high-dimensional approximately sparse quantile regression models 0 0 0 17 0 1 10 68
Valid simultaneous inference in high-dimensional settings (with the HDM package for R) 0 0 0 10 0 0 7 44
Vector Quantile Regression 0 0 0 3 0 2 13 64
Vector Quantile Regression: An Optimal Transport Approach 0 0 1 27 0 0 17 106
Vector Quantile Regression: An Optimal Transport Approach 0 0 0 0 0 1 11 14
Vector quantile regression 0 0 0 9 0 0 3 47
Vector quantile regression 0 0 0 0 0 0 8 12
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 5 1 2 14 30
Vector quantile regression: an optimal transport approach 0 0 0 21 0 0 12 66
Vector quantile regression: an optimal transport approach 0 0 0 0 0 0 14 15
Welfare Analysis in Dynamic Models 0 0 0 21 0 2 9 53
hdm: High-Dimensional Metrics 0 0 2 4 1 1 24 36
hdm: High-Dimensional Metrics 0 0 0 2 0 1 11 41
hdm: High-Dimensional Metrics 0 0 2 9 0 2 13 49
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression 0 0 0 6 0 1 14 67
Total Working Papers 15 46 414 11,434 199 742 6,830 41,866
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 1 1 1 1 30 38
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 3 22 81
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls 2 2 5 37 4 9 51 133
An IV Model of Quantile Treatment Effects 0 1 4 459 2 4 28 1,351
An MCMC approach to classical estimation 0 2 4 542 1 3 52 1,208
Automatic Debiased Machine Learning of Causal and Structural Effects 0 1 2 45 0 4 35 158
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 2 19 216
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S 0 0 2 28 0 3 29 156
Censored quantile instrumental-variable estimation with Stata 0 0 0 12 0 1 14 74
Comment 0 0 0 0 0 1 10 15
Conditional quantile processes based on series or many regressors 0 2 2 41 1 6 19 128
Conditional value-at-risk: Aspects of modeling and estimation 0 1 2 882 0 2 21 2,161
Constrained Conditional Moment Restriction Models 0 0 0 4 0 4 27 59
Correction to: Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 7 12
Debiased machine learning of conditional average treatment effects and other causal functions 1 5 15 27 3 13 43 70
Debiased machine learning of global and local parameters using regularized Riesz representers 0 0 1 5 0 0 16 27
Distribution Regression with Sample Selection and UK Wage Decomposition 1 3 3 3 5 8 10 10
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 1 2 78 1 4 30 320
Double/debiased machine learning for treatment and structural parameters 1 6 40 160 15 65 401 881
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings 0 0 1 3 0 1 12 41
Estimation and Confidence Regions for Parameter Sets in Econometric Models 0 0 4 323 1 6 35 753
Fast algorithms for the quantile regression process 0 0 0 7 0 3 24 54
Finite sample inference for quantile regression models 0 0 1 66 0 1 19 307
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India 0 0 7 12 0 8 66 87
Fragility of asymptotic agreement under Bayesian learning 0 0 0 47 2 2 19 254
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes 0 0 0 10 0 3 17 64
Hedonic prices and quality adjusted price indices powered by AI 0 0 6 6 0 5 59 59
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 3 55 0 7 45 340
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 0 15 78
Implementing intersection bounds in Stata 1 1 1 44 1 3 17 181
Improving point and interval estimators of monotone functions by rearrangement 0 0 0 34 0 2 10 151
Inference approaches for instrumental variable quantile regression 0 1 1 463 0 1 13 1,193
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks 0 0 0 36 0 2 20 184
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 0 62 0 3 16 239
Inference on Causal and Structural Parameters using Many Moment Inequalities 0 0 1 13 0 1 10 99
Inference on Counterfactual Distributions 0 0 3 371 2 2 24 1,000
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 94 4 10 64 392
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence 0 0 2 4 0 4 29 36
Inference on sets in finance 0 0 0 4 0 0 11 45
Instrumental quantile regression inference for structural and treatment effect models 1 4 8 533 3 12 47 1,151
Instrumental variable estimation of nonseparable models 0 0 2 175 0 2 50 405
Instrumental variable quantile regression: A robust inference approach 1 1 10 479 1 2 28 1,013
Intersection Bounds: Estimation and Inference 0 0 0 20 1 4 25 222
Introduction 0 0 0 33 0 2 9 145
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models 0 0 0 86 0 0 13 307
Local Identification of Nonparametric and Semiparametric Models 0 0 0 19 0 0 13 125
Locally Robust Semiparametric Estimation 0 2 2 19 0 44 108 164
Mastering Panel Metrics: Causal Impact of Democracy on Growth 0 0 0 30 0 0 10 103
Network and panel quantile effects via distribution regression 0 0 0 4 0 2 14 27
Nonparametric identification in panels using quantiles 0 0 0 16 0 1 14 108
Nonseparable multinomial choice models in cross-section and panel data 0 0 1 14 0 1 10 77
Optimal Targeted Lockdowns in a Multigroup SIR Model 0 0 6 41 0 3 30 223
Philip G. Wright, directed acyclic graphs, and instrumental variables 0 0 1 3 0 0 15 17
Post-Selection Inference for Generalized Linear Models With Many Controls 0 0 3 56 0 2 30 200
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 2 40 0 0 13 245
Posterior inference in curved exponential families under increasing dimensions 0 0 0 1 0 0 10 41
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 0 34 0 1 14 158
Quantile Models with Endogeneity 0 0 0 50 0 1 24 234
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure 0 1 5 405 0 3 38 1,282
Quantile and Probability Curves Without Crossing 0 0 1 83 1 4 22 333
Quantile graphical models: Prediction and conditional independence with applications to systemic risk 0 0 0 0 0 1 9 9
Quantile regression with censoring and endogeneity 0 0 1 90 2 2 51 451
Rearranging Edgeworth–Cornish–Fisher expansions 0 0 0 31 0 4 16 151
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” 1 1 3 5 2 2 13 24
Semiparametric estimation of structural functions in nonseparable triangular models 0 0 0 1 0 1 20 51
Set identification and sensitivity analysis with Tobin regressors 0 0 0 0 0 0 13 88
Some new asymptotic theory for least squares series: Pointwise and uniform results 0 0 2 92 3 4 21 339
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 0 2 31 576
Square-root lasso: pivotal recovery of sparse signals via conic programming 1 1 1 23 1 3 14 145
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 1 10 252 0 6 47 663
The Impact of Big Data on Firm Performance: An Empirical Investigation 0 1 2 92 1 4 16 400
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages 0 0 2 20 2 3 26 121
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 11 16
The reduced form: A simple approach to inference with weak instruments 0 1 3 248 3 7 26 593
Three-Step Censored Quantile Regression and Extramarital Affairs 0 0 0 66 0 1 7 270
Uniform Inference on High-Dimensional Spatial Panel Networks 1 1 2 2 2 3 6 6
Uniform inference in high-dimensional Gaussian graphical models 0 0 1 3 0 0 8 15
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems 1 1 1 9 1 3 12 57
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models 0 0 0 5 2 4 18 53
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 27 0 6 26 145
Vector quantile regression and optimal transport, from theory to numerics 0 0 0 3 0 0 9 24
Vector quantile regression beyond the specified case 0 0 0 8 0 0 8 38
Total Journal Articles 12 42 188 7,264 69 337 2,334 23,470
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 1 9 349 3 9 34 1,820
CQIV: Stata module to perform censored quantile instrumental variables regression 0 2 8 1,833 3 10 68 7,836
QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference 2 3 6 209 6 10 68 1,451
Total Software Items 2 6 23 2,391 12 29 170 11,107

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