Victor Chernozhukov

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Christian B HansenProfessor of Econometrics and Statistics, University of Chicago, Booth School of BusinessE-mail confirmado em chicagobooth.edu
Alexandre BelloniDuke UniversityE-mail confirmado em duke.edu
Ivan Fernandez-ValProfessor of Economics, Boston UniversityE-mail confirmado em bu.edu
Whitney NeweyProfessor of Economics, MITE-mail confirmado em mit.edu
Denis ChetverikovProfessor, Department of Economics, UCLAE-mail confirmado em econ.ucla.edu
Kengo KatoDepartment of Statistics and Data Science, Cornell UniversityE-mail confirmado em cornell.edu
Mert DemirerDepartment of Economics, Massachusetts Institute of TechnologyE-mail confirmado em mit.edu
Han HongStanford UniversityE-mail confirmado em stanford.edu
Esther DufloEconomics, MITE-mail confirmado em mit.edu
Alfred GalichonNew York UniversityE-mail confirmado em nyu.edu
Martin SpindlerUniversity of Hamburg & Economic AIE-mail confirmado em uni-hamburg.de
James M. Robinsprofessor of epidemiology and biostatistics harvard school of public healthE-mail confirmado em hsph.harvard.edu
Blaise MellyProfessor of Economics, Bern UniversityE-mail confirmado em unibe.ch
Yinchu ZhuAssistant Professor of Economics, Brandeis UniversityE-mail confirmado em brandeis.edu
Daron AcemogluEconomics, MITE-mail confirmado em MIT.edu
Vira SemenovaUniversity of California, BerkeleyE-mail confirmado em fas.harvard.edu
Kaspar WüthrichUniversity of California, San DiegoE-mail confirmado em ucsd.edu
Paul SchrimpfAssociate Professor of Economics, The University of British ColumbiaE-mail confirmado em mail.ubc.ca
Vasilis SyrgkanisAssistant Professor, Stanford UniversityE-mail confirmado em stanford.edu
Hiroyuki KasaharaUniversity of British ColumbiaE-mail confirmado em mail.ubc.ca

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Victor Chernozhukov

Professor, Department of Economics + Center for Statistics and Data Science, MIT;

E-mail confirmado em mit.edu - Página inicial

Econometrics Mathematical Statistics Machine Learning


Título Ordenar por citações Ordenar por ano Ordenar por título	Citado por Citado por	Ano
Double/De-Biased Machine Learning for Treatment and Causal Parameters V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ... Econometrics Journal; 2018; arXiv preprint arXiv:1608.00060, 2016	3269*	2016
Inference on treatment effects after selection amongst high-dimensional controls A Belloni, V Chernozhukov, C Hansen The Review of Economic Studies 2013; ArXiv 2011, 2011	1951	2011
Inference on counterfactual distributions V Chernozhukov, I Fernandez-Val, B Melly Econometrica, 2013 (ArXiv 2009) 81 (6), 2205–2268, 2009	1378*	2009
Optimal Targeted Lockdowns in a Multi-Group SIR Model D Acemoglu, V Chernozhukov, I Werning, MD Whinston American Economic Review: Insights, 2021	1294*	2021
An IV model of quantile treatment effects V Chernozhukov, C Hansen Econometrica, 245-261, 2005	1292	2005
Sparse models and methods for optimal instruments with an application to eminent domain A Belloni, D Chen, V Chernozhukov, C Hansen Econometrica 2012 (ArXiv 2010) 80 (6), 2369-2429, 2010	1234	2010
High-Dimensional Methods and Inference on Structural and Treatment Effects A Belloni, V Chernozhukov, C Hansen The Journal of Economic Perspectives 28 (2), 29-50, 2014	1088	2014
An MCMC approach to classical estimation V Chernozhukov, H Hong Journal of econometrics 115 (2), 293-346, 2003	1002	2003
Least squares after model selection in high-dimensional sparse models A Belloni, V Chernozhukov Bernoulli 2013 (ArXiv 2009) 19 (2), 521-547, 2013	894	2013
Estimation and confidence regions for parameter sets in econometric models V Chernozhukov, H Hong, E Tamer Econometrica 75 (5), 1243–1284, 2007	870*	2007
Square-root lasso: pivotal recovery of sparse signals via conic programming A Belloni, V Chernozhukov, L Wang Biometrika 2011 (ArXiv 2010) 98 (4), 791-806, 2011	762	2011
ℓ1-penalized quantile regression in high-dimensional sparse models A Belloni, V Chernozhukov The Annals of Statistics 2011 (Arxiv 2009) 39 (1), 82-130, 2011	748	2011
Instrumental quantile regression inference for structural and treatment effect models V Chernozhukov, C Hansen Journal of Econometrics 132 (2), 491-525, 2006	735	2006
Instrumental variable quantile regression: A robust inference approach V Chernozhukov, C Hansen Journal of Econometrics 142 (1), 379-398, 2008	715*	2008
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments V Chernozhukov, M Demirer, E Duflo, I Fernandez-Val Econometrica (to appear); arXiv preprint arXiv:1712.04802, 2024	667*	2024
Quantile and probability curves without crossing V Chernozhukov, I Fernandez-Val, A Galichon Econometrica, 1093-1125, 2010	646	2010
Double/debiased/neyman machine learning of treatment effects V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ... American Economic Review 107 (5), 261-65, 2017	611	2017
GAUSSIAN APPROXIMATIONS AND MULTIPLIER BOOTSTRAP FOR MAXIMA OF SUMS OF HIGH-DIMENSIONAL RANDOM VECTORS V Chernozhukov, D Chetverikov, K Kato Annals of Statistics, 2013 (ArXiv 2013) 41 (6), 2786-2819, 2013	603	2013
Quantile regression under misspecification, with an application to the US wage structure J Angrist, V Chernozhukov, I Fernandez-Val Econometrica 72 (2), 539–563, 2007	591	2007
Intersection bounds: estimation and inference V Chernozhukov, S Lee, AM Rosen Econometrica 81, 667-736, 2013	565	2013

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