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Lasso for instrumental variable selection : a replication study
Spindler, Martin - In: Journal of applied econometrics 31 (2016) 2, pp. 450-454
Persistent link: https://www.econbiz.de/10011644350
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Post-selection and post-regularization inference in linear models with many controls and instruments
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: The American economic review 105 (2015) 5, pp. 486-490
Persistent link: https://www.econbiz.de/10011699331
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Fisher-Schultz Lecture : Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data
Chernozhukov, Victor; Deaner, Ben; Gao, Ying; Hausman, … - National Bureau of Economic Research - 2025
This paper develops linear estimators for structural and causal parameters in nonparametric,nonseparable models using panel data. These models incorporate unobserved, time-varying, individual heterogeneity, which may be correlated with the regressors. Estimation is based on an approximation of...
Persistent link: https://www.econbiz.de/10015194971
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Fast algorithms for the quantile regression process
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10012819429
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Quantile regression with censoring and endogeneity
Chernozhukov, Victor; Fernández-Val, Iván; Kowalski, … - 2011
Persistent link: https://www.econbiz.de/10009009562
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Nonparametric identification in panels using quantiles
Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, … - In: Journal of econometrics 188 (2015) 2, pp. 378-392
Persistent link: https://www.econbiz.de/10011503077
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Fragility of asymptotic agreement under Bayesian learning
Acemoglu, Daron; Chernozhukov, Victor; Yildiz, Muhamet - In: Theoretical economics : TE ; journal of the Econometric … 11 (2016) 1, pp. 187-225
Persistent link: https://www.econbiz.de/10011485724
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Identification and efficient semiparametric estimation of a dynamic discrete game
Bajari, Patrick L.; Chernozhukov, Victor; Hong, Han; … - 2015
Persistent link: https://www.econbiz.de/10011280798
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Inference in high-dimensional panel models with an application to gun control
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 590-605
Persistent link: https://www.econbiz.de/10011692431
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Post-selection inference for generalized linear models with many controls
Belloni, Alexandre; Chernozhukov, Victor; Wei, Ying - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 606-619
Persistent link: https://www.econbiz.de/10011692433