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Conditional quantile processes based on series or many regressors
Belloni, Alexandre; Chernozhukov, Victor; Četverikov, … - In: Journal of econometrics 213 (2019) 1, pp. 4-29
Persistent link: https://www.econbiz.de/10012304540
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High-dimensional linear models with many endogenous variables
Belloni, Alexandre; Hansen, Christian Bailey; Newey, … - In: Journal of econometrics 228 (2022) 1, pp. 4-26
Persistent link: https://www.econbiz.de/10013441711
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Finite sample inference for quantile regression models
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Journal of econometrics 152 (2009) 2, pp. 93-103
Persistent link: https://www.econbiz.de/10003892693
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Instrumental quantile regression inference for structural and treatment effect models
Chernozhukov, Victor; Hansen, Christian Bailey - In: Journal of econometrics 132 (2006) 2, pp. 491-525
Persistent link: https://www.econbiz.de/10003348786
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Instrumental variable quantile regression : a robust inference approach
Chernozhukov, Victor; Hansen, Christian Bailey - In: Journal of econometrics 142 (2008) 1, pp. 379-398
Persistent link: https://www.econbiz.de/10003608207
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Instrumental variable estimation of nonseparable models
Chernozhukov, Victor; Imbens, Guido; Newey, Whitney K. - In: Journal of econometrics 139 (2007) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10003516604
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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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Nonseparable multinomial choice models in cross-section and panel data
Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - In: Journal of econometrics 211 (2019) 1, pp. 104-116
Persistent link: https://www.econbiz.de/10012303601
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Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
Hansen, Christian Bailey - In: Journal of econometrics 140 (2007) 2, pp. 670-694
Persistent link: https://www.econbiz.de/10003569927
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Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Hansen, Christian Bailey - In: Journal of econometrics 141 (2007) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10003571330