Victor Chernozhukov

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Christian B HansenProfessor of Econometrics and Statistics, University of Chicago, Booth School of BusinessVerified email at chicagobooth.edu
Alexandre BelloniDuke UniversityVerified email at duke.edu
Ivan Fernandez-ValProfessor of Economics, Boston UniversityVerified email at bu.edu
Whitney NeweyProfessor of Economics, MITVerified email at mit.edu
Denis ChetverikovProfessor, Department of Economics, UCLAVerified email at econ.ucla.edu
Kengo KatoDepartment of Statistics and Data Science, Cornell UniversityVerified email at cornell.edu
Han HongStanford UniversityVerified email at stanford.edu
Mert DemirerDepartment of Economics, Massachusetts Institute of TechnologyVerified email at mit.edu
Alfred GalichonNew York UniversityVerified email at nyu.edu
Esther DufloEconomics, MITVerified email at mit.edu
James M. Robinsprofessor of epidemiology and biostatistics harvard school of public healthVerified email at hsph.harvard.edu
Blaise MellyProfessor of Economics, Bern UniversityVerified email at vwi.unibe.ch
Martin SpindlerUniversity of Hamburg & Economic AIVerified email at uni-hamburg.de
Daron AcemogluEconomics, MITVerified email at MIT.edu
Vira SemenovaUniversity of California, BerkeleyVerified email at fas.harvard.edu
Yinchu ZhuAssistant Professor of Economics, Brandeis UniversityVerified email at brandeis.edu
Paul SchrimpfAssociate Professor of Economics, The University of British ColumbiaVerified email at mail.ubc.ca
Kaspar WüthrichUniversity of California, San DiegoVerified email at ucsd.edu
Sokbae (Simon) LeeDepartment of Economics, Columbia UniversityVerified email at columbia.edu
Hiroyuki KasaharaUniversity of British ColumbiaVerified email at mail.ubc.ca

Victor Chernozhukov

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

Verified email at mit.edu - Homepage

Econometrics Mathematical Statistics Machine Learning


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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	1902*	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	1499	2011
Inference on counterfactual distributions V Chernozhukov, I Fernandez-Val, B Melly Econometrica, 2013 (ArXiv 2009) 81 (6), 2205–2268, 2009	1186*	2009
An IV model of quantile treatment effects V Chernozhukov, C Hansen Econometrica, 245-261, 2005	1155	2005
Optimal Targeted Lockdowns in a Multi-Group SIR Model D Acemoglu, V Chernozhukov, I Werning, MD Whinston American Economic Review: Insights, 2021	1096*	2021
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	1007	2010
An MCMC approach to classical estimation V Chernozhukov, H Hong Journal of econometrics 115 (2), 293-346, 2003	901	2003
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	851	2014
Estimation and confidence regions for parameter sets in econometric models V Chernozhukov, H Hong, E Tamer Econometrica 75 (5), 1243–1284, 2007	808	2007
Least squares after model selection in high-dimensional sparse models A Belloni, V Chernozhukov Bernoulli 2013 (ArXiv 2009) 19 (2), 521-547, 2013	736	2013
Instrumental quantile regression inference for structural and treatment effect models V Chernozhukov, C Hansen Journal of Econometrics 132 (2), 491-525, 2006	668	2006
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	661	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	624	2011
Instrumental variable quantile regression: A robust inference approach V Chernozhukov, C Hansen Journal of Econometrics 142 (1), 379-398, 2008	602*	2008
Quantile and probability curves without crossing V Chernozhukov, I Fernandez-Val, A Galichon Econometrica, 1093-1125, 2010	567	2010
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	536	2007
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	495	2013
Intersection bounds: estimation and inference V Chernozhukov, S Lee, AM Rosen Econometrica 81, 667-736, 2013	491	2013
Program evaluation and causal inference with high-dimensional data A Belloni, V Chernozhukov, I Fernández-Val, C Hansen Econometrica (2017); arXiv preprint arXiv:1311.2645, 2013	429*	2013
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	399	2017

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