Edit Profile (opens in new tab) Chernozhukov, Victor Co-Author Distance Author ID: chernozhukov.victor Published as: Chernozhukov, Victor; Chernozhukov, V. Documents Indexed: 71 Publications since 2002 5 Contributions as Editor Co-Authors: 68 Co-Authors with 72 Joint Publications 1,653 Co-Co-Authors all top 5 Co-Authors 1 single-authored 17 Fernández-Val, Iván 15 Belloni, Alexandre 13 Chetverikov, Denis 10 Kato, Kengo 10 Newey, Whitney Kent 6 Galichon, Alfred 4 Hong, Han 3 He, Xuming 3 Jansson, Michael 2 Carlier, Guillaume 2 Hansen, C. 2 Härdle, Wolfgang Karl 2 Koenker, Roger W. 2 Lee, Sokbae 2 Liao, Yuan 2 Luo, Ye 2 Melly, Blaise 2 Spindler, Martin 2 Wang, Lie 2 Wüthrich, Kaspar 2 Zhu, Yinchu 1 Acemoglu, Daron 1 Angrist, Joshua David 1 Bach, Philipp 1 Carrasco, Marine 1 Chen, Daniel L. 1 Chen, Xi 1 Chen, Xiaohong 1 de Paula, Áureo 1 Demirer, Mert 1 Dette, Holger 1 Duflo, Esther 1 Galvao, Antonio F. jun. 1 Gonçalves, Sílvia 1 Hahn, Jinyong 1 Hallin, Marc 1 Henry, Marc 1 Hoderlein, Stefan G. N. 1 Holzmann, Hajo 1 Horowitz, Joel L. 1 Huang, Chen 1 Imbens, Guido Wilhelmus 1 Kasahara, Hiroyuki 1 Klaassen, S. 1 Kocatulum, Emre 1 Koike, Yuta 1 Kostyshak, Scott 1 Kowalski, Amanda E. 1 Kueck, Jannis 1 Kurz, Malte S. 1 Liao, Zhipeng 1 Menzel, Konrad 1 Peng, Limin 1 Renault, Eric 1 Rigobon, Roberto 1 Ritov, Ya’acov 1 Robins, James M. 1 Rosen, Adam M. 1 Schrimpf, Paul 1 Semenova, Vira 1 Stoker, Thomas M. 1 Stouli, Sami 1 Tamer, Elie 1 Vella, Francis 1 Wang, Weining 1 Wei, Ying 1 Xiao, Zhijie 1 Yildiz, Muhamet all top 5 Serials 14 The Annals of Statistics 13 Econometrica 13 Journal of Econometrics 5 Biometrika 5 Journal of the American Statistical Association 4 The Econometrics Journal 3 The Review of Economic Studies 3 Quantitative Economics 2 Journal of Machine Learning Research (JMLR) 2 Oberwolfach Reports 1 The Annals of Probability 1 Journal of Multivariate Analysis 1 Probability Theory and Related Fields 1 Economics Letters 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Economic Theory 1 Bernoulli 1 Econometric Theory 1 Theoretical Economics 1 Sankhyā 1 Chapman & Hall/CRC Handbooks of Modern Statistical Methods all top 5 Fields 71 Statistics (62-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 4 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 69 Publications have been cited 2,485 times in 1,522 Documents Cited by ▼ Year ▼ \(\ell_1\)-penalized quantile regression in high-dimensional sparse models. Zbl 1209.62064Belloni, Alexandre; Chernozhukov, Victor 174 2011 Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors. Zbl 1292.62030Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 116 2013 Square-root lasso: pivotal recovery of sparse signals via conic programming. Zbl 1228.62083Belloni, A.; Chernozhukov, V.; Wang, L. 116 2011 An IV model of quantile treatment effects. Zbl 1152.91706Chernozhukov, Victor; Hansen, Christian 116 2005 An MCMC approach to classical estimation. Zbl 1043.62022Chernozhukov, Victor; Hong, Han 115 2003 Estimation and confidence regions for parameter sets in econometric models. Zbl 1133.91032Chernozhukov, Victor; Hong, Han; Tamer, Elie 111 2007 Inference on treatment effects after selection among high-dimensional controls. Zbl 1409.62142Belloni, Alexandre; Chernozhukov, Victor; Hansen, Christian 100 2014 Least squares after model selection in high-dimensional sparse models. Zbl 1456.62066Belloni, Alexandre; Chernozhukov, Victor 87 2013 Quantile and probability curves without crossing. Zbl 1192.62255Chernozhukov, Victor; Fernández-Val, Iván; Galichon, Alfred 80 2010 Sparse models and methods for optimal instruments with an application to eminent domain. Zbl 1274.62464Belloni, A.; Chen, Daniel L.; Chernozhukov, V.; Hansen, C. 78 2012 Double/debiased machine learning for treatment and structural parameters. Zbl 07565928Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; Duflo, Esther; Hansen, Christian; Newey, Whitney; Robins, James 71 2018 Gaussian approximation of suprema of empirical processes. Zbl 1317.60038Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 68 2014 Central limit theorems and bootstrap in high dimensions. Zbl 1377.60040Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 68 2017 Quantile regression under misspecification, with an application to th U.S. wage structure. Zbl 1145.62399Angrist, Joshua; Chernozhukov, Victor; Fernández-Val, Iván 66 2006 Intersection bounds: estimation and inference. Zbl 1274.62233Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. 63 2013 Extremal quantile regression. Zbl 1068.62063Chernozhukov, Victor 61 2005 Instrumental quantile regression inference for structural and treatment effect models. Zbl 1337.62353Chernozhukov, Victor; Hansen, Christian 61 2006 Comparison and anti-concentration bounds for maxima of Gaussian random vectors. Zbl 1319.60072Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 60 2015 Anti-concentration and honest, adaptive confidence bands. Zbl 1305.62161Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 54 2014 Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc 50 2017 Improving point and interval estimators of monotone functions by rearrangement. Zbl 1170.62025Chernozhukov, V.; Fernández-Val, I.; Galichon, A. 49 2009 Program evaluation and causal inference with high-dimensional data. Zbl 1410.62197Belloni, A.; Chernozhukov, V.; Fernández-Val, I.; Hansen, C. 48 2017 Instrumental variable quantile regression: a robust inference approach. Zbl 1418.62154Chernozhukov, Victor; Hansen, Christian 46 2008 Some new asymptotic theory for least squares series: pointwise and uniform results. Zbl 1331.62250Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 45 2015 Average and quantile effects in nonseparable panel models. Zbl 1274.62580Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong; Newey, Whitney 45 2013 Inference on counterfactual distributions. Zbl 1326.62223Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise 42 2013 Instrumental variable estimation of nonseparable models. Zbl 1418.62111Chernozhukov, Victor; Imbens, Guido W.; Newey, Whitney K. 41 2007 Three-step censored quantile regression and extramarital affairs. Zbl 1048.62112Chernozhukov, Victor; Hong, Han 41 2002 Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems. Zbl 1345.62049Belloni, A.; Chernozhukov, V.; Kato, K. 37 2015 Likelihood estimation and inference in a class of nonregular econometric models. Zbl 1091.62135Chernozhukov, Victor; Hong, Han 34 2004 Pivotal estimation via square-root lasso in nonparametric regression. Zbl 1321.62030Belloni, Alexandre; Chernozhukov, Victor; Wang, Lie 27 2014 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings. Zbl 1351.60035Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 24 2016 On the computational complexity of MCMC-based estimators in large samples. Zbl 1175.65015Belloni, Alexandre; Chernozhukov, Victor 22 2009 Vector quantile regression: an optimal transport approach. Zbl 1381.62239Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred 20 2016 Inference for extremal conditional quantile models, with an application to market and birthweight risks. Zbl 1216.62077Chernozhukov, Victor; Fernández-Val, Iván 19 2011 Subsampling inference on quantile regression processes. Zbl 1192.62128Chernozhukov, Victor; Fern’andez-Val, Iv’an 19 2005 Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework. Zbl 1407.62268Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Wei, Ying 16 2018 Valid post-selection inference in high-dimensional approximately sparse quantile regression models. Zbl 1420.62169Belloni, Alexandre; Chernozhukov, Victor; Kato, Kengo 16 2019 Local identification of nonparametric and semiparametric models. Zbl 1410.62198Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K. 15 2014 Nonparametric identification in panels using quantiles. Zbl 1337.62050Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, Stefan; Holzmann, Hajo; Newey, Whitney 14 2015 Finite sample inference for quantile regression models. Zbl 1431.62601Chernozhukov, Victor; Hansen, Christian; Jansson, Michael 14 2009 Conditional quantile processes based on series or many regressors. Zbl 1456.62067Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Fernández-Val, Iván 14 2019 Quantile regression with censoring and endogeneity. Zbl 1331.62461Chernozhukov, Victor; Fernández-Val, Iván; Kowalski, Amanda E. 13 2015 A lava attack on the recovery of sums of dense and sparse signals. Zbl 1422.62248Chernozhukov, Victor; Hansen, Christian; Liao, Yuan 12 2017 Handbook of quantile regression. Zbl 1395.62003 10 2018 Fragility of asymptotic agreement under Bayesian learning. Zbl 1395.91094Acemoglu, Daron; Chernozhukov, Victor; Yildiz, Muhamet 10 2016 Inference on causal and structural parameters using many moment inequalities. Zbl 07613855Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo; de Paula, Aureo 9 2019 Rearranging Edgeworth-Cornish-Fisher expansions. Zbl 1183.91136Chernozhukov, Victor; Fernández-Val, Iván; Galichon, Alfred 7 2010 On cross-validated Lasso in high dimensions. Zbl 1475.62209Chetverikov, Denis; Liao, Zhipeng; Chernozhukov, Victor 7 2021 Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S. Zbl 1464.62428Chernozhukov, Victor; Kasahara, Hiroyuki; Schrimpf, Paul 6 2021 An exact and robust conformal inference method for counterfactual and synthetic controls. Zbl 1506.62246Chernozhukov, Victor; Wüthrich, Kaspar; Zhu, Yinchu 6 2021 Admissible invariant similar tests for instrumental variables regression. Zbl 1278.62029Chernozhukov, Victor; Hansen, Christian; Jansson, Michael 5 2009 Debiased machine learning of conditional average treatment effects and other causal functions. Zbl 07546401Semenova, Vira; Chernozhukov, Victor 5 2021 Inference on sets in finance. Zbl 1396.91810Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad 5 2015 The sorted effects method: discovering heterogeneous effects beyond their averages. Zbl 1416.62661Chernozhukov, Victor; Fernández-val, Iván; Luo, Ye 4 2018 Lasso-driven inference in time and space. Zbl 1475.62208Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining 4 2021 Shape-enforcing operators for generic point and interval estimators of functions. Zbl 07626735Chen, Xi; Chernozhukov, Victor; Fernandez-Val, Ivan; Kostyshak, Scott; Luo, Ye 3 2021 Generic inference on quantile and quantile effect functions for discrete outcomes. Zbl 1437.62139Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise; Wüthrich, Kaspar 2 2020 Set identification and sensitivity analysis with Tobin regressors. Zbl 1205.62194Chernozhukov, Victor; Rigobon, Roberto; Stoker, Thomas M. 2 2010 Posterior inference in curved exponential families under increasing dimensions. Zbl 07563590Belloni, Alexandre; Chernozhukov, Victor 2 2014 Debiased machine learning of global and local parameters using regularized Riesz representers. Zbl 07626657Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul 2 2022 Semiparametric estimation of structural functions in nonseparable triangular models. Zbl 1466.62276Chernozhukov, Victor; Fernández-Val, Iván; Newey, Whitney; Stouli, Sami; Vella, Francis 1 2020 Nonseparable multinomial choice models in cross-section and panel data. Zbl 1452.62899Chernozhukov, Victor; Fernández-Val, Iván; Newey, Whitney K. 1 2019 Vector quantile regression beyond the specified case. Zbl 1403.62096Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred 1 2017 Automatic debiased machine learning of causal and structural effects. Zbl 07689181Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul 1 2022 Nearly optimal central limit theorem and bootstrap approximations in high dimensions. Zbl 07692321Chernozhukov, Victor; Chetverikov, Denis; Koike, Yuta 1 2023 DoubleML – an object-oriented implementation of double machine learning in Python. Zbl 07625206Bach, Philipp; Chernozhukov, Victor; Kurz, Malte S.; Spindler, Martin 1 2022 Inference approaches for instrumental variable quantile regression. Zbl 1255.62343Chernozhukov, Victor; Hansen, Christian; Jansson, Michael 1 2007 Inference for low-rank models. Zbl 07732749Chernozhukov, Victor; Hansen, Christian; Liao, Yuan; Zhu, Yinchu 1 2023 Nearly optimal central limit theorem and bootstrap approximations in high dimensions. Zbl 07692321Chernozhukov, Victor; Chetverikov, Denis; Koike, Yuta 1 2023 Inference for low-rank models. Zbl 07732749Chernozhukov, Victor; Hansen, Christian; Liao, Yuan; Zhu, Yinchu 1 2023 Debiased machine learning of global and local parameters using regularized Riesz representers. Zbl 07626657Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul 2 2022 Automatic debiased machine learning of causal and structural effects. Zbl 07689181Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul 1 2022 DoubleML – an object-oriented implementation of double machine learning in Python. Zbl 07625206Bach, Philipp; Chernozhukov, Victor; Kurz, Malte S.; Spindler, Martin 1 2022 On cross-validated Lasso in high dimensions. Zbl 1475.62209Chetverikov, Denis; Liao, Zhipeng; Chernozhukov, Victor 7 2021 Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S. Zbl 1464.62428Chernozhukov, Victor; Kasahara, Hiroyuki; Schrimpf, Paul 6 2021 An exact and robust conformal inference method for counterfactual and synthetic controls. Zbl 1506.62246Chernozhukov, Victor; Wüthrich, Kaspar; Zhu, Yinchu 6 2021 Debiased machine learning of conditional average treatment effects and other causal functions. Zbl 07546401Semenova, Vira; Chernozhukov, Victor 5 2021 Lasso-driven inference in time and space. Zbl 1475.62208Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; Wang, Weining 4 2021 Shape-enforcing operators for generic point and interval estimators of functions. Zbl 07626735Chen, Xi; Chernozhukov, Victor; Fernandez-Val, Ivan; Kostyshak, Scott; Luo, Ye 3 2021 Generic inference on quantile and quantile effect functions for discrete outcomes. Zbl 1437.62139Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise; Wüthrich, Kaspar 2 2020 Semiparametric estimation of structural functions in nonseparable triangular models. Zbl 1466.62276Chernozhukov, Victor; Fernández-Val, Iván; Newey, Whitney; Stouli, Sami; Vella, Francis 1 2020 Valid post-selection inference in high-dimensional approximately sparse quantile regression models. Zbl 1420.62169Belloni, Alexandre; Chernozhukov, Victor; Kato, Kengo 16 2019 Conditional quantile processes based on series or many regressors. Zbl 1456.62067Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Fernández-Val, Iván 14 2019 Inference on causal and structural parameters using many moment inequalities. Zbl 07613855Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo; de Paula, Aureo 9 2019 Nonseparable multinomial choice models in cross-section and panel data. Zbl 1452.62899Chernozhukov, Victor; Fernández-Val, Iván; Newey, Whitney K. 1 2019 Double/debiased machine learning for treatment and structural parameters. Zbl 07565928Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; Duflo, Esther; Hansen, Christian; Newey, Whitney; Robins, James 71 2018 Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework. Zbl 1407.62268Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Wei, Ying 16 2018 Handbook of quantile regression. Zbl 1395.62003 10 2018 The sorted effects method: discovering heterogeneous effects beyond their averages. Zbl 1416.62661Chernozhukov, Victor; Fernández-val, Iván; Luo, Ye 4 2018 Central limit theorems and bootstrap in high dimensions. Zbl 1377.60040Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 68 2017 Monge-Kantorovich depth, quantiles, ranks and signs. Zbl 1426.62163Chernozhukov, Victor; Galichon, Alfred; Hallin, Marc; Henry, Marc 50 2017 Program evaluation and causal inference with high-dimensional data. Zbl 1410.62197Belloni, A.; Chernozhukov, V.; Fernández-Val, I.; Hansen, C. 48 2017 A lava attack on the recovery of sums of dense and sparse signals. Zbl 1422.62248Chernozhukov, Victor; Hansen, Christian; Liao, Yuan 12 2017 Vector quantile regression beyond the specified case. Zbl 1403.62096Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred 1 2017 Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings. Zbl 1351.60035Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 24 2016 Vector quantile regression: an optimal transport approach. Zbl 1381.62239Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred 20 2016 Fragility of asymptotic agreement under Bayesian learning. Zbl 1395.91094Acemoglu, Daron; Chernozhukov, Victor; Yildiz, Muhamet 10 2016 Comparison and anti-concentration bounds for maxima of Gaussian random vectors. Zbl 1319.60072Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 60 2015 Some new asymptotic theory for least squares series: pointwise and uniform results. Zbl 1331.62250Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 45 2015 Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems. Zbl 1345.62049Belloni, A.; Chernozhukov, V.; Kato, K. 37 2015 Nonparametric identification in panels using quantiles. Zbl 1337.62050Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, Stefan; Holzmann, Hajo; Newey, Whitney 14 2015 Quantile regression with censoring and endogeneity. Zbl 1331.62461Chernozhukov, Victor; Fernández-Val, Iván; Kowalski, Amanda E. 13 2015 Inference on sets in finance. Zbl 1396.91810Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad 5 2015 Inference on treatment effects after selection among high-dimensional controls. Zbl 1409.62142Belloni, Alexandre; Chernozhukov, Victor; Hansen, Christian 100 2014 Gaussian approximation of suprema of empirical processes. Zbl 1317.60038Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 68 2014 Anti-concentration and honest, adaptive confidence bands. Zbl 1305.62161Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 54 2014 Pivotal estimation via square-root lasso in nonparametric regression. Zbl 1321.62030Belloni, Alexandre; Chernozhukov, Victor; Wang, Lie 27 2014 Local identification of nonparametric and semiparametric models. Zbl 1410.62198Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K. 15 2014 Posterior inference in curved exponential families under increasing dimensions. Zbl 07563590Belloni, Alexandre; Chernozhukov, Victor 2 2014 Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors. Zbl 1292.62030Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo 116 2013 Least squares after model selection in high-dimensional sparse models. Zbl 1456.62066Belloni, Alexandre; Chernozhukov, Victor 87 2013 Intersection bounds: estimation and inference. Zbl 1274.62233Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. 63 2013 Average and quantile effects in nonseparable panel models. Zbl 1274.62580Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong; Newey, Whitney 45 2013 Inference on counterfactual distributions. Zbl 1326.62223Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise 42 2013 Sparse models and methods for optimal instruments with an application to eminent domain. Zbl 1274.62464Belloni, A.; Chen, Daniel L.; Chernozhukov, V.; Hansen, C. 78 2012 \(\ell_1\)-penalized quantile regression in high-dimensional sparse models. Zbl 1209.62064Belloni, Alexandre; Chernozhukov, Victor 174 2011 Square-root lasso: pivotal recovery of sparse signals via conic programming. Zbl 1228.62083Belloni, A.; Chernozhukov, V.; Wang, L. 116 2011 Inference for extremal conditional quantile models, with an application to market and birthweight risks. Zbl 1216.62077Chernozhukov, Victor; Fernández-Val, Iván 19 2011 Quantile and probability curves without crossing. Zbl 1192.62255Chernozhukov, Victor; Fernández-Val, Iván; Galichon, Alfred 80 2010 Rearranging Edgeworth-Cornish-Fisher expansions. Zbl 1183.91136Chernozhukov, Victor; Fernández-Val, Iván; Galichon, Alfred 7 2010 Set identification and sensitivity analysis with Tobin regressors. Zbl 1205.62194Chernozhukov, Victor; Rigobon, Roberto; Stoker, Thomas M. 2 2010 Improving point and interval estimators of monotone functions by rearrangement. Zbl 1170.62025Chernozhukov, V.; Fernández-Val, I.; Galichon, A. 49 2009 On the computational complexity of MCMC-based estimators in large samples. Zbl 1175.65015Belloni, Alexandre; Chernozhukov, Victor 22 2009 Finite sample inference for quantile regression models. Zbl 1431.62601Chernozhukov, Victor; Hansen, Christian; Jansson, Michael 14 2009 Admissible invariant similar tests for instrumental variables regression. Zbl 1278.62029Chernozhukov, Victor; Hansen, Christian; Jansson, Michael 5 2009 Instrumental variable quantile regression: a robust inference approach. Zbl 1418.62154Chernozhukov, Victor; Hansen, Christian 46 2008 Estimation and confidence regions for parameter sets in econometric models. Zbl 1133.91032Chernozhukov, Victor; Hong, Han; Tamer, Elie 111 2007 Instrumental variable estimation of nonseparable models. Zbl 1418.62111Chernozhukov, Victor; Imbens, Guido W.; Newey, Whitney K. 41 2007 Inference approaches for instrumental variable quantile regression. Zbl 1255.62343Chernozhukov, Victor; Hansen, Christian; Jansson, Michael 1 2007 Quantile regression under misspecification, with an application to th U.S. wage structure. Zbl 1145.62399Angrist, Joshua; Chernozhukov, Victor; Fernández-Val, Iván 66 2006 Instrumental quantile regression inference for structural and treatment effect models. Zbl 1337.62353Chernozhukov, Victor; Hansen, Christian 61 2006 An IV model of quantile treatment effects. Zbl 1152.91706Chernozhukov, Victor; Hansen, Christian 116 2005 Extremal quantile regression. Zbl 1068.62063Chernozhukov, Victor 61 2005 Subsampling inference on quantile regression processes. Zbl 1192.62128Chernozhukov, Victor; Fern’andez-Val, Iv’an 19 2005 Likelihood estimation and inference in a class of nonregular econometric models. Zbl 1091.62135Chernozhukov, Victor; Hong, Han 34 2004 An MCMC approach to classical estimation. Zbl 1043.62022Chernozhukov, Victor; Hong, Han 115 2003 Three-step censored quantile regression and extramarital affairs. Zbl 1048.62112Chernozhukov, Victor; Hong, Han 41 2002 all cited Publications top 5 cited Publications all top 5 Cited by 2,154 Authors 32 Chernozhukov, Victor 25 Kato, Kengo 19 Galvao, Antonio F. jun. 18 Lian, Heng 17 Fan, Jianqing 16 He, Xuming 15 Wang, Huixia Judy 14 Sasaki, Yuya 13 Fan, Yanqin 13 Van de Geer, Sara Anna 12 Chetverikov, Denis 12 Lee, Sokbae 11 Dette, Holger 11 Spokoiny, Vladimir G. 11 Su, Liangjun 10 Belloni, Alexandre 10 Chen, Songnian 10 Chen, Xiaohong 10 Liao, Yuan 10 Linton, Oliver Bruce 10 Liu, Han 10 Montes-Rojas, Gabriel V. 10 Zhu, Zhongyi 9 Bradic, Jelena 9 Bühlmann, Peter 8 Fernández-Val, Iván 8 Hallin, Marc 8 Hong, Han 8 Hsu, Yu-Chin 8 Mammen, Enno 8 Newey, Whitney Kent 8 Otsu, Taisuke 8 Volgushev, Stanislav 8 Wang, Lan 7 del Barrio, Eustasio 7 Guo, Zijian 7 Härdle, Wolfgang Karl 7 Hu, Yingyao 7 Kock, Anders Bredahl 7 Liao, Zhipeng 7 Tang, Yanlin 7 Xu, Haiqing 6 Ando, Tomohiro 6 Andrews, Donald Wilfrid Kao 6 Breunig, Christoph 6 Chen, Xi 6 Chen, Xiaohui 6 Firpo, Sergio 6 Florens, Jean-Pierre 6 Hoderlein, Stefan G. N. 6 Horowitz, Joel L. 6 Jiang, Wenxin 6 Jun, Sung Jae 6 Lamarche, Carlos 6 Li, Tong 6 Lopes, Miles E. 6 Phillips, Peter Charles Bonest 6 Shi, Chengchun 6 Shiu, Ji-Liang 6 Song, Kyungchul 6 Wang, Lei 6 Wasserman, Larry Alan 6 Xu, Lihu 6 Zheng, Qi 6 Zhou, Wen-Xin 6 Zhu, Yinchu 5 Armstrong, Timothy B. 5 Bugni, Federico A. 5 Cattaneo, Matias D. 5 Chen, Yen-Chi 5 Escanciano, Juan Carlos 5 Galichon, Alfred 5 Girard, Stéphane 5 Holzmann, Hajo 5 Jansson, Michael 5 Kim, Taehwan 5 Koike, Yuta 5 Kolar, Mladen 5 Lederer, Johannes 5 Li, Lexin 5 Martin, Ryan 5 Molinari, Francesca 5 Moon, Hyungsik Roger 5 Munk, Axel 5 Peracchi, Franco 5 Schennach, Susanne M. 5 Schmidt-Hieber, Johannes 5 Seo, Myunghwan 5 Shao, Qi-Man 5 Shi, Xiaoxia 5 Shi, Zhentao 5 Song, Rui 5 Sun, Qiang 5 Van Keilegom, Ingrid 5 Wan, Yuanyuan 5 Wang, Weining 5 Weidner, Martin P. 5 Whang, Yoon-Jae 5 Yu, Keming 5 Yu, Ping ...and 2,054 more Authors all top 5 Cited in 164 Serials 363 Journal of Econometrics 124 The Annals of Statistics 81 Econometric Theory 78 Journal of the American Statistical Association 75 Electronic Journal of Statistics 52 Computational Statistics and Data Analysis 41 Journal of Multivariate Analysis 36 Econometric Reviews 36 Bernoulli 31 Journal of Statistical Planning and Inference 26 Economics Letters 25 Journal of Machine Learning Research (JMLR) 23 Statistics & Probability Letters 20 Statistical Science 20 The Annals of Applied Statistics 19 Statistica Sinica 17 Communications in Statistics. Theory and Methods 15 Statistics and Computing 14 Journal of Nonparametric Statistics 13 Annals of the Institute of Statistical Mathematics 12 Test 12 Journal of Applied Statistics 11 Journal of Econometric Methods 10 Journal of Economic Dynamics & Control 9 Journal of Statistical Computation and Simulation 8 Metrika 8 Communications in Statistics. Simulation and Computation 8 Stochastic Processes and their Applications 8 Statistical Papers 8 The Econometrics Journal 8 Extremes 7 Computational Statistics 7 Journal of the Royal Statistical Society. Series B. Statistical Methodology 7 Bayesian Analysis 6 Operations Research 6 Probability Theory and Related Fields 6 Annals of Operations Research 6 Quantitative Finance 6 Statistical Modelling 6 Statistical Methods and Applications 6 Journal of the Korean Statistical Society 6 Journal of Computational and Graphical Statistics 5 International Economic Review 5 Journal of Economic Theory 5 The Annals of Applied Probability 5 Computational Optimization and Applications 5 Studies in Nonlinear Dynamics and Econometrics 5 Quantitative Economics 5 Statistical Theory and Related Fields 4 Scandinavian Journal of Statistics 4 Metron 4 European Journal of Operational Research 4 Applied Mathematics. Series B (English Edition) 4 Lifetime Data Analysis 4 Mathematical Programming Computation 4 Journal of Probability and Statistics 4 Dependence Modeling 3 The American Statistician 3 Journal of Mathematical Analysis and Applications 3 Psychometrika 3 Biometrics 3 Journal of Computational and Applied Mathematics 3 Insurance Mathematics & Economics 3 Australian & New Zealand Journal of Statistics 3 Oberwolfach Reports 3 AStA. Advances in Statistical Analysis 3 Sankhyā. Series A 3 Journal of Time Series Econometrics 3 SIAM Journal on Mathematics of Data Science 2 The Canadian Journal of Statistics 2 Inverse Problems 2 Lithuanian Mathematical Journal 2 The Annals of Probability 2 Applied Mathematics and Optimization 2 Journal of Applied Probability 2 Journal of Time Series Analysis 2 Acta Mathematicae Applicatae Sinica. English Series 2 Statistics 2 Journal of Complexity 2 International Journal of Approximate Reasoning 2 Journal of Theoretical Probability 2 Journal of Scientific Computing 2 Games and Economic Behavior 2 SIAM Journal on Optimization 2 Economic Theory 2 Doklady Mathematics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Brazilian Journal of Probability and Statistics 2 Advances and Applications in Statistics 2 Analysis and Applications (Singapore) 2 Computational Management Science 2 SIAM Journal on Imaging Sciences 2 Statistics Surveys 2 Science China. Mathematics 2 Sankhyā. Series B 2 Journal of the Japan Statistical Society. Japanese Issue 2 Japanese Journal of Statistics and Data Science 1 Advances in Applied Probability 1 Journal of the Franklin Institute 1 Physica A ...and 64 more Serials all top 5 Cited in 28 Fields 1,408 Statistics (62-XX) 231 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 132 Probability theory and stochastic processes (60-XX) 77 Numerical analysis (65-XX) 58 Operations research, mathematical programming (90-XX) 55 Computer science (68-XX) 18 Biology and other natural sciences (92-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 11 Information and communication theory, circuits (94-XX) 7 General and overarching topics; collections (00-XX) 7 Functional analysis (46-XX) 6 Systems theory; control (93-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 History and biography (01-XX) 3 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Geophysics (86-XX) 1 Number theory (11-XX) 1 Functions of a complex variable (30-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year