399 citations · 407 across the 9 of their papers we have counts for
8 papers · 1 filter
Fast Algorithms for the Quantile Regression Process
Victor Chernozhukov, Iván Fernández-Val, Blaise Melly
The widespread use of quantile regression methods depends crucially on the existence of fast algorithms. Despite numerous algorithmic improvements, the computation time is still no…
SortedEffects: Sorted Causal Effects in R
Shuowen Chen, Victor Chernozhukov, Iván Fernández-Val +1
Chernozhukov et al. (2018) proposed the sorted effect method for nonlinear regression models. This method consists of reporting percentiles of the partial effects in addition to th…
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
Shuowen Chen, Victor Chernozhukov, Iván Fernández-Val
The relationship between democracy and economic growth is of long-standing interest. We revisit the panel data analysis of this relationship by Acemoglu, Naidu, Restrepo and Robins…
Selection and the Distribution of Female Hourly Wages in the U.S
Iván Fernández-Val, Franco Peracchi, Aico van Vuuren +1
We analyze the role of selection bias in generating the changes in the observed distribution of female hourly wages in the United States using CPS data for the years 1975 to 2020.…
Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
Victor Chernozhukov, Iván Fernández-Val, Siyi Luo
We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much ri…
Shape-Enforcing Operators for Point and Interval Estimators
Xi Chen, Victor Chernozhukov, Iván Fernández-Val +2
A common problem in econometrics, statistics, and machine learning is to estimate and make inference on functions that satisfy shape restrictions. For example, distribution functio…
Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey +2
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However,…
Fixed Effect Estimation of Large T Panel Data Models
Iván Fernández-Val, Martin Weidner
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametr…