399 citations · 407 across the 9 of their papers we have counts for
3 papers · 1 filter
Nonseparable Multinomial Choice Models in Cross-Section and Panel Data
Victor Chernozhukov, Iván Fernández-Val, Whitney Newey
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models…
Extremal Quantile Regression: An Overview
Victor Chernozhukov, Iván Fernández-Val, Tetsuya Kaji
Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with an increasing number of economic and financial applications…
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Victor Chernozhukov, Iván Fernández-Val, Blaise Melly +1
Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for the…