1 citations · 1 across the 3 of their papers we have counts for
5 papers
Minimum Distance Estimation of Quantile Panel Data Models
Blaise Melly, Martina Pons
We propose a minimum distance estimation approach for quantile panel data models where unit effects may be correlated with covariates. This computationally efficient method involve…
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…
Counterfactual: An R Package for Counterfactual Analysis
Mingli Chen, Victor Chernozhukov, Iván Fernández-Val +1
The Counterfactual package implements the estimation and inference methods of Chernozhukov, Fernández-Val and Melly (2013) for counterfactual analysis. The counterfactual distribut…
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…
Inference on Counterfactual Distributions
Victor Chernozhukov, Ivan Fernandez-Val, Blaise Melly
Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article we develop modeling and inference tool…