208 citations · 295 across the 5 of their papers we have counts for
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stat.ME2009★ 86 cited
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
Victor Chernozhukov, Ivan Fernandez-Val
Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of a…
stat.ME2009
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…