723 citations · 5.4k across the 110 of their papers we have counts for
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Constrained Conditional Moment Restriction Models
Victor Chernozhukov, Whitney K. Newey, Andres Santos
Shape restrictions have played a central role in economics as both testable implications of theory and sufficient conditions for obtaining informative counterfactual predictions. I…
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded VC-type class of functions by the suprema of the Gaussian and…
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
Victor Chernozhukov, Christian Hansen, Martin Spindler
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target parameter, , in the presence of a very hi…