723 citations · 5.4k across the 110 of their papers we have counts for
10 papers · 1 filter
Inference on causal and structural parameters using many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by , is possibly much larger than the sample size . Ther…
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the num…
Nonparametric Identification in Panels using Quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein +2
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest a…
Program Evaluation and Causal Inference with High-Dimensional Data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernández-Val +1
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (L…
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
In this supplementary appendix we provide additional results, omitted proofs and extensive simulations that complement the analysis of the main text (arXiv:1201.0224).
Post-Selection Inference for Generalized Linear Models with Many Controls
Alexandre Belloni, Victor Chernozhukov, Ying Wei
This paper considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an…
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model with homoscedastic errors. Our methods are based on a…
Quantile Models with Endogeneity
Victor Chernozhukov, Christian Hansen
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under w…
Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the classical Smirnov-Bickel-Rosenblatt (SBR) condition; see, for…
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an impor…