723 citations · 5.4k across the 110 of their papers we have counts for
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Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
In this paper we develop procedures to construct simultaneous confidence bands for potentially infinite-dimensional parameters after model selection for general moment c…
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Victor Chernozhukov, Ivan Fernandez-Val, Ye Luo
The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobser…
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…
A lava attack on the recovery of sums of dense and sparse signals
Victor Chernozhukov, Christian Hansen, Yuan Liao
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in which most parameters are zero and there are a small number of non-zero param…
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…
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Victor Chernozhukov, Christian Hansen, Martin Spindler
In this note, we offer an approach to estimating causal/structural parameters in the presence of many instruments and controls based on methods for estimating sparse high-dimension…
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…