Denis Chetverikov

most citedcsranks: An R Package for Estimation and Inference Involving Ranks

2 citations · 2 across the 3 of their papers we have counts for

collaborators

3 papers

q-fin.GN2024

One Factor to Bind the Cross-Section of Returns

Nicola Borri, Denis Chetverikov, Yukun Liu +1

We propose a new non-linear single-factor asset pricing model $r_{i t} = h (f_{t} λ_{i}) + ε_{i t}$ . Despite its parsimony, this model represents exactly any non-linear model with an arbit…

econ.EM2024★ 2 cited

csranks: An R Package for Estimation and Inference Involving Ranks

Denis Chetverikov, Magne Mogstad, Pawel Morgen +3

This article introduces the R package csranks for estimation and inference involving ranks. First, we review methods for the construction of confidence sets for ranks, namely margi…

econ.EM2023

Standard errors when a regressor is randomly assigned

Denis Chetverikov, Jinyong Hahn, Zhipeng Liao +1

We examine asymptotic properties of the OLS estimator when the values of the regressor of interest are assigned randomly and independently of other regressors. We find that the OLS…