322 citations · 816 across the 25 of their papers we have counts for
5 papers · 1 filter
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…
Inference for Rank-Rank Regressions
Denis Chetverikov, Daniel Wilhelm
The slope coefficient in a rank-rank regression is a popular measure of intergenerational mobility. In this article, we first show that commonly used inference methods for this slo…
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…
Spectral and post-spectral estimators for grouped panel data models
Denis Chetverikov, Elena Manresa
In this paper, we develop spectral and post-spectral estimators for grouped panel data models. Both estimators are consistent in the asymptotics where the number of observations $N…
Weighted-average quantile regression
Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
In this paper, we introduce the weighted-average quantile regression framework, , where is a dependent variable, is a vector of covariates,…