3 papers
econ.EM2025
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…
math.ST2024
Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation
Denis Chetverikov, Jesper Riis-Vestergaard Sørensen
We develop a new method for selecting the penalty parameter for -penalized M-estimators in high dimensions, which we refer to as bootstrapping after cross-validation. We…
stat.ML2024
Double/Debiased Machine Learning for Treatment and Causal Parameters
Victor Chernozhukov, Denis Chetverikov, Mert Demirer +4
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these metho…