Victor Chernozhukov : Citation Profile


Are you Victor Chernozhukov?

Massachusetts Institute of Technology (MIT) (75% share)
New Economic School (NES) (25% share)

27

H index

50

i10 index

3033

Citations

RESEARCH PRODUCTION:

49

Articles

199

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 168
   Journals where Victor Chernozhukov has often published
   Relations with other researchers
   Recent citing documents: 553.    Total self citations: 139 (4.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch864
   Updated: 2019-05-18    RAS profile: 2018-12-06    
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Relations with other researchers


Works with:

Fernandez-Val, Ivan (35)

Galichon, Alfred (14)

Melly, Blaise (9)

Henry, Marc (6)

Kowalski, Amanda (5)

Hansen, Christian (5)

Hallin, Marc (5)

Lee, Sokbae (Simon) (5)

Wüthrich, Kaspar (4)

hoderlein, stefan (4)

Hoderlein, Stefan (3)

Rosen, Adam (3)

Stouli, Sami (3)

Vella, Francis (3)

Escanciano, Juan Carlos (3)

Chen, Mingli (3)

Weidner, Martin (2)

Spindler, Martin (2)

Nekipelov, Denis (2)

Kozbur, Damian (2)

Duflo, Esther (2)

Newey, Whitney (2)

Liao, Yuan (2)

Hahn, Jinyong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Victor Chernozhukov.

Is cited by:

Chen, Xiaohong (67)

Lee, Sokbae (Simon) (45)

LINTON, OLIVER (36)

Lechner, Michael (33)

Knaus, Michael (31)

Kim, Tae-Hwan (30)

Wüthrich, Kaspar (29)

Rosen, Adam (28)

Kaplan, David (27)

Lamarche, Carlos (27)

MULLER, Christophe (27)

Cites to:

Newey, Whitney (50)

Hansen, Christian (50)

Fernandez-Val, Ivan (49)

Chen, Xiaohong (37)

Andrews, Donald (36)

Imbens, Guido (29)

Angrist, Joshua (27)

Galichon, Alfred (23)

Hahn, Jinyong (21)

Pötscher, Benedikt (20)

Chen, Davy (20)

Main data


Where Victor Chernozhukov has published?


Journals with more than one article published# docs
Econometrica9
Journal of Econometrics8
Biometrika3
Annual Review of Economics2
Review of Economic Studies2
Econometrica2
Journal of Business & Economic Statistics2
Economic Theory2
American Economic Review2
Econometrics Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies98
Papers / arXiv.org61
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6
Sciences Po publications / Sciences Po5
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Econometric Society 2004 North American Winter Meetings / Econometric Society3
Working Papers / HAL2

Recent works citing Victor Chernozhukov (2019 and 2018)


YearTitle of citing document
2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2017Working Paper 247 - Credit constraints and farm productivity: Micro-level evidence from smallholder farmers in Ethiopia. (2017). Simpasa, Anthony ; Salami, Adeleke Oluwole ; Adamon, Mukasa . In: Working Paper Series. RePEc:adb:adbwps:2356.

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2017Testing-Based Forward Model Selection. (2017). Kozbur, Damian. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:5:p:266-69.

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2018Trucks without Bailouts: Equilibrium Product Characteristics for Commercial Vehicles. (2018). Wollmann, Thomas G. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:6:p:1364-1406.

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2019The Impact of Big Data on Firm Performance: An Empirical Investigation. (2019). Bajari, Patrick ; Suzuki, Junichi ; Hortasu, Ali ; Chernozhukov, Victor. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:109:y:2019:p:33-37.

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2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017Decomposing Gender Equality along the Wage Distribution in Vietnam during the Period 2002–14. (2017). Yamada, Hiroyuki ; Vu, Tien. In: AGI Working Paper Series. RePEc:agi:wpaper:00000124.

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2017Convergence of public and private enterprise wages in a transition economy: Evidence from a distributional decomposition in Vietnam, 2002–2014. (2017). Yamada, Hiroyuki ; Vu, Tien. In: AGI Working Paper Series. RePEc:agi:wpaper:00000130.

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2017How Did the American Recovery and Reinvestment Act (ARRA) Impact the Material Well-being of SNAP Participants? A Distributional Approach. (2017). Smith, Travis ; Valizadeh, Pourya . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258496.

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2018Distributional Impacts of WIC on Dietary Quality of Children: Evidence from a Regression Discontinuity Design. (2018). Smith, Travis ; Valizadeh, Pourya . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273904.

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2018Does California’s LCFS Reduce CO2 Emissions?. (2018). Huseynov, Samir ; Palma, Marco A. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274200.

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2018Non-Farm Income and Technical Efficiency in the Uplands of Yunnan, China: A Bayesian Non-Crossing Quantile Regression Approach. (2018). Ramsey, Austin F ; Wang, Huaiyu. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274375.

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2017Measuring the value of housing services in household surveys: an application of machine learning approach. (2017). Embaye, Weldensie T ; Zereyesus, Yacob A. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252851.

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2017Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models. (2017). Arellano, Manuel ; Bonhomme, Stephane. In: Annual Review of Economics. RePEc:anr:reveco:v:9:y:2017:p:471-496.

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2018Dual Regression. (2018). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:1210.6958.

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2018Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations. (2018). Farrell, Max H. In: Papers. RePEc:arx:papers:1309.4686.

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2018Individual and Time Effects in Nonlinear Panel Models with Large N, T. (2018). Weidner, Martin ; Fernandez-Val, Ivan. In: Papers. RePEc:arx:papers:1311.7065.

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2017Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493.

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2018Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions. (2018). Athey, Susan ; Wager, Stefan ; Imbens, Guido W. In: Papers. RePEc:arx:papers:1604.07125.

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2018Nonparametric Analysis of Random Utility Models. (2018). Stoye, Jörg ; Kitamura, Yuichi. In: Papers. RePEc:arx:papers:1606.04819.

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2018Generalized Random Forests. (2018). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie. In: Papers. RePEc:arx:papers:1610.01271.

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2018Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time-Inhomogeneous Markov Regimes. (2018). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1612.04932.

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2017$L_2$Boosting for Economic Applications. (2017). Luo, YE ; Spindler, Martin. In: Papers. RePEc:arx:papers:1702.03244.

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2018Tests for qualitative features in the random coefficients model. (2018). Dunker, Fabian ; Schmidt-Hieber, Johannes ; Proksch, Katharina ; Eckle, Konstantin. In: Papers. RePEc:arx:papers:1704.01066.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2018Heterogeneous Employment Effects of Job Search Programmes: A Machine Learning Approach. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Papers. RePEc:arx:papers:1709.10279.

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2018Inference on Auctions with Weak Assumptions on Information. (2018). Syrgkanis, Vasilis ; Ziani, Juba ; Tamer, Elie. In: Papers. RePEc:arx:papers:1710.03830.

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2018Orthogonal Machine Learning: Power and Limitations. (2018). Syrgkanis, Vasilis ; MacKey, Lester ; Zadik, Ilias. In: Papers. RePEc:arx:papers:1711.00342.

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2018Set Identified Dynamic Economies and Robustness to Misspecification. (2018). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1712.03675.

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2019Quasi-Oracle Estimation of Heterogeneous Treatment Effects. (2018). Nie, Xinkun ; Wager, Stefan. In: Papers. RePEc:arx:papers:1712.04912.

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2017Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2017Transformation Models in High-Dimensions. (2017). Klaassen, Sven ; Spindler, Martin ; Kueck, Jannis. In: Papers. RePEc:arx:papers:1712.07364.

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2018Machine Learning for Set-Identified Linear Models. (2018). Semenova, Vira. In: Papers. RePEc:arx:papers:1712.10024.

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2018Nonseparable Sample Selection Models with Censored Selection Rules. (2018). Vella, Francis ; van Vuuren, Aico ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1801.08961.

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2019Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

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2018Does agricultural subsidies foster Italian southern farms? A Spatial Quantile Regression Approach. (2018). Di Gennaro, Daniele ; De Castris, Marusca. In: Papers. RePEc:arx:papers:1803.05659.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018Testing for unobserved heterogeneous treatment effects in a nonseparable model with endogenous selection. (2018). Hsu, Yu-Chin ; Xu, Haiqing ; Huang, Ta-Cheng . In: Papers. RePEc:arx:papers:1803.07514.

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2018Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2018Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2018Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1804.00232.

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2018Specification testing in random coefficient models. (2018). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2018Moment Inequalities in the Context of Simulated and Predicted Variables. (2018). Kaido, Hiroaki ; Rysman, Marc ; Li, Jiaxuan. In: Papers. RePEc:arx:papers:1804.03674.

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2018Estimating Treatment Effects in Mover Designs. (2018). Hull, Peter. In: Papers. RePEc:arx:papers:1804.06721.

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2018Interpreting Quantile Independence. (2018). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1804.10957.

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2018Improving Value-at-Risk prediction under model uncertainty. (2018). Yang, Shuzhen ; Yao, Jianfeng. In: Papers. RePEc:arx:papers:1805.03890.

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2018Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models. (2018). Aguirregabiria, Victor ; Luo, Yao. In: Papers. RePEc:arx:papers:1805.04048.

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2018$k$-step correction for mixed integer linear programming: a new approach for instrumental variable quantile regressions and related problems. (2018). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1805.06855.

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2019Identification in Nonparametric Models for Dynamic Treatment Effects. (2019). Han, Sukjin. In: Papers. RePEc:arx:papers:1805.09397.

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2019A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Students Skills. (2019). Knaus, Michael. In: Papers. RePEc:arx:papers:1805.10300.

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2018Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Papers. RePEc:arx:papers:1806.00666.

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2018Pricing Engine: Estimating Causal Impacts in Real World Business Settings. (2018). Quistorff, Brian ; Goldman, Matt. In: Papers. RePEc:arx:papers:1806.03285.

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2019Orthogonal Random Forest for Heterogeneous Treatment Effect Estimation. (2018). Syrgkanis, Vasilis ; Oprescu, Miruna ; Wu, Zhiwei Steven. In: Papers. RePEc:arx:papers:1806.03467.

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2018Point-identification in multivariate nonseparable triangular models. (2018). Gunsilius, Florian. In: Papers. RePEc:arx:papers:1806.09680.

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2019The Role of the Propensity Score in Fixed Effect Models. (2018). Arkhangelsky, Dmitry ; Imbens, Guido. In: Papers. RePEc:arx:papers:1807.02099.

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2018Minimizing Sensitivity to Model Misspecification. (2018). Bonhomme, St'Ephane ; Weidner, Martin. In: Papers. RePEc:arx:papers:1807.02161.

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2018Two-Step Estimation and Inference with Possibly Many Included Covariates. (2018). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1807.10100.

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2018On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects. (2018). Galvao, Antonio F ; Volgushev, Stanislav. In: Papers. RePEc:arx:papers:1807.11863.

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2018Machine Learning for Dynamic Discrete Choice. (2018). Semenova, Vira. In: Papers. RePEc:arx:papers:1808.02569.

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2018A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment. (2018). Lamarche, Carlos ; Harding, Matthew. In: Papers. RePEc:arx:papers:1808.03364.

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2018Latent Agents in Networks: Estimation and Pricing. (2018). Ata, Baris ; Candogan, Ozan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1808.04878.

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2018Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding. (2018). Zimmert, Michael. In: Papers. RePEc:arx:papers:1809.01643.

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2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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2018Control Variables, Discrete Instruments, and Identification of Structural Functions. (2018). Stouli, Sami ; Newey, Whitney. In: Papers. RePEc:arx:papers:1809.05706.

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2018Nonparametric Estimation and Identification in Non-Separable Models Using Panel Data. (2018). Deaner, Ben. In: Papers. RePEc:arx:papers:1810.00283.

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2018Nonparametric Regression with Selectively Missing Covariates. (2018). Breunig, Christoph ; Haan, Peter. In: Papers. RePEc:arx:papers:1810.00411.

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2018A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

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2018On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2019Inference on Functionals of Set-Identified Parameters Defined by Convex Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180.

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2019Prices, Profits, and Production. (2018). Kashaev, Nail ; Aguiar, Victor H ; Allen, Roy. In: Papers. RePEc:arx:papers:1810.04697.

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2018Offline Multi-Action Policy Learning: Generalization and Optimization. (2018). Zhou, Zhengyuan ; Wager, Stefan ; Athey, Susan. In: Papers. RePEc:arx:papers:1810.04778.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor H. In: Papers. RePEc:arx:papers:1810.05287.

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2019Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2018). Hoshino, Tadao ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1810.08350.

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2018Semiparametrically efficient estimation of the average linear regression function. (2018). Pinto, Cristine ; Graham, Bryan ; de Xavier, Cristine Campos. In: Papers. RePEc:arx:papers:1810.12511.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Lechner, Michael ; Knaus, Michael ; Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1810.13237.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2018The Augmented Synthetic Control Method. (2018). Ben-Michael, Eli ; Rothstein, Jesse ; Feller, Avi. In: Papers. RePEc:arx:papers:1811.04170.

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2018Identification of semiparametric discrete outcome models with bounded covariates. (2018). Kashaev, Nail. In: Papers. RePEc:arx:papers:1811.05555.

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2018Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Papers. RePEc:arx:papers:1811.08083.

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2018Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects. (2018). Stouli, Sami ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1811.09837.

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2018Doubly Robust Difference-in-Differences Estimators. (2018). Sant'Anna, Pedro ; Zhao, Jun B. In: Papers. RePEc:arx:papers:1812.01723.

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2019What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2018). Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1812.06533.

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2019Cluster-Robust Simultaneous Inference for Many Average Partial Effects in Binary/Fractional Models. (2018). Chiang, Harold D. In: Papers. RePEc:arx:papers:1812.09397.

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2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: Papers. RePEc:arx:papers:1812.09487.

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2018Inference on average treatment effects in aggregate panel data settings. (2018). Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2019Semiparametric Difference-in-Differences with Potentially Many Control Variables. (2019). Chang, Neng-Chieh. In: Papers. RePEc:arx:papers:1812.10846.

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2018Decentralization Estimators for Instrumental Variable Quantile Regression Models. (2018). Kaido, Hiroaki ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10925.

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2019Non-Parametric Inference Adaptive to Intrinsic Dimension. (2019). Khosravi, Khashayar ; Syrgkanis, Vasilis ; Lewis, Greg. In: Papers. RePEc:arx:papers:1901.03719.

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2019Inference on Functionals under First Order Degeneracy. (2019). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1901.04861.

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2019lassopack: Model selection and prediction with regularized regression in Stata. (2019). Ahrens, Achim ; Schaffer, Mark E ; Hansen, Christian B. In: Papers. RePEc:arx:papers:1901.05397.

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2019Estimation and Inference for Synthetic Control Methods with Spillover Effects. (2019). Cao, Jianfei ; Dowd, Connor. In: Papers. RePEc:arx:papers:1902.07343.

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2019On Binscatter. (2019). Crump, Richard ; Cattaneo, Matias ; Feng, Yingjie ; Farrell, Max H. In: Papers. RePEc:arx:papers:1902.09608.

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2019Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions. (2019). Powell, James L ; Pouzo, Demian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:1902.10100.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2019Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality. (2019). Yamada, Ken ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1903.03925.

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2019State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction. (2019). Poulos, Jason. In: Papers. RePEc:arx:papers:1903.08028.

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2019Machine Learning Methods Economists Should Know About. (2019). Imbens, Guido ; Athey, Susan. In: Papers. RePEc:arx:papers:1903.10075.

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More than 100 citations found, this list is not complete...

Victor Chernozhukov is editor of


Journal
Econometrics Journal

Works by Victor Chernozhukov:


YearTitleTypeCited
2015Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments In: American Economic Review.
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2015Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments.(2015) In: Papers.
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2015Post-selection and post-regularization inference in linear models with many controls and instruments.(2015) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 16
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2017Double/Debiased/Neyman Machine Learning of Treatment Effects In: American Economic Review.
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2014High-Dimensional Methods and Inference on Structural and Treatment Effects In: Journal of Economic Perspectives.
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article52
2013High dimensional methods and inference on structural and treatment effects.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 52
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2015Implementing intersection bounds in Stata In: Stata Journal.
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2014Implementing intersection bounds in Stata.(2014) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 1
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2013Implementing intersection bounds in Stata.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 1
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2015Implementing intersection bounds in Stata.(2015) In: Stata Journal.
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This paper has another version. Agregated cites: 1
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2016Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management In: Economic Research Papers.
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2016Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
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