Victor Chernozhukov
24 works on record
Works
L1-Penalized Quantile Regression in High Dimensional Sparse Models
Improving estimates of monotone functions by rearrangement
An MCMC approach to classical estimation
Simple 3-step censored quantile regression and extramartial affairs
Improving point and interval estimates of monotone functions by rearrangement
Conditional extremes and near-extremes
Quantile and probability curves without crossing
Inference on quantile regression process
Inference on parameter sets in econometric models
Rearranging Edgeworth-Cornish-Fisher expansions
Likelihood inference for some non-regular econometric models
Estimation and confidence regions for parameter sets in econometric models
An IV model of quantile treatment effects
Finite sample inference for quantile regression models
Inference on counterfactual distributions
Conditional value-at-risk
Admissible invariant similar tests for instrumental variables regression
Likelihood estimation & inference in a class of nonregular economic models
Extremal quantities and value-at-risk
Inference for distributional effects using instrumental quantile regression
Instrumental variable quantile regression
Quantile regression with censoring and endogeneity
Handbook of Quantile Regression
Advances in Economics and Econometrics : Volume 2