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1“...Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article, we develop...”
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2“...This paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions, also...”
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3“...We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel data models with individual and time...”
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4“...The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the...”
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5by Adam Ashcraft Iván Fernández-Val Kevin Lang Published in The Economic journal (London) (01.09.2013)“...Miscarriage, even if biologically random, is not socially random. Willingness to abort reduces miscarriage risk. Because abortions are favourably selected...”
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6by Victor Chernozhukov Iván Fernández-Val Jinyong Hahn Whitney Newey Published in Econometrica (01.03.2013)“...Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results...”
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7by Belloni, Alexandre Chernozhukov, Victor Chetverikov, Denis Fernández-Val, Iván Published in Journal of econometrics (01.11.2019)“...Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional...”
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8by Fernández-Val, Iván Published in Journal of econometrics (2009)“...Fixed effects estimators of nonlinear panel models can be severely biased due to the incidental parameters problem. In this paper, I characterize the leading...”
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9by Chernozhukov, Victor Fernández-Val, Iván Kowalski, Amanda E Published in Journal of econometrics (01.05.2015)“...In this paper we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator...”
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10“...Quantile regression (QR) fits a linear model for conditional quantiles just as ordinary least squares (OLS) fits a linear model for conditional means. An...”
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11by Chernozhukov, Victor Fernández-Val, Iván Newey, Whitney K Published in Journal of econometrics (01.07.2019)“...Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and...”
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12by Chernozhukov, Victor Fernández-Val, Iván Hoderlein, Stefan Holzmann, Hajo Newey, Whitney Published in Journal of econometrics (01.10.2015)“...This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The...”
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13“...Quantile regression (QR) is an increasingly important empirical tool in economics and other sciences for analysing the impact a set of regressors has on the...”
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14“...This article reviews recent advances in fixed effects estimation of panel data models for long panels, where the number of time periods is relatively large. We...”
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15“...Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article, we develop...”
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16“...This paper introduces large- T bias-corrected estimators for nonlinear panel data models with both time invariant and time varying heterogeneity. These models...”
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17by Chernozhukov, Victor Fernández-Val, Iván Melly, Blaise Wüthrich, Kaspar Published in Journal of the American Statistical Association (02.01.2020)“...Quantile and quantile effect (QE) functions are important tools for descriptive and causal analysis due to their natural and intuitive interpretation. Existing...”
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18by Chen, Mingli Fernández-Val, Iván Weidner, Martin Published in Journal of econometrics (01.02.2021)“...Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of...”
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19by Victor Chernozhukov Iván Fernández-Val Alfred Galichon“...This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish—Fisher expansions and any other related...”
edited by Chiappori, Pierre-Andre Henry, Marc Chernozhukov, Victor
Published in Economic theory (01.02.2010)
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20by Chernozhukov, Victor Fernández-Val, Iván Melly, Blaise Published in Empirical economics (12.07.2020)