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  • Your search results: "Fernández-Val, Iván"
Showing 1 - 20 results of 260 for search '"Fernández-Val, Iván"', query time: 1.39s Narrow search
  • 1
    Cover Image Journal Article
    Inference on Counterfactual Distributions
    by Chernozhukov, Victor   Fernández‐Val, Iván   Melly, Blaise Published in Econometrica (01.11.2013)
    “...Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article, we develop...”
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  • 2
    Cover Image Journal Article
    QUANTILE AND PROBABILITY CURVES WITHOUT CROSSING
    by Victor Chernozhukov   Iván Fernández-Val   Alfred Galichon Published in Econometrica (01.05.2010)
    “...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
    Cover Image Journal Article
    Individual and time effects in nonlinear panel models with large N, T
    by Fernández-Val, Iván   Weidner, Martin Published in Journal of econometrics (01.05.2016)
    “...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
    Cover Image Journal Article
    THE SORTED EFFECTS METHOD: DISCOVERING HETEROGENEOUS EFFECTS BEYOND THEIR AVERAGES
    by Victor Chernozhukov   Iván Fernández-Val   Ye Luo Published in Econometrica (01.11.2018)
    “...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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  • 5
    Cover Image Journal Article
    THE CONSEQUENCES OF TEENAGE CHILDBEARING: CONSISTENT ESTIMATES WHEN ABORTION MAKES MISCARRIAGE NON-RANDOM
    by 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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  • 6
    Cover Image Journal Article
    AVERAGE AND QUANTILE EFFECTS IN NONSEPARABLE PANEL MODELS
    by 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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  • 7
    Cover Image Journal Article
    Conditional quantile processes based on series or many regressors
    by 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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  • 8
    Cover Image Journal Article
    Fixed effects estimation of structural parameters and marginal effects in panel probit models
    by 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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  • 9
    Cover Image Journal Article
    Quantile regression with censoring and endogeneity
    by 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
    Cover Image Journal Article
    Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    by Joshua Angrist   Victor Chernozhukov   Iván Fernández-Val Published in Econometrica (01.03.2006)
    “...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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  • 11
    Cover Image Journal Article
    Nonseparable multinomial choice models in cross-section and panel data
    by 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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  • 12
    Cover Image Journal Article
    Nonparametric identification in panels using quantiles
    by 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
    Cover Image Journal Article
    Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
    by VICTOR CHERNOZHUKOV   IVÁN FERNÁNDEZ-VAL Published in The Review of economic studies (01.04.2011)
    “...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
    Cover Image Journal Article
    Fixed Effects Estimation of Large-TPanel Data Models
    by Fernández-Val, Iván   Weidner, Martin Published in Annual review of economics (02.08.2018)
    “...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
    Cover Image Journal Article
    INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS
    by Victor Chernozhukov   Iván Fernández-Val   Blaise Melly Published in Econometrica (01.11.2013)
    “...Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this article, we develop...”
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  • 16
    Cover Image Journal Article
    Bias corrections for two-step fixed effects panel data estimators
    by Fernández-Val, Iván   Vella, Francis Published in Journal of econometrics (2011)
    “...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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  • 17
    Cover Image Journal Article
    Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
    by 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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  • 18
    Cover Image Journal Article
    Nonlinear factor models for network and panel data
    by 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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  • 19
    Cover Image Journal Article
    Rearranging Edgeworth-Cornish-Fisher Expansions
    by Victor Chernozhukov   Iván Fernández-Val   Alfred Galichon
    edited by Chiappori, Pierre-Andre Henry, Marc Chernozhukov, Victor
    Published in Economic theory (01.02.2010)
    “...This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish—Fisher expansions and any other related...”
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  • 20
    Cover Image Journal Article
    Fast algorithms for the quantile regression process
    by Chernozhukov, Victor   Fernández-Val, Iván   Melly, Blaise Published in Empirical economics (12.07.2020)
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