Search Results - "Fernández-Val, Iván"

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...”

Fulltext

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...”

Fulltext

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...”

Fulltext

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...”

Fulltext

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...”

Fulltext

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...”

Fulltext

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...”

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...”

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...”

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...”

Fulltext

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...”

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...”

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...”

Fulltext

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...”

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...”

Fulltext

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...”

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...”

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...”

Fulltext

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...”

Fulltext

Narrow search