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