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Publications by Victor Chernozhukov

High-Dimensional Econometrics and Regularized GMM

2018English

The Impact of Big Data on Firm Performance: An Empirical Investigation

2018English

Gaussian Approximation of Suprema of Empirical Processes

2012English

Post-Selection and Post-Regularization Inference in Linear Models With Many Controls and Instruments

2015English

Confidence Bands for Coefficients in High Dimensional Linear Models With Error-In-Variables

2017English

Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap

2019English

An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls

2017English

Double Machine Learning for Treatment and Causal Parameters

2016English

Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap

2019English

Instrumental Variable Quantile Regression: A Robust Inference Approach

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2008English
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