VICTOR CHERNOZHUKOV - PDF document

%##,&%#)%; AWARDS and HONORSAmerican Academy of Arts and Sciences' Fellow$ Elected in %#)(+The E"J" Hannan Lecturer' The Australasian Econometric Society Meeting$ %#)(The Best Graduate Teacher$ MIT Economics Department$ Elected by Economics Graduate Student Association$ %#)"+Inaugural Cowles Foundation Lecturer' North American Econometric Society Meeting$ %##,Fellow of the Econometric Society$ Elected in %##,International Fellow$ University College London$ CEMMAP$ %##,&present American Collegiate Consortium Scholar %$ "$ ($ ,$ )#$ )%$ )($ ).$ %)$ %*$ %,$ '%$ ''$ '$ *$ ).$ '.]V+Shape Restrictions in Econometric Models" Exploiting shape restrictions to improve estimation and inference on structural functions$ including conditional and structural quantile functions$ growth curves$ and Edgeworth and Cornish Modern Data Analysis in Economics: A First Course' (dra(); with I+ Fernandez&Val;Machine Learning of Structural' Causal' and Treatment E)ects; with+ C+ Hansen and M+ Awarded the *++, Biannual Arnold Zellner Award"Selection Committee: D+ Andrews$ B+ Hansen$ G+ Koop$ and A with C+ Hansen$ Journal of Econometrics$ %##(+)#+ ÒQuantile Regression under MisspeciÞcation and the U+ S+ Wage Structure$Ó with J+ Angrist and I+ Fernandez ÒSquare Root Lasso: Pivotal Recovery of Sparse Functions via Conic ProgrammingÓ$ with A+ Belloni and L+ Wang$ Biometrika$ %#))+%-+ÒSparse Models and Methods for Instrumental Regression with Application to Eminent DomainÓ$ with A+ Belloni$ C+ Hansen$ D+ Chen$ Econometrica$ %#)%+%.+ÒIntersection Bounds: Estimation and Inference$Ó with S+ Lee and A+ Rosen$ Econometrica$ %#)'+ X+ Chen$ S+ Lee$ and W+ Newey$ Econometrica$ %#)*+'(+ÒComparison and Anti&Concentration Bounds for Maxima of Gaussian VectorsÓ$ with D+ Chetverikov and K+ Kato+ Probability Theory and Related Fields$ %#)" (ArXiv %#)')'-+ÒInference on Treatment E/ ")+ÒPost&Selection and Post&Regularization Inference: An Elementary$ General ApproachÓ$ with C+ Hansen and M+ Spindler$ Annual Review of Economics$ %#)"+"%+ÒCensored Quantile Instrumental Variable Estimation with StataÓ$ with I+ Fernandez&Val$ Sukjin Han$ Amanda Kowalski+"'+ÒHonest ConÞdence Regions for High&Dimensional Sparse Generalized Linear ModelsÓ$ Journal of Business and Economic Statistics$ %#)($ with A+ Belloni and W+ Ying"*+ÒInference on Treatment E/ects with High&Dimensional Panel Data$ with an Application to Gun ControlÓ$ Journal of Business and Economic Statistics$ %#)($ with D+ Kozbur$ and C+ Hansen""+ÒEmpirical and Gaussian Bootstraps for Suprema of Empirical Processes of Increasing Complexity$ and Related Gaussian CouplingsÓ$ with D+ Chetverikov and K+ Kato$ Stochastic Processes and Their Applications$ %#)(+ Memorial Issue in honor of Evarist Gine+"(+ÒVector Quantile RegressionÓ$ with G+ Carlier and A+ Galichon$ Annals of Statistics$ %#)("-+ ÒProgram Evaluation with High&Dimensional DataÓ$ with A+ Belloni$ C+ Hansen$ I+ Fernandez ' %#)-",+ÒMonge&Kantorovich Depth$ Quantiles$ and RanksÓ$ with A+ Galichon$ M+ Hallin$ M+ Henry$ $ %#)-!('+ ÒHDM: High&Dimensional MetricsÓ$ an R&package at r&project+org$ accompanied by a vignette and a refereed paper published in R Journal' %#)-$ with C+ Hansen$ M+ Spindler (*+ ÒQuantreg+nonpar: An R Package for Performing Nonparametric Series Quantile RegressionÓ$ R Journal$ %#)-; with M+ Lipsitz$ I+ Fernandez&Val$ A+ Belloni ("+ ÒCounterfactual: An R Package for Counterfactual AnalysisÓ$ an R&package at r&project+org$ R Journal$ %#).; with Mingli Chen$ Iv‡n Fern‡ndez&Val$ Blaise Melly((+ÒConstrained Moment Conditions ModelsÓ$ submitted$ with A+ Santos and W+ Newey$ R & R$ Econometrica$ %#)(+(-+ ÒThe Sorted E/ects Method: Discovering Heterogeneous Partial E/ects Beyond Their AveragesÓ$ R &R$ Econometrica$ with I+ Fernandez&Val and Y+ Luo(.+ÒInference with Very Many Moment InequalitiesÓ$ submitted$ with D+ Chetverikov and K+ Kato$ %#)'$ R &R Review of Economics Studies(,+ÒRobust Inference in Approximately Sparse Quantile Regression ModelsÓ$ with A+ Belloni and K+ Kato$ forthcoming Journal of the American Statistical Association-#+ÒUniformly Valid Post&Regularization ConÞdence Regions for Many Functional Parameters in Z&Estimation FrameworkÓ$ ArXIv %#)"$ forthcoming Annals of Statistics$ with A+ Alexandre Belloni$ Victor Chernozhukov$ Denis Chetverikov$ Ying Wei-)+ ÒVector quantile regression beyond correct speciÞcation$Ó with G+ Carlier and A+ Galichon$ to appear$ Journal of Multivariate Analysis"-%+ ÒConditional Quantile Processes based on Series or Many Regressors (with an Application to Gasoline Demand)$Ó with A+ Belloni & D Journal of the American Statistical Association " Submitted+-*+ÒLocally Robust Semi¶metric EstimationÓ$ with Juan Carlos Escanciano$ Hidehiko Ichimura$ Whitney K+ Newey$ James Robins; ArXiv -"+ÒQuantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic RiskÓ$ with A+ Belloni and M+ Chen; ArXiv-(+ÒConÞdence Bands for Coe1cients in High&Dimensional Linear Models with Errors&in&Variables$Ó with A+ Belloni$ A+ Kaul; R &R$ Annals of Statistics;--+``Pivotal Estimation via Self&Normalization for High&Dimensional Linear Models with Errors in VariablesÓ; with A+ Belloni$ A+ Kaul$ M+ Rosenbaum$ A+ Tsybakov; ArXiv-.+``Nonseparable Multinomial Choice Models in Cross&Section and Panel DataÓ; with I+ Fernandez&Val and W+ Newey; ArXiv-,+ ``On Cross&Validated LassoÓ$ with D+ Chetverikov and Z+ Liao; ArXiv;.#+ÒSingle Market Nonparametric IdentiÞcation of Multi&Attribute Hedonic Equilibrium MoldelsÓ$ with A+ Galichon M+ Henry$ B+ Pass$ %#)"; ArXiv.)+ÒBest Linear Approximations to Set&IdentiÞed Functions (with an Application to Gender Wage Gap)Ó$ %##,$ with A+ Chandraksekhar$ F+ Molinari $ and P ``Inference on Best Linear Predictors in Semi&Supervised SettingsÓ$ with V+ Semenova; dra0 in ArXiv %#)(.-+``Discovery of Heterogeneous Treatment E/ects in Randomized ExperimentsÓ$ with E+ Dußo$ M+ Demirer; I+ Fernandez&Val; ArXiv %#)-``Exact and Robust Conformal Inference Method for Counterfactual and Synthetic ControlsÓ$ with Yinchu Zhu and Kaspar Wuthrich; ArXiv