Inference on counterfactual distributions V Chernozhukov, I Fernández‐Val, B Melly Econometrica 81 (6), 2205-2268, 2013 | 1034 | 2013 |
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India V Chernozhukov, M Demirer, E Duflo, I Fernández-Val HAL Working Papers, 2023 | 636* | 2023 |
Quantile and probability curves without crossing V Chernozhukov, I Fernández‐Val, A Galichon Econometrica 78 (3), 1093-1125, 2010 | 624 | 2010 |
Quantile regression under misspecification, with an application to the US wage structure J Angrist, V Chernozhukov, I Fernández‐Val Econometrica 74 (2), 539-563, 2006 | 576 | 2006 |
Program evaluation with high-dimensional data A Belloni, V Chernozhukov, I Fernández-Val, C Hansen cemmap working paper, 2015 | 514* | 2015 |
Individual and time effects in nonlinear panel models with large N, T I Fernández-Val, M Weidner Journal of Econometrics 192 (1), 291-312, 2016 | 385 | 2016 |
Fixed effects estimation of structural parameters and marginal effects in panel probit models I Fernández-Val Journal of Econometrics 150 (1), 71-85, 2009 | 371 | 2009 |
Average and quantile effects in nonseparable panel models V Chernozhukov, I Fernández‐Val, J Hahn, W Newey Econometrica 81 (2), 535-580, 2013 | 369* | 2013 |
Improving point and interval estimators of monotone functions by rearrangement V Chernozhukov, I Fernandez-Val, A Galichon Biometrika 96 (3), 559-575, 2009 | 230 | 2009 |
Extrapolate-ing: External validity and overidentification in the late framework J Angrist, I Fernandez-Val National Bureau of Economic Research, 2010 | 228 | 2010 |
Quantile regression with censoring and endogeneity V Chernozhukov, I Fernández-Val, AE Kowalski Journal of Econometrics 186 (1), 201-221, 2015 | 215 | 2015 |
The consequences of teenage childbearing: Consistent estimates when abortion makes miscarriage non‐random A Ashcraft, I Fernández‐Val, K Lang The Economic Journal 123 (571), 875-905, 2013 | 183 | 2013 |
Conditional quantile processes based on series or many regressors A Belloni, V Chernozhukov, D Chetverikov, I Fernández-Val Journal of Econometrics 213 (1), 4-29, 2019 | 176 | 2019 |
Subsampling inference on quantile regression processes V Chernozhukov, I Fernández-Val Sankhyā: The Indian Journal of Statistics, 253-276, 2005 | 115 | 2005 |
The sorted effects method: Discovering heterogeneous effects beyond their averages V Chernozhukov, I Fernández‐Val, Y Luo Econometrica 86 (6), 1911-1938, 2018 | 114 | 2018 |
Nonlinear factor models for network and panel data M Chen, I Fernández-Val, M Weidner Journal of Econometrics 220 (2), 296-324, 2021 | 113* | 2021 |
Bias corrections for two-step fixed effects panel data estimators I Fernández-Val, F Vella Journal of Econometrics 163 (2), 144-162, 2011 | 112 | 2011 |
Inference for extremal conditional quantile models, with an application to market and birthweight risks V Chernozhukov, I Fernández-Val The Review of Economic Studies 78 (2), 559-589, 2011 | 112 | 2011 |
Fixed Effects Estimation of Large-TPanel Data Models I Fernández-Val, M Weidner Annual Review of Economics 10, 109-138, 2018 | 106 | 2018 |
Bias corrections for probit and logit models with two-way fixed effects M Cruz-Gonzalez, I Fernández-Val, M Weidner The Stata Journal 17 (3), 517-545, 2017 | 87 | 2017 |