Double/De-Biased Machine Learning for Treatment and Causal Parameters V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ... Econometrics Journal; 2018; arXiv preprint arXiv:1608.00060, 2016 | 2913* | 2016 |
Inference on treatment effects after selection amongst high-dimensional controls A Belloni, V Chernozhukov, C Hansen The Review of Economic Studies 2013; ArXiv 2011, 2011 | 1845 | 2011 |
Inference on counterfactual distributions V Chernozhukov, I Fernandez-Val, B Melly Econometrica, 2013 (ArXiv 2009) 81 (6), 2205–2268, 2009 | 1322* | 2009 |
Optimal Targeted Lockdowns in a Multi-Group SIR Model D Acemoglu, V Chernozhukov, I Werning, MD Whinston American Economic Review: Insights, 2021 | 1255* | 2021 |
An IV model of quantile treatment effects V Chernozhukov, C Hansen Econometrica, 245-261, 2005 | 1251 | 2005 |
Sparse models and methods for optimal instruments with an application to eminent domain A Belloni, D Chen, V Chernozhukov, C Hansen Econometrica 2012 (ArXiv 2010) 80 (6), 2369-2429, 2010 | 1169 | 2010 |
High-Dimensional Methods and Inference on Structural and Treatment Effects A Belloni, V Chernozhukov, C Hansen The Journal of Economic Perspectives 28 (2), 29-50, 2014 | 1077 | 2014 |
An MCMC approach to classical estimation V Chernozhukov, H Hong Journal of econometrics 115 (2), 293-346, 2003 | 985 | 2003 |
Estimation and confidence regions for parameter sets in econometric models V Chernozhukov, H Hong, E Tamer Econometrica 75 (5), 1243–1284, 2007 | 857 | 2007 |
Least squares after model selection in high-dimensional sparse models A Belloni, V Chernozhukov Bernoulli 2013 (ArXiv 2009) 19 (2), 521-547, 2013 | 855 | 2013 |
Square-root lasso: pivotal recovery of sparse signals via conic programming A Belloni, V Chernozhukov, L Wang Biometrika 2011 (ArXiv 2010) 98 (4), 791-806, 2011 | 738 | 2011 |
Instrumental quantile regression inference for structural and treatment effect models V Chernozhukov, C Hansen Journal of Econometrics 132 (2), 491-525, 2006 | 720 | 2006 |
ℓ1-penalized quantile regression in high-dimensional sparse models A Belloni, V Chernozhukov The Annals of Statistics 2011 (Arxiv 2009) 39 (1), 82-130, 2011 | 711 | 2011 |
Instrumental variable quantile regression: A robust inference approach V Chernozhukov, C Hansen Journal of Econometrics 142 (1), 379-398, 2008 | 677* | 2008 |
Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments V Chernozhukov, M Demirer, E Duflo, I Fernandez-Val Econometrica (to appear); arXiv preprint arXiv:1712.04802, 2024 | 637* | 2024 |
Quantile and probability curves without crossing V Chernozhukov, I Fernandez-Val, A Galichon Econometrica, 1093-1125, 2010 | 624 | 2010 |
Double/debiased/neyman machine learning of treatment effects V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ... American Economic Review 107 (5), 261-65, 2017 | 595 | 2017 |
Quantile regression under misspecification, with an application to the US wage structure J Angrist, V Chernozhukov, I Fernandez-Val Econometrica 72 (2), 539–563, 2007 | 575 | 2007 |
GAUSSIAN APPROXIMATIONS AND MULTIPLIER BOOTSTRAP FOR MAXIMA OF SUMS OF HIGH-DIMENSIONAL RANDOM VECTORS V Chernozhukov, D Chetverikov, K Kato Annals of Statistics, 2013 (ArXiv 2013) 41 (6), 2786-2819, 2013 | 564 | 2013 |
Intersection bounds: estimation and inference V Chernozhukov, S Lee, AM Rosen Econometrica 81, 667-736, 2013 | 538 | 2013 |