Otros recursos de Chernozhukov, Victor

Resultados 1 - 10 de 72 de Chernozhukov, Victor. (0 segundos)

  1. Gaussian approximation of suprema of empirical processes (�)

    Chetverikov, Denis; Kato, Kengo; Chernozhukov, Victor V
    This paper develops a new direct approach to approximating suprema of general empirical processes by ...

  2. Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems (�)

    Belloni, Alberto; Chernozhukov, Victor V; Kato, Kengo
    We develop uniformly valid confidence regions for regression coefficients in a highdimensional spars ...

  3. Inference on sets in finance (�)

    Kocatulum, Emre; Menzel, Konrad; Chernozhukov, Victor V
    We consider the problem of inference on a class of sets describing a collection of admissible models ...

  4. Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach (�)

    Chernozhukov, Victor; Chernozhukov, Victor V
    We present an expository, general analysis of valid post-selection or post-regularization inference ...

  5. A lava attack on the recovery of sums of dense and sparse signals (�)

    Liao, Yuan; Chernozhukov, Victor V; Hansen, Christian B.
    Common high-dimensional methods for prediction rely on having either a sparse signal model, a model ...

  6. Double/Debiased/Neyman Machine Learning of Treatment Effects (�)

    Chetverikov, Denis; Hansen, Christian; Chernozhukov, Victor V; Demirer, Mert; Duflo, Esther; Newey, Whitney K
    Chernozhukov et al. (2016) provide a generic double/de-biased machine learning (ML) approach for obtaining valid inferential statements about focal parameters, using Neyman-orthogonal scores and

  7. Program Evaluation and Causal Inference With High-Dimensional Data (�)

    Belloni, Alberto; Chernozhukov, Victor V; Fernandez-Val, Ivan; Hansen, Christian B.
    In this paper, we provide efficient estimators and honest confidence bands for a variety of treatmen ...

  8. 14.382 Econometrics I, Spring 2005 (�)

    Hausman, Jerry; Chernozhukov, Victor
    This course focuses on the specification and estimation of the linear regression model. The course d ...

  9. Average and Quantile Effects in Nonseparable Panel Models (�)

    Fernandez-Val, Ivan; Hahn, Jinyong; Chernozhukov, Victor V; Newey, Whitney K
    Nonseparable panel models are important in a variety of economic settings, including discrete choice ...

  10. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments (�)

    Hansen, Christian; Spindler, Martin; Chernozhukov, Victor V
    We consider estimation of and inference about coefficients on endogenous variables in a linear instr ...

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