Books by Victor Chernozhukov
Total count: 27
Conditional value-at-riskaspects of modeling and estimationMassachusetts Institute of Technology, Dept. of Economics2000-01-01
Simple 3-step censored quantile regression and extramartial affairsMassachusetts Institute of Technology, Dept. of Economics2001-01-01
An IV model of quantile treatment effectsMassachusetts Institute of Technology, Dept. of Economics2001-01-01
Conditional extremes and near-extremesMassachusetts Institute of Technology, Dept. of Economics2001-01-01
Inference on quantile regression processan alternativeMassachusetts Institute of Technology, Dept. of Economics2002-01-01
Likelihood inference for some non-regular econometric modelsMassachusetts Institute of Technology, Dept. of Economics2002-01-01
Inference for distributional effects using instrumental quantile regressionMassachusetts Institute of Technology, Dept. of Economics2002-01-01
An MCMC approach to classical estimationMassachusetts Institute of Technology, Dept. of Economics2002-01-01
Likelihood estimation & inference in a class of nonregular economic modelsRev.Massachusetts Institute of Technology, Dept. of Economics2003-01-01
Estimation and confidence regions for parameter sets in econometric modelsRev.Massachusetts Institute of Technology, Dept. of Economics2006-01-01
Finite sample inference for quantile regression modelsMassachusetts Institute of Technology, Dept. of Economics2006-01-01
Instrumental variable quantile regressionMassachusetts Institute of Technology, Dept. of Economics2006-01-01
Inference on parameter sets in econometric modelsMassachusetts Institute of Technology, Dept. of Economics2006-01-01
Inference on parameter sets in econometric modelsMassachusetts Institute of Technology, Dept. of Economics2006-01-01
Extremal quantities and value-at-riskMassachusetts Institute of Technology, Dept. of Economics2006-01-01
Rearranging Edgeworth-Cornish-Fisher expansionsMassachusetts Institute of Technology, Dept. of Economics2007-01-01
Rearranging Edgeworth-Cornish-Fisher expansionsMassachusetts Institute of Technology, Dept. of Economics2007-01-01
Admissible invariant similar tests for instrumental variables regressionMassachusetts Institute of Technology, Dept. of Economics2007-01-01
Quantile and probability curves without crossingMassachusetts Institute of Technology, Dept. of Economics2007-01-01
Rearranging Edgeworth-Cornish-Fisher expansionsMassachusetts Institute of Technology, Dept. of Economics2007-01-01
Improving estimates of monotone functions by rearrangementMassachusetts Institute of Technology, Dept. of Economics2007-01-01
Inference on counterfactual distributionsRev.Massachusetts Institute of Technology, Dept. of Economics2008-01-01
Improving point and interval estimates of monotone functions by rearrangementMassachusetts Institute of Technology, Dept. of Economics2008-01-01
Inference on counterfactual distributionsMassachusetts Institute of Technology, Dept. of Economics2008-01-01
L1-Penalized Quantile Regression in High Dimensional Sparse ModelsMassachusetts Institute of Technology, Dept. of Economics2009-01-01