Welcome to Victor Chernozhukov's Homepage  

Victor Chernozhukov

Research in Econometrics

I would like to gratefully acknowledge the generous research support via the National Science Foundation for the term 2001-present, the Castle-Krob Career Development Chair for the term 2004-2007, the Alfred P. Sloan Research Fellowship for the term 2005-2007, and the Alfred P. Sloan Dissertation Fellowship for the term 1999-2000. Any opinions, findings and conclusions or recommendations expressed in these materials are those of the authors and do not necessarily reflect the views of the National Science Foundation.

List of Papers by Themes

Most papers appear in a single theme, while several appear in at most two themes, as the numbering indicates; a higher number indicates a more recent paper. For a simple ordered list of papers see Curriculum Vitae.

Big Data: Confidence Bands and Causal Inference

Big Data: Prediction Methods

High-Dimensional Models

Policy Analysis

Shape Restrictions Partial Identification and Inference on Sets

Laplacian and Bayesian Inference

Quantiles and Multivariate Quantiles

Endogeneity

Extremes and Non-Regular Models