Ivan Fernandez-Val
Ivan Fernandez-Val
Professor of Economics, Boston University
Dirección de correo verificada de bu.edu
TítuloCitado porAño
Inference on counterfactual distributions
V Chernozhukov, I Fernández‐Val, B Melly
Econometrica 81 (6), 2205-2268, 2013
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
Quantile and probability curves without crossing
V Chernozhukov, I Fernández‐Val, A Galichon
Econometrica 78 (3), 1093-1125, 2010
Fixed effects estimation of structural parameters and marginal effects in panel probit models
I Fernández-Val
Journal of Econometrics 150 (1), 71-85, 2009
Average and quantile effects in nonseparable panel models
V Chernozhukov, I Fernández‐Val, J Hahn, W Newey
Econometrica 81 (2), 535-580, 2013
Program evaluation with high-dimensional data
A Belloni, V Chernozhukov, I Fernández-Val, C Hansen
cemmap working paper, Centre for Microdata Methods and Practice, 2015
Extrapolate-ing: External validity and overidentification in the late framework
J Angrist, I Fernandez-Val
National Bureau of Economic Research, 2010
Improving point and interval estimators of monotone functions by rearrangement
V Chernozhukov, I Fernandez-Val, A Galichon
Biometrika 96 (3), 559-575, 2009
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
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
Quantile regression with censoring and endogeneity
V Chernozhukov, I Fernández-Val, AE Kowalski
Journal of Econometrics 186 (1), 201-221, 2015
Conditional quantile processes based on series or many regressors
A Belloni, V Chernozhukov, D Chetverikov, I Fernández-Val
Journal of Econometrics, 2019
Subsampling inference on quantile regression processes
V Chernozhukov, I Fernández-Val
Sankhyā: The Indian Journal of Statistics, 253-276, 2005
Bias corrections for two-step fixed effects panel data estimators
I Fernández-Val, F Vella
Journal of Econometrics 163 (2), 144-162, 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
Panel data models with nonadditive unobserved heterogeneity: Estimation and inference
I Fernández‐Val, J Lee
Quantitative Economics 4 (3), 453-481, 2013
Household labor supply: evidence for Spain
I Fernandez-Val
investigaciones económicas 27 (2), 239-275, 2003
Rearranging edgeworth–cornish–fisher expansions
V Chernozhukov, I Fernández-Val, A Galichon
Economic theory 42 (2), 419-435, 2010
Generic machine learning inference on heterogenous treatment effects in randomized experiments
V Chernozhukov, M Demirer, E Duflo, I Fernandez-Val
National Bureau of Economic Research, 2018
Nonparametric identification in panels using quantiles
V Chernozhukov, I Fernandez-Val, S Hoderlein, H Holzmann, W Newey
Journal of Econometrics 188 (2), 378-392, 2015
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