Victor Chernozhukov

Department of Economics
Massachusetts Institute of Technology
77 Massachusetts Avenue
Cambridge, Mass. 02139

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Massachusetts Institute of Technology

NBER Working Papers and Publications

May 2020Optimal Targeted Lockdowns in a Multi-Group SIR Model
with Daron Acemoglu, Iván Werning, Michael D. Whinston: w27102
November 2019Demand Analysis with Many Prices
with Jerry A. Hausman, Whitney K. Newey: w26424
February 2019Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap
with Arun G. Chandrasekhar, Francesca Molinari, Paul Schrimpf: w25593
June 2018Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments
with Mert Demirer, Esther Duflo, Iván Fernández-Val: w24678
February 2018The Impact of Big Data on Firm Performance: An Empirical Investigation
with Patrick Bajari, Ali Hortaçsu, Junichi Suzuki: w24334

Published: Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2019. "The Impact of Big Data on Firm Performance: An Empirical Investigation," AEA Papers and Proceedings, vol 109, pages 33-37. citation courtesy of

January 2018Censored Quantile Instrumental Variable Estimation with Stata
with Iván Fernández-Val, Sukjin Han, Amanda Kowalski: w24232

Published: Victor Chernozhukov & Ivan Fernández-Val & Sukjin Han & Amanda Kowalski, 2019. "Censored quantile instrumental-variable estimation with Stata," The Stata Journal: Promoting communications on statistics and Stata, vol 19(4), pages 768-781. citation courtesy of

June 2017Double/Debiased Machine Learning for Treatment and Structural Parameters
with Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey, James Robins: w23564

Published: Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018. "Double/debiased machine learning for treatment and structural parameters," The Econometrics Journal, vol 21(1), pages C1-C68. citation courtesy of

April 2015Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
with Patrick Bajari, Han Hong, Denis Nekipelov: w21125
April 2011Quantile Regression with Censoring and Endogeneity
with Iván Fernández-Val, Amanda E. Kowalski: w16997

Published: Chernozhukov, Victor & Fernández-Val, Iván & Kowalski, Amanda E., 2015. "Quantile regression with censoring and endogeneity," Journal of Econometrics, Elsevier, vol. 186(1), pages 201-221. citation courtesy of

October 2006Learning and Disagreement in an Uncertain World
with Daron Acemoglu, Muhamet Yildiz: w12648
April 2004Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
with Joshua Angrist, Ivan Fernandez-Val: w10428

Published: Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, vol. 74(2), pages 539-563, 03. citation courtesy of

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