Victor Chernozhukov

Institution: Massachusetts Institute of Technology (MIT)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://victorchernozhukov.com

First Publication: 2003

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	11.03	5.05	3.53	0.00	19.61	99%
Last 10 Years	19.11	9.75	5.11	0.00	33.97	99%
All Time	30.54	23.68	7.80	0.84	62.87	98%

Publication Statistics

Raw Publications 46

Coauthorship-Adjusted Count 28.98

Publications (46)

Year	Article	Journal	Tier	Authors
2025	Quantile graphical models: Prediction and conditional independence with applications to systemic risk	Journal of Econometrics	A	3
2025	Philip G. Wright, directed acyclic graphs, and instrumental variables	The Econometrics Journal	B	3
2025	Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India	Econometrica	S	4
2025	Reply to: Comments on “Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India”	Econometrica	S	4
2024	Network and panel quantile effects via distribution regression	Journal of Econometrics	A	3
2023	Constrained Conditional Moment Restriction Models	Econometrica	S	3
2023	Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence	Quantitative Economics	B	4
2022	Rate minimaxity of the lasso and Dantzig selector for the lq loss in l r balls	The Econometrics Journal	B	3
2022	Automatic Debiased Machine Learning of Causal and Structural Effects	Econometrica	S	3
2022	Locally Robust Semiparametric Estimation	Econometrica	S	5
2021	Optimal Targeted Lockdowns in a Multigroup SIR Model	American Economic Review: Insights	A	4
2021	Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S.	Journal of Econometrics	A	3
2021	Debiased machine learning of conditional average treatment effects and other causal functions	The Econometrics Journal	B	2
2021	An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls	Journal of the American Statistical Association	B	3
2021	Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations	Journal of Political Economy	S	4
2020	Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes	Journal of the American Statistical Association	B	4
2020	Semiparametric estimation of structural functions in nonseparable triangular models	Quantitative Economics	B	5
2019	Nonseparable multinomial choice models in cross-section and panel data	Journal of Econometrics	A	3
2019	Conditional quantile processes based on series or many regressors	Journal of Econometrics	A	4
2019	Inference on Causal and Structural Parameters using Many Moment Inequalities	Review of Economic Studies	S	4
2019	Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models	Journal of the American Statistical Association	B	3
2018	The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages	Econometrica	S	3
2017	Double/Debiased/Neyman Machine Learning of Treatment Effects	American Economic Review	S	6
2017	Program Evaluation and Causal Inference With High‐Dimensional Data	Econometrica	S	4
2016	Inference in High-Dimensional Panel Models With an Application to Gun Control	Journal of Business & Economic Statistics	A	4
2016	Post-Selection Inference for Generalized Linear Models With Many Controls	Journal of Business & Economic Statistics	A	3
2015	Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments	American Economic Review	S	3
2015	Quantile regression with censoring and endogeneity	Journal of Econometrics	A	3
2015	Some new asymptotic theory for least squares series: Pointwise and uniform results	Journal of Econometrics	A	4
2015	Nonparametric identification in panels using quantiles	Journal of Econometrics	A	5
2015	Comment	Journal of the American Statistical Association	B	2
2015	Inference on sets in finance	Quantitative Economics	B	3
2014	Local Identification of Nonparametric and Semiparametric Models	Econometrica	S	4
2014	Inference on Treatment Effects after Selection among High-Dimensional Controls†	Review of Economic Studies	S	3
2011	Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks	Review of Economic Studies	S	2
2010	Introduction	Economic Theory	B	3
2010	Rearranging Edgeworth–Cornish–Fisher expansions	Economic Theory	B	3
2009	ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION	Econometric Theory	B	3
2009	Finite sample inference for quantile regression models	Journal of Econometrics	A	3
2008	The reduced form: A simple approach to inference with weak instruments	Economics Letters	C	2
2008	Instrumental variable quantile regression: A robust inference approach	Journal of Econometrics	A	2
2007	Inference approaches for instrumental variable quantile regression	Economics Letters	C	3
2007	Instrumental variable estimation of nonseparable models	Journal of Econometrics	A	3
2006	Instrumental quantile regression inference for structural and treatment effect models	Journal of Econometrics	A	2
2004	The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis	Review of Economics and Statistics	A	2
2003	An MCMC approach to classical estimation	Journal of Econometrics	A	2