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Ivan Fernandez-Val

Global rank #3258 96%

Institution: Boston University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://sites.bu.edu/ivanf/

First Publication: 2009

Most Recent: 2025

RePEc ID: pfe104 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 2.35 0.00 6.37
Last 10 Years 1.17 4.19 3.25 0.00 16.32
All Time 2.18 8.28 3.92 0.00 29.19

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 14.44

Publications (19)

Year Article Journal Tier Authors
2025 Philip G. Wright, directed acyclic graphs, and instrumental variables The Econometrics Journal B 3
2024 Network and panel quantile effects via distribution regression Journal of Econometrics A 3
2024 Nonseparable sample selection models with censored selection rules Journal of Econometrics A 3
2021 Nonlinear factor models for network and panel data Journal of Econometrics A 3
2021 Low-rank approximations of nonseparable panel models The Econometrics Journal B 2
2021 Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data Journal of the American Statistical Association B 3
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
2018 The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages Econometrica S 3
2017 Program Evaluation and Causal Inference With High‐Dimensional Data Econometrica S 4
2016 Individual and time effects in nonlinear panel models with large N, T Journal of Econometrics A 2
2015 Quantile regression with censoring and endogeneity Journal of Econometrics A 3
2015 Nonparametric identification in panels using quantiles Journal of Econometrics A 5
2011 Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks Review of Economic Studies S 2
2011 Bias corrections for two-step fixed effects panel data estimators Journal of Econometrics A 2
2010 Rearranging Edgeworth–Cornish–Fisher expansions Economic Theory B 3
2009 Fixed effects estimation of structural parameters and marginal effects in panel probit models Journal of Econometrics A 1