Ivan Fernandez-Val
Ivan Fernandez-Val
Professor of Economics, Boston University
Verified email at - Homepage
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Inference on counterfactual distributions
V Chernozhukov, I FernŠndez‐Val, B Melly
Econometrica 81 (6), 2205-2268, 2013
Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
V Chernozhukov, M Demirer, E Duflo, I FernŠndez-Val
HAL Working Papers, 2023
Quantile and probability curves without crossing
V Chernozhukov, I FernŠndez‐Val, A Galichon
Econometrica 78 (3), 1093-1125, 2010
Quantile regression under misspecification, with an application to the US wage structure
J Angrist, V Chernozhukov, I FernŠndez‐Val
Econometrica 74 (2), 539-563, 2006
Program evaluation with high-dimensional data
A Belloni, V Chernozhukov, I FernŠndez-Val, C Hansen
cemmap working paper, 2015
Individual and time effects in nonlinear panel models with large N, T
I FernŠndez-Val, M Weidner
Journal of Econometrics 192 (1), 291-312, 2016
Fixed effects estimation of structural parameters and marginal effects in panel probit models
I FernŠndez-Val
Journal of Econometrics 150 (1), 71-85, 2009
Average and quantile effects in nonseparable panel models
V Chernozhukov, I FernŠndez‐Val, J Hahn, W Newey
Econometrica 81 (2), 535-580, 2013
Improving point and interval estimators of monotone functions by rearrangement
V Chernozhukov, I Fernandez-Val, A Galichon
Biometrika 96 (3), 559-575, 2009
Extrapolate-ing: External validity and overidentification in the late framework
J Angrist, I Fernandez-Val
National Bureau of Economic Research, 2010
Quantile regression with censoring and endogeneity
V Chernozhukov, I FernŠndez-Val, AE Kowalski
Journal of Econometrics 186 (1), 201-221, 2015
The consequences of teenage childbearing: Consistent estimates when abortion makes miscarriage non‐random
A Ashcraft, I FernŠndez‐Val, K Lang
The Economic Journal 123 (571), 875-905, 2013
Conditional quantile processes based on series or many regressors
A Belloni, V Chernozhukov, D Chetverikov, I FernŠndez-Val
Journal of Econometrics 213 (1), 4-29, 2019
Subsampling inference on quantile regression processes
V Chernozhukov, I FernŠndez-Val
Sankhyā: The Indian Journal of Statistics, 253-276, 2005
The sorted effects method: Discovering heterogeneous effects beyond their averages
V Chernozhukov, I FernŠndez‐Val, Y Luo
Econometrica 86 (6), 1911-1938, 2018
Nonlinear factor models for network and panel data
M Chen, I FernŠndez-Val, M Weidner
Journal of Econometrics 220 (2), 296-324, 2021
Bias corrections for two-step fixed effects panel data estimators
I FernŠndez-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 FernŠndez-Val
The Review of Economic Studies 78 (2), 559-589, 2011
Fixed Effects Estimation of Large-TPanel Data Models
I FernŠndez-Val, M Weidner
Annual Review of Economics 10, 109-138, 2018
Bias corrections for probit and logit models with two-way fixed effects
M Cruz-Gonzalez, I FernŠndez-Val, M Weidner
The Stata Journal 17 (3), 517-545, 2017
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