Search Results for author: Iván Fernández-Val

Found 10 papers, 2 papers with code

Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments

no code implementations9 Mar 2024 Victor Chernozhukov, Iván Fernández-Val, Sukjin Han, Kaspar Wüthrich

This representation allows us to introduce an identifying assumption, so-called copula invariance, that restricts the local dependence of the copula with respect to the treatment propensity.

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models

no code implementations1 Feb 2024 Victor Chernozhukov, Iván Fernández-Val, Chen Huang, Weining Wang

However, the estimator is severely biased when the data's time series dimension $T$ is long due to the large degree of overidentification.

Time Series

Marital Sorting, Household Inequality and Selection

no code implementations11 Oct 2023 Iván Fernández-Val, Aico van Vuuren, Francis Vella

Using CPS data for 1976 to 2022 we explore how wage inequality has evolved for married couples with both spouses working full time full year, and its impact on household income inequality.

Low-Rank Approximations of Nonseparable Panel Models

no code implementations23 Oct 2020 Iván Fernández-Val, Hugo Freeman, Martin Weidner

We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations.

Matrix Completion

Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019

no code implementations25 Feb 2020 Iván Fernández-Val, Franco Peracchi, Aico van Vuuren, Francis Vella

We examine the impact of annual hours worked on annual earnings by decomposing changes in the real annual earnings distribution into composition, structural and hours effects.

Selection and the Distribution of Female Hourly Wages in the U.S

no code implementations21 Dec 2018 Iván Fernández-Val, Franco Peracchi, Aico van Vuuren, Francis Vella

Changes in the role of selection only appear at the lower quantiles of the wage distribution.

Selection bias

Shape-Enforcing Operators for Point and Interval Estimators

no code implementations4 Sep 2018 Xi Chen, Victor Chernozhukov, Iván Fernández-Val, Scott Kostyshak, Ye Luo

A common problem in econometrics, statistics, and machine learning is to estimate and make inference on functions that satisfy shape restrictions.

Econometrics

Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes

1 code implementation18 Aug 2016 Victor Chernozhukov, Iván Fernández-Val, Blaise Melly, Kaspar Wüthrich

In both applications, the outcomes of interest are discrete rendering existing inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions.

Methodology Econometrics 62F25, 62G15, 62P20

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