no code implementations • 9 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.
no code implementations • 1 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.
no code implementations • 11 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.
no code implementations • 23 Oct 2020 • Iván Fernández-Val, Hugo Freeman, Martin Weidner
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations.
no code implementations • 25 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.
no code implementations • 21 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.
no code implementations • 28 Nov 2018 • Victor Chernozhukov, Iván Fernández-Val, Siyi Luo
We develop a distribution regression model under endogenous sample selection.
no code implementations • 4 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.
2 code implementations • 13 Dec 2017 • Victor Chernozhukov, Mert Demirer, Esther Duflo, Iván Fernández-Val
We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized experiments.
1 code implementation • 18 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