WWW.DISSERTATION.XLIBX.INFO
FREE ELECTRONIC LIBRARY - Dissertations, online materials
 
<< HOME
CONTACTS



«VICTOR CHERNOZHUKOV Professor of Economics Massachusetts Institute of Technology Department of Economics, MIT Fax: (617) 253-1330 50 Memorial Drive, ...»

VICTOR CHERNOZHUKOV

Professor of Economics

Massachusetts Institute of Technology

Department of Economics, MIT Fax: (617) 253-1330

50 Memorial Drive, E52-361B E-mail: vchern at mit.edu

Cambridge, MA 02142, USA Web: www.mit.edu/~vchern

PERSONAL INFORMATION

Birth Date: 11/21/1974

Citizenship: Russian and American

CURRENT PROFESSIONAL POSITIONS

Massachusetts Institute of Technology, Department of Economics, Professor, 2008-present New Economic School, Moscow, Professor by Courtesy, 2010-present

PREVIOUS PROFESSIONAL POSITIONS

University of Chicago, Department of Economics, Visiting Associate Professor, Spring 2007 Massachusetts Institute of Technology, Department of Economics, Associate Professor, 2005-2008 University of Chicago, Department of Economics, Visiting Scholar, Fall of 2004 Massachusetts Institute of Technology, Department of Economics, Assistant Professor, 2000-2005 EDUCATION Stanford University, Ph.D. Economics, 2000. Dissertation: Conditional Extremes and Near-Extremes: Concepts, Inference, and Economic Applications. Committee: T.

Amemiya (Chair), P. Bajari, T. MaCurdy.

University of Illinois at Urbana-Champaign, M.S. Statistics, 1997 AWARDS and HONORS The Cowles Foundation Lecture, Inaugural Speaker, North American Econometric Society Meeting, 2009 Fellow of the Econometric Society, Elected in 2009 International Fellow, University College London, CEMMAP, 2009 Alfred P. Sloan Research Fellowship, 2005-2007 Castle-Krob Career Development Chair, 2004-2007 Center for Advanced Behavioral Studies, Eligible Fellow, 2005-2008 Arnold Zellner Award, 2005 Selection Committee: D. Andrews, B. Hansen, G. Koop, and A. Lewbel.

Alfred P. Sloan Doctoral Dissertation Fellowship, 1999-2000 American Collegiate Consortium Scholar, 1993-1994 GRANTS National Science Foundation, 2002-2014 RESEARCH I. “Big Data” and Large Econometric Models. Modeling, estimation, and inference with high-dimensional data in economics. Program evaluation with high-dimensional data, including empirical applications.

[24, 25, 26, 27, 30, 31, 34, 36, 37, 38, 39, 40, 42, 43, 44, 46, 47, 48, 51, 52, 53, 54, 56] II. Quantile and Distributional Methods in Economics. Instrumental quantile methods. Quantile and distribution regressions. Counterfactual analysis.

Empirical Applications.

[2, 5, 6, 9, 10, 12, 16, 18, 21, 24, 29, 32, 33, 35, 43, 45, 46, 47, 50, 54, 55, 59, 60, 61, 62] III. Moment Inequalities, Partial Identification, Set Estimation. Set identification analysis, estimation, and inference in partially identified models, especially moment inequality models.

[13, 14, 15, 16, 22, 27, 28, 29, 41, 49, 53, 55, 58] IV. Quasi-Bayesian Estimation. A computationally attractive alternative to the extremum estimation in structural econometric models. Computational complexity analysis.

[3, 4, 18, 38] V. Shape Restrictions in Econometric Models. Exploiting shape restrictions to improve estimation and inference on structural functions, including conditional and structural quantile functions, growth curves, and Edgeworth and CornishFisher expansions.

[19, 20, 21, 57, 59] VI. Extremes and Nonstandard Models. Model and inference for extreme and near-extreme conditional quantiles. Applications to market and birthweight risks. Estimation and inference in models of equilibrium search, standard auction models, and production frontiers.

[1, 4, 7, 23] PAPERS: www.mit.edu/~vchern

Published or submitted papers:

1. “Conditional Value-at-Risk: Aspects of Modeling and Estimation,” with L. Umantsev, Empirical Economics, 26, pp. 271-293, 2001.

2. “Three-step Censored Quantile Regression and Extramarital Affairs,” with H. Hong, Journal of the American Statistical Association, 2002.

3. “An MCMC Approach to Classical Estimation,” with H. Hong, Journal of Econometrics, 2003.

Awarded the 2005 Biannual Arnold Zellner Award.

Selection Committee: D. Andrews, B. Hansen, G. Koop, and A. Lewbel.

4. “Likelihood Inference in a Class of Non-Regular Econometric Models,” with H. Hong, Econometrica, vol.72 (2), pp. 1445-1480, 2004.

5. “The Impact of 401(k) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis,” with C. Hansen, The Review of Economics and Statistics, 2004.

6. “An Instrumental Variable Model of Quantile Treatment Effects,” with C. Hansen, Econometrica, 2005.

7. “Extremal Quantile Regression,” The Annals of Statistics, 2005.

8. “Subsampling Inference on Quantile Regression Processes (with an Application to a Re-employment Experiment)”, with I. Fernandez-Val, Sankhya, 2005.

9. “Inference on Instrumental Quantile Processes for Structural and Treatment Effect Models,” with C. Hansen, Journal of Econometrics, 2006.

10. “Quantile Regression under Misspecification and the U. S. Wage Structure,” with J.

Angrist and I. Fernandez-Val, Econometrica, 2006.

11. “Estimation and Inference on Parameter Sets in Econometric Models,” with H. Hong and E. Tamer, Econometrica, 2007.

12. “Extremal Quantiles and Value-at-Risk”, with Songzi Du, 2007, Palgrave Dictionary of Economics.

13. “Instrumental Variable Identification and Estimation of Non-separable Models,” 2007, with G. Imbens and W. Newey, Journal of Econometrics.





14. “The Reduced Form: A Simple Approach to Inference with Weak Instruments”, with C. Hansen, Economics Letters, 2007.

15. “Instrumental Quantile Regression: A Robust Inference Approach,” C. Hansen, Journal of Econometrics, 2007.

16. “Finite-Sample Inference in Quantile Regression Models,” with C. Hansen and M.

Jansson, Journal of Econometrics, 2007.

17. “Admissible Tests for Instrumental Regression,” with C. Hansen and M. Jansson, Econometric Theory, 2008.

18. “Computational Complexity of MCMC-Based Estimators in Large Samples,” with A.

Belloni, The Annals of Statistics, 2009.

19. “Improving Point and Interval Estimators of Monotonic Functions by Rearrangement,” with I. Fernandez-Val and A. Galichon, Biometrika, 2009.

20. “Quantile and Probability Curves without Crossing,” with I. Fernandez-Val and A.

Galichon, Econometrica, 2010.

21. “Rearranging Edgeworth-Cornish-Fisher Expansions,” with I. Fernandez-Val and A.

Galichon, Economic Theory, 2010.

22. “Sensitivity and Set-Identification Analysis of the Regression Model with Tobin Regressors”, with T. Stocker and R. Rigobon, Quantitative Economics, 2010.

23. “Inference for Extremal Quantile Regression Models, with an Application to Market and Birthweight Risks,” with I. Fernandez-Val, The Review of Economic Studies, 2011 24. “L1-Penalized Quantile Regression in High-Dimensional Sparse Models,” with A.

Belloni, The Annals of Statistics, 2011.

25. “High-Dimensional Sparse Econometric Models: An Introduction,” with A. Belloni, Springer Lecture Notes, 2011. (Refereed) 26. “Square Root Lasso: Pivotal Recovery of Sparse Functions via Conic Programming”, with A. Belloni and L. Wang, Biometrika, 2011.

27. “Sparse Models and Methods for Instrumental Regression with Application to Eminent Domain”, with A. Belloni, C. Hansen, D. Chen, Econometrica, 2012.

28. “Intersection Bounds: Estimation and Inference,” with S. Lee and A. Rosen, Econometrica, 2013.

29. “Average and Quantile Effects in Nonlinear Panel Data Models,” with J. Hahn, I.

Fernandez-Val, W. Newey, Econometrica, 2013.

30. “Least Squares after Model Selection in High-Dimensional Linear Regression Model”, with A. Belloni, Bernoulli, 2013. (Arxiv 2009).

31. “Inference Methods for High-Dimensional Sparse Econometric Models,” with A.

Belloni and C. Hansen, World Congress of Econometric Society 2010, Advances in Economics & Econometrics, 2011.

Invited lecture presented at the World Congress of Econometric Society in 2010, with discussion by S. Bonhomme.

32. “Quantile Models with Endogeneity”, with C. Hansen, invited article, Annual Review of Economics, (5) 2013.

33. “Inference on Counterfactual Distributions,” I. Fernandez-Val and Blaise Melly, Econometrica, 2013.

34. “Gaussian Approximations and Gaussian Multiplier Bootstrap for Maxima of Sums of High-Dimensional Random Vectors”, with D. Chetverikov and K. Kato, Annals of Statistics, 2013 35. "Identification in Semiparametric and Nonparametric Conditional Moment Models", with X. Chen, S. Lee, and W. Newey, Econometrica, 2014.

36. “Comparison and Anti-Concentration Bounds for Maxima of Gaussian Vectors”, with D. Chetverikov and K. Kato. Forthcoming, Theory of Probability and Related Fields, 37. “Inference on Treatment Effects with High-Dimensional Controls, with Application to Abortion and Crime”, with A. Belloni and C. Hansen. Forthcoming, The Review of Economic Studies, 2014 (ArXiv 2011) 38. “Posterior Inference in Curved Exponential Families under Increasing Dimension”, with A. Belloni, Forthcoming, Econometrics Journal, 2014.

39. “Pivotal Estimation via Square-Root Lasso in Non-parametric Regression”, with A.

Belloni and L. Wang. Forthcoming, Annals of Statistics, 2014. (Arxiv 2011) 40. “Inference on Structural and Treatment Effects with High-Dimensional Data”, with A.

Belloni and C. Hansen. Forthcoming, Journal of Economic Perspectives, 2014.

41. “Fragility of Asymptotic Agreement under Bayesian Learning,” with D. Acemoglu and M. Yildiz. Revise & Resubmit at Theoretical Economics. 2010.

42. “Gaussian Approximation of Suprema of Empirical Processes”, with D. Chetverikov and K. Kato. Under Revision for Annals of Statistics. 2013 43. “Conditional Quantile Processes based on Series or Many Regressors (with an Application to Gasoline Demand),” with A. Belloni. Revise and Resubmit, Econometrica, 2013.

44. “LASSO Methods for Gaussian Instrumental Variable Models”, with A. Belloni and C.

Hansen. Revise and Resubmit, Econometrics Journal, 2011.

45. “Quantile Regression under Censoring and Endogeneity,’’ with I. Fernandez-Val and A. Kowalski. Revise and Resubmit, Journal of Econometrics, 2013.

46. “Uniform Post-Selection Inference in LAD regression models”, with A. Belloni and K.

Kato, Revised & Resubmitted, Biometrika, 2013.

47. “Honest Confidence Regions for a Regression Parameter in a High-Dimensional Sparse Logistic Regression”, with A. Belloni and W. Ying, 2013.

48. “Some New Asymptotic Theory for Least Squares Series Estimators”, with A. Belloni, D. Chetverikov, and K. Kato. Revise & Resubmit at Journal of Econometrics, 2013.

49. “Inference on Sets in Finance,” with E. Kokatulum and K. Menzel, Revise & Resubmit at Quantitative Economics, 2013.

50. “Nonparametric Identification in Panels using Quantiles”, with I. Fernandez-Val, W.

Newey et. al. Revise & Resubmit at Journal of Econometrics, 2014.

51. “Anti-Concentration and Confidence Bands in Nonparametric Problems”, with D.

Chetverikov and K. Kato. Revise & Resubmit at Annals of Statistics, 2013.

52. “Program Evaluation with High-Dimensional Data”, with A. Belloni, C. Hansen, I.

Fernandez-Val, 2013 Selected working papers.

53. “Inference with Very Many Moment Inequalities”, with D. Chetverikov and K. Kato, 54. “Robust Inference in Approximately Sparse Quantile Regression Models”, with A.

Belloni and K. Kato 55. “Best Linear Approximations to Set-Identified Functions (with an Application to Gender Wage Gap)”, 2009, with A. Chandraksekhar, F. Molinari, and P. Schrimpf.

56. “Inference on Treatment Effects with High-Dimensional Panel Data”, with D. Kozbur, A. Belloni, and C. Hansen 57. “Generic Methods for Shape-Restricted Inference in Econometrics”, with I.

Fernandez-Val and Y. Luo, 2013 58. “Learning and Disagreement under Uncertainty,” with D. Acemoglu and M. Yildiz, 2008.

59. “Sorted Effects -- Representing Partial Effects Beyond Averages”, With Y. Luo, 2011 60. “Vector Quantile Regression”, with G. Carlier and A. Galichon, 2012 61. “Hedonic Models with Multivariate Unobserved Heterogeneity”, with A. Galichon and M. Henry, 2013 62. “Empirical Vector Quantiles”, with A. Galichon, 2011

(CO) ADVISOR TO DOCTORAL STUDENTS:

1. Christian Hansen, Professor, Chicago Booth

2. Allen Ferrell, Professor, Harvard University

3. Ivan Fernandez-Val, Professor, Boston University

4. Alfred Galichon, Professor, Science Po

5. Alexandre Belloni, Professor, Duke University

6. Konrad Menzel, Assistant Professor, New York

7. Igor Makarov, Professor, London School of Economics

8. Mathew Harding, Assistant Professor, Stanford University

9. Oleg Rytchkov, Assistant Professor, Temple University

10. Moshe Cohen, Assistant Professor, Columbia University

11. Paul Schrimpf, Assistant Professor, University of British Columbia

12. Arun Chandraksekhar, Assistant Professor, Stanford University

13. Denis Chetverikov, Assistant Professor, University of California, Los-Angeles

POST-DOCTORAL RESEARCHERS (that I closely worked with):

14. Blaise Melly, Assistant Professor, Brown University

15. Kengo Kato, Assistant Professor, Graduate School of Economics, Tokyo

SERVICE:

Co-Editor for Economic Theory Co-Editor for Econometric Theory Associate Editor for Econometrica Associate Editor for Quantitative Economics Former Associate Editor for Journal of Econometrics Former Associate Editor for Econometrics Journal

REFEREEING:

Econometrica, Annals of Statistics, Review of Economic Studies, Biometrika, Econometric Theory, Economic Theory, Journal of Econometrics, Journal of the American Statistical Association, Handbook of Econometrics, National Science Foundation, National Security Agency Mathematical Science Program, Review of Economics and Statistics, Empirical Economics, Review of Financial Studies, Sankhya, Journal of Risk, Journal of Financial



Similar works:

«Henry G. Overman, Stephen Gibbons, Sabine D'Costa, Giordano Mion, Panu Pelkonen, Guilherme Resende and Mike Thomas Strengthening economic linkages between Leeds and Manchester: feasibility and implications: full report Report Original citation: Overman, Henry G. and Gibbons, Stephen and D'Costa, Sabine and Mion, Giordano and Pelkonen, Panu and Resende, Guilherme and Thomas, Mike (2009) Strengthening economic linkages between Leeds and Manchester: feasibility and implications: full report. The...»

«1 Course Name: Finance Seminar (PMBA), BA 6590 International Financial Management University of Missouri-St. Louis Fung Section, Mar -May 2015 Instructor: Hung-Gay Fung, Ph.D. Office phone: (314) 516-6374 Usually available 9:00am -4:00 pm Home phone: (314)-569-4069 Fax: (314) 516-6420 Email: fungh@msx.umsl.edu Class Time: Friday/Saturday, 8:30-12:30 Venue: 104 Express Scripts Hall Office: Tower 1113, UMSL Course Description: This is an international financial Management Class that deals with...»

«Africa and the Challenges of Democracy and Good Governance in the 21st Century By : Said Adejumobi Addis Ababa 2000 1. Abstract The paper problematises the issues of democracy and good governance in Africa and analyses their future prospects especially in the 21st century. Liberal democracy and good governance, beside market reforms are the new puzzle words on the global agenda. Indeed, the three issues appear to be organically linked in the present context, with the hegemony of the liberal...»

«PRESS REVIEW John Paul II Justice and Peace Centre “Faith Doing Justice” EDITION 3 AUGUST 2015 THEMATIC AREAS Plot 2468 Nsereko Road-Nsambya  Education P.O. Box 31853, Kampala-Uganda  Environment Tel: +256414267372  Health Mobile: 0783673588  Economy Email: jp2justice.director@gmail.com  Religion and Society Joshua.mutebe@jp2jpc.org Website: www.jp2jpc.org EDUCATION Municipal authorities to close illegal schools; Masaka municipal education authorities have issued a warning to...»

«2014 Annual Report Parish Meeting January 25, 2015 CONTENTS Annual Parish Meeting Agenda 3 Parish Staff 4 2014 Vestry, Commission Chairs and Key Volunteers 4 Vestry Members and Candidates 5 Vestry Nominees for Election 6 Rector's Annual Report 7 Deacon’s Annual Report 9 Senior Warden’s Annual Report 10 Junior Warden’s Annual Report 11 Finance Report 12 2014 End of Year Financial Highlights 13 2014 End of Year Cash and Investments 14 2015 Budget 14 Commission and Ministry Reports Adult...»

«Praise for Will Your Next Mistake Be Fatal? “Will Your Next Mistake Be Fatal? is a compelling and highly readable source book for any CEO navigating through the risks of today’s business environment. Robert Mittelstaedt provides a wealth of insights into what can go wrong in any business—even a ‘successful’ one—and how to recognize and prevent the ensuing chain of mistakes which could take you down.” Ronald D. Sugar Chairman, Chief Executive Officer, and President Northrop Grumman...»

«ESID Working Paper No.53 Political settlements, the deals environment and economic growth: The case of Ghana Robert Darko Osei,1 Charles Ackah,2 George Domfe3 and Michael Danquah4 October, 2015 Institute of Statistical Social and Economic Research (ISSER), University of 1 Ghana, Legon, Accra. Email correspondence: rdosei@yahoo.co.uk Institute of Statistical Social and Economic Research, University of Ghana, 2 Legon, Accra. Email correspondence: cackah@ug.edu.gh 3 Centre for Social Policy...»

«Local Government Ethics Law State of New Jersey Year of Service: 2013 Department of Community Affairs Financial Disclosure Statement * The Year that you are filing Division of Local Government Services the statement This Financial Disclosure Statement is required annually of all local government officers Local Finance Board in accordance with N.J.S.A. 40A:9-22.1 et seq., the Local Government Ethics Law. 1f8bba27-29f8-4ef6-b7e0-34fc8a0fd5c7 Enter the Local Government Served: Vineland City County...»

«Hidden Cash Flow Fortunes With Ian Flannigan Real Estate Investing Mastery Podcast -Start of AudioJOE: Hey, everybody! Welcome! This is the Real Estate Investing Mastery Podcast. I have a special guest today. I’m so excited about this. This is last-minute. Literally, just the other day, I asked him, “Hey, can you be on the show?” I’m gonna try to publish this today because this is a really important week. His name is Ian Flannigan. But first, I want to go to...»

«AGREEMENT FOR THE BARTER OF GOODS AND PRODUCTS This Agreement made and entered into this ( ) day of ( ), 200 by and between ( 당사자명), a corporation duly organized and existing under the laws of (당사자국명), having its principal office at (주소) (hereinafter referred to as AAA), and (당사자명), a corporation duly organized and existing under the laws of (당사국명), having its principal office at (주소), (hereinafter referred to as the BBB) WITNESSETH: WHEREAS, AAA...»

«PIERCE — GORMAN LLP International Motion Picture Law: Finance, Distribution, and Intellectual Property Date: Tuesday, 25 June 2002 Time: 3:00 4:30 p.m. Venue: IPD Function Room (Room 2501) Intellectual Property Department 25/F, Wu Chung House 213 Queen’s Road East Wanchai Hong Kong Speaker: Patrick J. Gorman, Esquire patrickgorman@piercegorman.com Pierce—Gorman LLP 9100 Wilshire Boulevard Suite 225, East Tower Beverly Hills, California 90212-3415 Telephone: (310) 274-9191 Facsimile: (310)...»

«The Case for Campaign Finance Reform in the United States Item type text; Electronic Thesis Authors Sheridan, Michael Dale Publisher The University of Arizona. Rights Copyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction or presentation (such as public display or performance) of protected items is prohibited except with permission of the author. Downloaded 23-Nov-2016 17:56:50...»





 
<<  HOME   |    CONTACTS
2016 www.dissertation.xlibx.info - Dissertations, online materials

Materials of this site are available for review, all rights belong to their respective owners.
If you do not agree with the fact that your material is placed on this site, please, email us, we will within 1-2 business days delete him.