What has the author Victor Chernozhukov written?

Answer 1

Victor Chernozhukov has written:

'Quantile regression with censoring and endogeneity'

'An IV model of quantile treatment effects' -- subject(s): Accessible book

'Rearranging Edgeworth-Cornish-Fisher expansions'

'L1-Penalized Quantile Regression in High Dimensional Sparse Models' -- subject(s): Regression analysis

'Instrumental variable quantile regression' -- subject(s): Accessible book

'Extremal quantities and value-at-risk' -- subject(s): Accessible book

'Estimation and confidence regions for parameter sets in econometric models' -- subject(s): Accessible book