Denis Chetverikov
Selected Publications
This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) […]
We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]
The ill-posedness of the nonparametric instrumental variable (NPIV) model leads to estimators that may suffer from […]
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In this paper, we derive a rate of convergence of the Lasso estimator when the penalty […]
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]
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Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]
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This paper develops a new direct approach to approximating suprema of general empirical processes by a […]
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This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]
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Modern construction of uniform confidence bands for nonpara-metric densities (and other functions) often relies on the […]