victorchernozhukov.com: Academic Econometrician, Economist, Statistician, Machine Learner: Causal Inference with High-Dimensional Data, Policy Evaluation, Double Lasso methods, Debiased Machine Learning, Distribution and Quantile Regression Methods, Mode
Inference on sets in finance Victor Chernozhukov Emre Kocatulum Konrad Menzel The Institute for Fiscal Studies Department of Economics,UCL cem..
Roger Koenker, Victor Chernozhukov, Huming He and Limin Peng (2017): Handbook of Quantile RegressionWe derive analytic expressions for the biases, to O(n-1) of the maximum likelihood estimators of the parameters of the generalized Pareto distribution. Using these expressions to bias-correct the ...
Daron Acemoglu, Victor Chernozhukov, Iván Werning, Michael D. Whinston等学者最新NBER工作论文利用multi-risk SIR model对新冠疫情进行了最优政策分析。结果表明,在相同经济成本下,有针对性的封锁政策(针对高风险、老年人群)比一刀切的政策更为有效。在有针对性的政策下,用损失24.3%的GDP的代价能拯救大约2千7百万...
Replication files forChernozhukov, Newey, Quintas-Martínez and Syrgkanis (2021) "RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests" Main Files RieszNet_IHDP.ipynbruns the ATE MAE and coverage experiments based on IHDP semi-synthetic data using RieszNe...
该文的第一作者Victor Chernozhukov(MIT教授)被誉为计量天才,他曾在一次讲座中说,“This is a simple paper, but it took many people to write it”。我原以为a simple paper应该是十多页,顶多二十多页,但其实是68页(其中包括小字体的证明附录19页)!仅引言部分就有11页,好在引言已包含了全文的精华(详见...
R Notebook Linear Penalized Regs menu auto_awesome_motion View Active Events Victor Chernozhukov·3y ago· 813 views Copied from Jannis Kueck (+235,-333) NotebookInputOutputLogsComments (0) comment 0 Comments
Victor Chernozhukov · 3y ago· 816 views arrow_drop_up0 Copy & Edit100 more_vert R Notebook Linear Penalized Regs Copied from Jannis Kueck (+235,-333)NotebookInputOutputLogsComments (0)historyVersion 21 of 21chevron_right Runtime play_arrow 2m 14s Language R Table of Contents Penalized ...
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Victor Chernozhukov · 3y ago· 815 views arrow_drop_up0 Copy & Edit100 more_vert R Notebook Linear Penalized Regs Copied from Jannis Kueck (+235,-333)NotebookInputOutputLogsComments (0)Output Data Rplot001.png(30.81 kB) get_app chevron_right Outputmore_vert insert_photo Rplot001.png ...