Victor Chernozhukov

• Admissible invariant similar tests for instrumental variables regression
• An IV model of quantile treatment effects
• An MCMC approach to classical estimation
• Conditional extremes and near-extremes
• Conditional value-at-risk
• Estimation and confidence regions for parameter sets in econometric models
• Extremal quantities and value-at-risk
• Finite sample inference for quantile regression models
• Improving estimates of monotone functions by rearrangement
• Improving point and interval estimates of monotone functions by rearrangement
• Inference for distributional effects using instrumental quantile regression
• Inference on counterfactual distributions