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Inference in high dimensional panel models with an application to gun control
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2014 - This version is of November 24, 2014
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in … parameters in the canonical linear fixed effects model and over coefficients on a fixed vector of endogenous variables in panel …
Persistent link: https://www.econbiz.de/10010459263
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Nonseparable multinomial choice models in cross-section and panel data
Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017
attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice … identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility …
Persistent link: https://www.econbiz.de/10011665568
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Arellano-Bond lasso estimator for dynamic linear panel models
Chernozhukov, Victor; Fernández-Val, Iván; Huang, Chen; … - 2024
The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. However … overidentification. We show that weak dependence along the panel's time series dimension naturally implies approximate sparsity of the … county-level panel data from the United States to study opening K-12 schools and other mitigation policies' short and long …
Persistent link: https://www.econbiz.de/10014520814
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Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models
Chernozhukov, Victor - 2015
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity. With products...
Persistent link: https://www.econbiz.de/10013034227
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Single market nonparametric identification of multi-attribute hedonic equilibrium models
Chernozhukov, Victor; Galichon, Alfred; Henry, Marc; … - 2019 - The present version is of August 28, 2018
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity. With products...
Persistent link: https://www.econbiz.de/10012013952
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Hedonic prices and quality adjusted price indices powered by AI
Bajari, Patrick L.; Cen, Zhihao; Chernozhukov, Victor; … - 2021 - This version: February 20, 2021
We develop empirical models of hedonic prices and derive hedonic indices for measuring changes in customer welfare based upon deep learning. We first generate abstract product attributes, or "features," from text descriptions and images using deep neural networks, and then use these attributes...
Persistent link: https://www.econbiz.de/10012433795
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Hedonic prices and quality adjusted price indices powered by AI
Bajari, Patrick L.; Cen, Zhihao; Chernozhukov, Victor; … - 2023 - This version: April 20, 2023
Accurate, real-time measurements of price index changes using electronic records are essential for tracking inflation and productivity in today's economic environment. We develop empirical hedonic models that can process large amounts of unstructured product data (text, images, prices,...
Persistent link: https://www.econbiz.de/10014261216
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Nonparametric identification in panels using quantiles
Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, … - 2013
nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural … estimation with panel data illustrates the results. …
Persistent link: https://www.econbiz.de/10010226508
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Nonparametric identification in panels using quantiles
Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, … - 2014
panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions … estimation with panel data illustrates the results. …
Persistent link: https://www.econbiz.de/10010462666
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The Association of Opening K-12 Schools and Colleges with the Spread of COVID-19 in the United States : County-Level Panel Data Analysis
Chernozhukov, Victor; Kasahara, Hiroyuki; Schrimpf, Paul - 2021
using county-level panel data in the United States. Using data on foot traffic and K-12 school opening plans, we analyze how … related to the 2-weeks forward growth rate of confirmed COVID-19 cases. Our debiased panel data regression analysis with a set …
Persistent link: https://www.econbiz.de/10013239567