Denis Chetverikov
University of California, Los Angeles
H-index: 23
North America-United States
Top articles of Denis Chetverikov
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
One Factor to Bind the Cross-Section of Returns | Nicola Borri Denis Chetverikov Yukun Liu Aleh Tsyvinski | 2024/4/22 | |
csranks: An R Package for Estimation and Inference Involving Ranks | arXiv preprint arXiv:2401.15205 | Denis Chetverikov Magne Mogstad Pawel Morgen Joseph Romano Azeem Shaikh | 2024/1/26 |
Logit-based alternatives to two-stage least squares | arXiv preprint arXiv:2312.10333 | Denis Chetverikov Jinyong Hahn Zhipeng Liao Shuyang Sheng | 2023/12/16 |
High-dimensional data bootstrap | Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike | 2022/5/19 | |
Inference for rank-rank regressions-Denis Chetverikov Daniel Wilhelm-The Institute for Fiscal Studies | Denis Chetverikov Daniel Wilhelm | 2023/11/2 | |
Inference for rank-rank regressions | arXiv preprint arXiv:2310.15512 | Denis Chetverikov Daniel Wilhelm | 2023/10/24 |
Nearly optimal central limit theorem and bootstrap approximations in high dimensions | Annals of Applied Probability 2023; arXiv preprint 2020; arXiv:2012.09513 | Victor Chernozhukov Denis Chetverikov Yuta Koike | 2023 |
Standard errors when a regressor is randomly assigned | arXiv preprint arXiv:2303.10306 | Denis Chetverikov Jinyong Hahn Zhipeng Liao Andres Santos | 2023/3/18 |
Spectral and post-spectral estimators for grouped panel data models | arXiv preprint arXiv:2212.13324 | Denis Chetverikov Elena Manresa | 2022/12/26 |
Improved central limit theorem and bootstrap approximations in high dimensions | The Annals of Statistics | Victor Chernozhuokov Denis Chetverikov Kengo Kato Yuta Koike | 2022/10 |
Weighted-average quantile regression | Denis Chetverikov Yukun Liu Aleh Tsyvinski | 2022/5/9 | |
Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators | Denis N Chetverikov Jesper R-V Sørensen | 2022 | |
On cross-validated lasso in high dimensions | The Annals of Statistics | Denis Chetverikov Zhipeng Liao Victor Chernozhukov | 2021/6 |
An adaptive test of stochastic monotonicity | Econometric Theory | Denis Chetverikov Daniel Wilhelm Dongwoo Kim | 2021/6 |
Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation | arXiv preprint arXiv:2104.04716 | Denis Chetverikov Jesper Riis-Vestergaard Sørensen | 2021/4/10 |
Co-Authors
