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Victor Chernozhukov

Victor Chernozhukov

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Cemmap Working Paper CWP28/19
This paper considers inference for a function of a parameter vector in a partially identiļ¬ed model with many moment inequalities. This framework allows the number of moment conditions to grow with the sample size, possibly at exponential rates. Our main motivating application is subvector ...
Cemmap Working Paper CWP30/19
Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important. For instance, high-dimensional settings might arise in economic studies due to very rich data sets with many potential covariates ...

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