{"id":15,"date":"2014-03-11T11:23:01","date_gmt":"2014-03-11T15:23:01","guid":{"rendered":"https:\/\/sites.bu.edu\/ivanf\/?page_id=15"},"modified":"2026-04-07T04:30:59","modified_gmt":"2026-04-07T08:30:59","slug":"research","status":"publish","type":"page","link":"https:\/\/sites.bu.edu\/ivanf\/research\/","title":{"rendered":"Research"},"content":{"rendered":"

 <\/p>\n

Publications:<\/strong><\/em><\/p>\n

Household Labor Supply: Evidence for Spain<\/a>
May 2003, Investigaciones Econ\u00f3micas <\/i>27(2), pp. 239-275<\/p>\n

Appendix I in Hahn, J., and W. Newey, Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
July 2004, Econometrica<\/i> 72(4), pp. 1295-1319<\/p>\n

Subsampling Inference on Quantile Regression Processes<\/a>
<\/b>(with Victor Chernozhukov)
May 2005, Sankhya <\/i>67, pp. 253-276.
<\/b>Data<\/a>, code application<\/a>, code Monte Carlo<\/a><\/p>\n

Quantile <\/b>Regression under Misspecification, with an <\/b>Application to the U.S. Wage Structure
\n<\/a>(with Joshua Angrist and Victor Chernozhukov)
March 2006, Econometrica <\/i>74(2), pp. 539-563.
Online supplemental material<\/a><\/p>\n

Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models<\/a>
May 2009, Journal of Econometrics<\/em> 150(1), pp. 71-85.
<\/b>Data (via ICPRS)<\/a>, <\/span>code application (exogenous)<\/a>, code application (predetermined)<\/a>, code application (dynamic)<\/a><\/span><\/p>\n

Improving Point and Interval Estimators of Monotone Functions by Rearrangement<\/a> *
(with Victor Chernozhukov and Alfred Galichon)
September 2009, Biometrika <\/em>96(3), pp. 559-575.
<\/b>R Package<\/a> (install with Packages + Install package(s) from local zip files …)<\/p>\n

Rearranging Edgeworth-Cornish-Fisher Expansions *<\/a>
(with Victor Chernozhukov and Alfred Galichon)
February 2010, Economic Theory <\/em>42(2), pp. 419-435.<\/p>\n

Quantile and Probability Curves without Crossing<\/a> *
(with Victor Chernozhukov and Alfred Galichon)
May 2010, Econometrica <\/i>78(3), pp. 559-575.
Online supplemental material<\/a><\/p>\n

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks<\/a>\u00a0*
<\/a>(with Victor Chernozhukov)
April 2011, Review of Economic Studies<\/em>, 78(2), pp. 559-589
Online supplemental material<\/a><\/p>\n

Bias Corrections for Two-Step Fixed Effects Panel Data Estimators<\/a>
(with Francis Vella)
August 2011, Journal of Econometrics <\/em>163(2), pp. 144-162
<\/b>Code Monte Carlo (dynamic Tobit CMLE),<\/a> Data Application, <\/a> Code Application, <\/a> Description Application Files<\/a><\/p>\n

Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference<\/a>\u00a0*\u00a0
(with Joonhwan Lee)
November 2013, Quantitative Economics<\/em>, 4(3), pp. 453-481<\/p>\n

Average and Quantile Effects in Nonseparable Panel Models *<\/a>
(with Victor Chernozhukov, Jinyong Hahn and Whitney Newey)
March 2013, Econometrica<\/em>, 81(2), pp. 535-580
Online supplemental material,<\/a> Note on Sharpness of Bounds for Dynamic Nonseparable Panel Models<\/a><\/p>\n

The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Nonrandom<\/a>
(with Adam Ashcraft and Kevin Lang)
September 2013, Economic Journal<\/em>, 123 (571), pp. 875-905
Online supplemental material<\/a><\/p>\n

ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework<\/a>
(with Josh Angrist)
2013 , Advances in Economics and Econometrics: Theory and Applications, Tenth World Congress, Volume III: Econometrics. Econometric Society Monographs
<\/b>Data<\/a>,\u00a0Stata and R code<\/a><\/p>\n

Inference on Counterfactual Distributions * <\/a>
(with Victor Chernozhukov and Blaise Melly)
November 2013, Econometrica<\/em>, 81(6), pp. 2205-2268
Online supplemental material<\/a>
Stata code: counterfactual<\/a>, cdeco<\/a>, cdeco_jmp<\/a>
(for documentation and updates, check Blaise Melly’s web site)<\/span><\/a><\/p>\n

Quantile Regression with Censoring and Endogeneity *<\/a>\u00a0
<\/a>(with Victor Chernozhukov and Amanda Kowalski)
This paper replaces Censored Quantile Instrumental Variable Estimation via Control Functions
May 2015, \u00a0<\/b>Journal of Econometrics<\/em> 186, pp. 201-221
<\/b>the Stata ado file cqiv provided below implement the methods of the paper<\/p>\n

Nonparametric Identification in Panels Using Quantiles<\/a> *<\/a>
(with Victor Chernozhukov, Stefan Hoderlein, Hajo Holzmann, and Whitney Newey)
October 2015, Journal of Econometrics<\/em> 188, pp. 378-392
<\/b>Data<\/a>, R code<\/a><\/p>\n

Individual and Time Effects in Nonlinear Panel Data Models with Large N, T<\/a>\u00a0*
(with Martin Weidner)
The Stata ado files probitfe and logitfe, provided below, and the R package Alpaca<\/a> by Amrei and Czarnowske implement the methods of the paper
May 2016,\u00a0 Journal of Econometrics<\/em> 196, pp. 291-312<\/p>\n

Program Evaluation and Causal Inference with High Dimensional Data *<\/a>
(with Alexandre Belloni, Victor Chernozhukov, and Christian Hansen)
January 2017, Econometrica<\/em>, 85(1), pp. 233-298
Online supplemental material<\/a><\/p>\n

Extremal Quantile Regression: An Overview<\/a>
(with Victor Chernozhukov and Tetsuya Kaji)
October 2017,\u00a0 \u00a0Handbook of Quantile Regression<\/em>, Chapter 18
<\/b><\/em>Data and R code<\/a><\/p>\n

Fixed Effect Estimation of Large T Panel Data Models *<\/span><\/a>
(with Martin Weidner)
August 2018,\u00a0 Annual Review of Economics<\/em> 10, pp. 109-138<\/p>\n

The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages *<\/a>
(with Victor Chernozhukov\u00a0and Ye Luo)
November 2018, Econometrica<\/em>, 86(6), pp. 1911-1938
Online supplemental material<\/a><\/p>\n

Mastering Panel ‘Metrics: Causal Impact of Democracy on Growth *<\/a>
(with Shuowen Chen and Victor Chernozhukov)
May 2019, American Economic Review Papers and Proceedings,<\/em> 109, pp. 77-82
<\/b><\/em>Data and code<\/a><\/a><\/span><\/p>\n

Nonseparable Multinomial Choice Models in Cross-Section and Panel Data *<\/a>
(with Victor Chernozhukov and Whitney Newey)
July 2019, Journal of Econometrics<\/em>, 211, pp. 104-116<\/p>\n

Conditional Quantile Processes based on Series or Many Regressors *<\/a>
(with Alexandre Belloni, Denis Chetverikov, and Victor Chernozhukov)
November 2019, Journal of Econometrics<\/em>, 213, pp. 4-29<\/p>\n

Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes *<\/a>
(with Victor Chernozhukov, Blaise Melly, and Kaspar Wuthrich)
March 2020,\u00a0Journal of the American Statistical Association, 115:529, pp. 123-137<\/em>
<\/b><\/em>Online supplemental material<\/a><\/p>\n

Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models<\/span><\/a>
(with Victor Chernozhukov, Whitney Newey, Sami Stouli and Francis Vella)
May 2020, Quantitative Economics, 11(2), pp. 503-533
<\/b><\/em>Online supplemental material<\/a>, Data and code<\/a><\/p>\n

Nonlinear Factor Models for Network and Panel Data *<\/a>
(with Mingli Chen and Martin Weidner)
\u00a0February 2021, Journal of Econometrics<\/em>, 220, pp. 296-324
<\/b><\/em>Data and Matlab code<\/a><\/span><\/em><\/p>\n

Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data<\/a>
(with Matteo Bottai and Paolo Frumento)
March 2021<\/span>, , Journal of the American Statistical Association<\/em> 116:534, 783-797<\/p>\n

Low-Rank Approximations of Nonseparable Panel Models<\/a>
(with Hugo Freeman and Martin Weidner)
May 2021,\u00a0 Econometrics Journal<\/em> 24(2), pp. C40-C77
\n<\/span><\/p>\n

<\/b><\/em><\/a>Shape-Enforcing Operators for Point and Interval Estimators *<\/span><\/a>
(with Xi Chen, Victor Chernozhukov, Scott Kostyshak and Ye Luo)<\/span>
August 2021, Journal of Machine Learning Research<\/em> 22, pp. 1-42
\n<\/span><\/p>\n

Fast Algorithms for the Quantile Regression Process<\/a>
(with Victor Chernozhukov and Blaise Melly)
January 2022, <\/b>Empirical Economics <\/em>62, pp. 7-33
<\/b><\/em>Stata code<\/a><\/em><\/span><\/p>\n

Nonseparable Sample Selection Models with Censored Selection Rules<\/span><\/a>
(with\u00a0Aico van Vuuren and Francis Vella)<\/span>
March 2023<\/em>,<\/b> Journal of Econometrics 240, <\/em>105088<\/em><\/span><\/a><\/span><\/p>\n

Network and Panel Quantile Effects Via Distribution Regression<\/a> *
(with Victor Chernozhukov and Martin Weidner)
March 2023, Journal of Econometrics<\/em> 240, 105009<\/b>
<\/b><\/em>Data<\/a>, R code<\/a><\/p>\n

Selection and the U.S. Distribution of Female Hourly Real Wages<\/a>
(with Franco Peracchi, Aico van Vuuren and Francis Vella)
May 2023, <\/span>Quantitative Economics <\/em>14(2), pp. 571-607<\/p>\n

Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2016<\/a>
(with Franco Peracchi, Aico van Vuuren and Francis Vella)
February 2020, accepted for publication at the Journal of Applied Econometrics<\/em><\/span><\/p>\n

Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments *<\/span><\/a>
(with Victor Chernozhukov, Mert Demirer and Esther Duflo)
July 2025, \u00a0Econometrica<\/em><\/span> 93(4), pp. 1121-1164
Online supplemental material<\/a>, <\/b><\/em>Replication package<\/a><\/b>
<\/b><\/em>Rejoinder<\/a><\/em>, Replication Package Rejoinder<\/a>
<\/b><\/em><\/a>R package<\/a><\/span><\/em><\/p>\n

Distribution Regression with Sample Selection and UK Wage Decomposition*<\/a>
(with Victor Chernozhukov and Siyi Luo)
November 2018, forthcoming at the Journal of Political Economy<\/em>
<\/b><\/em>Replication package<\/a>, Data<\/a><\/span><\/p>\n

Philip G. Wright, directed acyclic graphs, and instrumental variables<\/span><\/a>
(with Jaap H. Abbring and Victor Chernozhukov)
January 2025, Econometrics Journal 28(1), pp. 1-20
Reproduction of Appendix B of Wright (1928)<\/a><\/span><\/p>\n

 <\/p>\n

Working Papers:<\/strong><\/em><\/a><\/p>\n

Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes<\/a>
(with Wayne Gao, Yuan Liao and Francis Vella)
February 2022<\/span><\/p>\n

Marital Sorting, Household Inequality and Selection<\/a>
(with Aico van Vuuren and Francis Vella)
October 2023<\/span><\/p>\n

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models<\/a>
(with Victor Chernozhukov, Chen Huang and Weining Wang)
February 2024
R package<\/a>
\n<\/span><\/p>\n

Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments<\/a>
(with Victor Chernozhukov, Sukjin Han and Kaspar Wuthrich)
March 2024<\/span><\/p>\n

Conditional Rank-Rank Regression<\/a>
(with Victor Chernozhukov, Jonas Meier, Aico van Vuuren and Francis Vella)
July 2024<\/p>\n

Distribution Regression Difference-In-Differences<\/span><\/a>
(with Jonas Meier, Aico van Vuuren and Francis Vella)
September 2024<\/p>\n

Distribution Regression with Censored Selection<\/span><\/a>
(with Seoyun Hong)
May 2025<\/p>\n

Bivariate Distribution Regression;\u00a0 Theory, Estimation and an Application to Intergenerational Mobility<\/span><\/a>
(with Victor Chernozhukov, Jonas Meier, Aico van Vuuren and Francis Vella)
August 2025<\/p>\n

Robust Priors in Nonlinear Panel Models with Individual and Time Effects<\/span><\/a>
(with Zizhong Yan, Zhengyu Zhang, Mingli Chen and Jingrong Li<\/span>)
April 2026<\/p>\n

 <\/p>\n

Software:<\/strong><\/em><\/p>\n

Rearrangement: Rearrangement in R<\/a>\u00a0*
(with Wesley Graybill, Mingli Chen and Victor Chernozhukov)
R package<\/a>
March 2016<\/p>\n

Inference on Counterfactual Distributions in Stata *
(with Victor Chernozhukov and Blaise Melly)
Stata code: counterfactual<\/a>, <\/a>cdeco<\/a>, <\/a>cdeco_jmp<\/a>
<\/a><\/span><\/a>(for documentation and updates, check Blaise Melly’s web site)
<\/span><\/span><\/span><\/span><\/a>May 2010<\/p>\n

Counterfactual Analysis in R<\/a>\u00a0*
(with Mingli Chen, Victor Chernozhukov and Blaise Melly)
R package<\/a>
June 2017, The R Journal <\/em>9\/1, pp. 370-384<\/p>\n

Quantreg.nonpar: Nonparametric Series Quantile Regression in R<\/a>\u00a0*
(with Michael Lipsitz, Alexandre Belloni and Victor Chernozhukov)
R package<\/a>
December 2016,\u00a0 The R Journal <\/em>8\/2, pp. 370-381
\n<\/em><\/p>\n

Censored Quantile Instrumental Variable Estimation with Stata<\/a>\u00a0
(with Victor Chernozhukov, Sukjin Han and Amanda Kowalski)
ado and help files for cqiv<\/a>
December 2019, The Stata Journal 19(4)<\/em>, pp. 768-781<\/p>\n

probitfe and logitfe: Bias Corrections for Probit and Logit Panel Models with Two-Way Fixed Effects<\/a> *
(with Mario Cruz-Gonzalez and Martin Weidner)
ado, help and data files for logitfe<\/a>
<\/a>ado, help and data files for probitfe<\/a>
September 2017, The Stata Journal 17(3)<\/em>, pp. 517-545<\/p>\n

SortedEffects: Sorted Causal Effects in R<\/a> *
(with Shuowen Chen, Victor Chernozhukov, and Ye Luo)
R package,<\/a> Github<\/a> (install with devtools<\/span>::<\/span>install_github(“shuowencs\/SortedEffects<\/span>“<\/span><\/span>))
June 2020, The R Journal 12<\/em>\/1, pp. 131-146<\/p>\n

discreteQ: Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes *
(with Victor Chernozhukov, Blaise Melly, and Kaspar Wuthrich)
March 2019
<\/b><\/em>R package<\/a><\/p>\n

Quantile and distribution regression in Stata: algorithms, pointwise and functional inference
(with Victor Chernozhukov and Blaise Melly)
April 2020
<\/em>Stata command for quantile regression<\/a>
<\/b><\/em>Stata command for distribution regression<\/a><\/span><\/p>\n

ablasso: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
(with Victor Chernozhukov, Chen Huang, Weining Wang and Yunju Chen)
R package<\/a><\/p>\n

* This material is based upon work supported by the National Science Foundation under Grants No. SES 0752266, SES-1060809, and SES-1559504. Any opinions, findings and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation (NSF).<\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

  Publications: Household Labor Supply: Evidence for SpainMay 2003, Investigaciones Econ\u00f3micas 27(2), pp. 239-275 Appendix I in Hahn, J., and W. Newey, Jackknife and Analytical Bias Reduction for Nonlinear Panel ModelsJuly 2004, Econometrica 72(4), pp. 1295-1319 Subsampling Inference on Quantile Regression Processes(with Victor Chernozhukov)May 2005, Sankhya 67, pp. 253-276.Data, code application, code Monte Carlo Quantile […]<\/p>\n","protected":false},"author":8386,"featured_media":0,"parent":0,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/pages\/15"}],"collection":[{"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/users\/8386"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/comments?post=15"}],"version-history":[{"count":50,"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/pages\/15\/revisions"}],"predecessor-version":[{"id":407,"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/pages\/15\/revisions\/407"}],"wp:attachment":[{"href":"https:\/\/sites.bu.edu\/ivanf\/wp-json\/wp\/v2\/media?parent=15"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}