Victor Chernozhukov

Professor, Department of Economics, MIT, USA
Affiliated Professor, Operations Research Center, MIT, USA
Professor by Courtesy, New Economic School, Russia
Ph.D. 2000 Stanford (Economics)
M. S. 1997 University of Illinois at Urbana-Champaign (Statistics)

Awards and Honors

Cowles Lecture, Inaugural Speaker, 2009
Fellow of Econometric Society, 2009
International Fellow, UCL Cemmap
Castle-Krob Career Development Chair, 2004-2007
Alfred P. Sloan Research Fellowship, 2005-2007
Arnold Zellner Award, 2005
Alfred P. Sloan Dissertation Fellowship, 1999-2000


Curriculum Vitae

Research in Econometrics


Big Data
High-Dimensional Models
Policy Analysis
Shape Restrictions
Partial Identification and Set Inference
Laplacian and Bayesian Inference
Extremes and Nonregular Models

Acknowledgments of Research Funding

I would like to gratefully acknowledge the generous research support via the National Science Foundation for the term 2001-present, the Castle-Krob Career Development Chair for the term 2004-2007, the Alfred P. Sloan Research Fellowship for the term 2005-2007, and the Alfred P. Sloan Dissertation Fellowship for the term 1999-2000. Any opinions, findings and conclusions or recommendations expressed in these materials are those of the authors and do not necessarily reflect the views of the National Science Foundation.

List of Papers by Themes

Most papers appear in a single theme, while several appear in at most two themes, as the numbering indicates; a higher number indicates a more recent paper. Programming software for most papers is also available on request. For a simple ordered list of papers see Curriculum Vitae.

Big Data: Confidence Bands & Causal Inference

Big Data: Prediction Methods

High-Dimensional Models

Policy Analysis

Shape Restrictions

Partial Identification and Inference on Sets

Laplacian and Bayesian Inference

Quantiles and Multivariate Quantiles


Extremes and Non-Regular Models