**Victor Chernozhukov** (Виктор Викторович Черножуков) is a Russian-American statistician and economist currently at Massachusetts Institute of Technology. His current research focuses on mathematical statistics and machine learning for causal structural models in high-dimensional environments. He graduated from the University of Illinois at Urbana-Champaign with a master's in statistics in 1997 and received his PhD in economics from Stanford University in 2000.^{ [1] }

He is a recipient of The Alfred P. Sloan Research Fellowship and Dissertation Fellowship, The Arnold Zellner Award, and The Bessel Award from the Humboldt Foundation. He delivered the invited Cowles (2009, inaugural), Fisher-Shultz (2019), Hannan (2016), and Sargan (2017) lectures at the Econometric Society Meetings. He served as the inaugural moderator of the new Economics section of ArXiv, which launched in 2017.^{ [2] }^{ [3] } He was elected fellow by the American Academy of Arts & Sciences, the Econometric Society, and the Institute of Mathematical Statistics

Victor Chernozhukov's recent presentations include:

His 2015 presentation - Uniform Post-Selection Inference for LAD Regression and Other Z-Estimation Problems in Seattle.

His 2015 presentation - Mostly Dangerous Econometrics: How to Do Model Selection with Inference in Mind? in Thessaloniki, Greece.

His 2015 presentation - Program Evaluation with High-Dimensional Data in Bristol, UK.

Chernozhukov's presentations were primarily based on several mathematical and econometric concepts, such as Uniform Post Selection Inference, Z-Estimation, Treatment Effects, High-Dimensional Data, Central Limit Theorems, and Gaussian Approximations among others.

Chernozhukov has published papers covering 11 Major themes including Central Limit Theorems and Bootstrap with p>>n, Big Data: Post-Selection Inference for Causal Effects, 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, Endogeneity, and Extremes and Non-Regular Models.

**Econometrics** is the application of statistical methods to economic data in order to give empirical content to economic relationships. More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". Jan Tinbergen is one of the two founding fathers of econometrics. The other, Ragnar Frisch, also coined the term in the sense in which it is used today.

**Statistics** is a field of inquiry that studies the collection, analysis, interpretation, and presentation of data. It is applicable to a wide variety of academic disciplines, from the physical and social sciences to the humanities; it is also used and misused for making informed decisions in all areas of business and government.

**Herman Ole Andreas Wold** was a Norwegian-born econometrician and statistician who had a long career in Sweden. Wold was known for his work in mathematical economics, in time series analysis, and in econometric statistics.

**Mathematical statistics** is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory.

**Jerry Allen Hausman** is the John and Jennie S. MacDonald Professor of Economics at the Massachusetts Institute of Technology and a notable econometrician. He has published numerous influential papers in microeconometrics. Hausman is the recipient of several prestigious awards including the John Bates Clark Medal in 1985 and the Frisch Medal in 1980.

**Alberto Abadie** is professor of the department of economics at MIT and Associate Director of the Institute for Data, Systems, and Society (IDSS) also at MIT. He was born in the Basque Country, Spain. He received his PhD in economics from MIT in 1999. Upon graduating, he joined the faculty at the Harvard Kennedy School, where he was promoted to full professor in 2005. He returned to MIT in 2016.

**Joshua David Angrist** is an Israeli-American economist and Ford Professor of Economics at the Massachusetts Institute of Technology. Angrist, together with Guido Imbens, was awarded the Nobel Memorial Prize in Economics in 2021 "for their methodological contributions to the analysis of causal relationships".

**Jayanta Kumar Ghosh** was an Indian statistician, an emeritus professor at Indian Statistical Institute and a professor of statistics at Purdue University.

**Andrew Eric Gelman** is an American statistician, professor of statistics and political science at Columbia University.

The **methodology of econometrics** is the study of the range of differing approaches to undertaking econometric analysis.

**Whitney Kent Newey** is the Jane Berkowitz Carlton and Dennis William Carlton Professor of Economics at the Massachusetts Institute of Technology and a well-known econometrician. He is best known for developing, with Kenneth D. West, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated.

**Anil K. Bera** is an Indian econometrician. He is Professor of Economics at University of Illinois at Urbana–Champaign's Department of Economics. He is most noted for his work with Carlos Jarque on the Jarque–Bera test.

**Kenneth David West** is the John D. MacArthur and Ragnar Frisch Professor of Economics in the Department of Economics at the University of Wisconsin. He is currently co-editor of the *Journal of Money, Credit and Banking*, and has previously served as co-editor of the *American Economic Review**.* He has published widely in the fields of macroeconomics, finance, international economics and econometrics. Among his honors are the John M. Stauffer National Fellowship in Public Policy at the Hoover Institution, Alfred P. Sloan Research Fellowship, Fellow of the Econometric Society, and Abe Fellowship. He has been a research associate at the NBER since 1985.

**Yacine Aït-Sahalia** is the Otto Hack 1903 Professor of Finance and Economics at Princeton University. His primary area of research is financial econometrics. He has been serving as the inaugural director of the Bendheim Center for Finance at Princeton University from 1998 until 2014. Prior to that, he was an Assistant Professor (1993–96), Associate Professor (1996–98) and Professor of Finance (1998) at the University of Chicago Booth School of Business.

**Guido Wilhelmus Imbens** is a Dutch-American economist whose research concerns econometrics and statistics. He holds the Applied Econometrics Professorship in Economics at the Stanford Graduate School of Business at Stanford University, where he has taught since 2012.

**John Philip Rust** is an American economist and econometrician. John Rust received his PhD from MIT in 1983 and taught at the University of Wisconsin, Yale University and University of Maryland before joining Georgetown University in 2012. John Rust was awarded Frisch Medal in 1992 and became the fellow of Econometric Society in 1993.

**Anna Mikusheva** is the Castle-Krob Career Development Associate Professor of Economics at Massachusetts Institute of Technology. She was the 2012 recipient of the Elaine Bennett Research Prize, a bi-annual prize that recognizes and celebrates research by a woman in the field of Economics, and was selected as a Sloan Research Fellow in 2013. She is a co-editor of the journal *Econometric Theory*.

In statistics and econometrics, **set identification** extends the concept of identifiability in statistical models to situations where the distribution of observable variables is not informative of the exact value of a parameter, but instead constrains the parameter to lie in a strict subset of the parameter space. Statistical models that are set identified arise in a variety of settings in economics, including game theory and the Rubin causal model.

**Alfred Galichon** is a French economist and mathematician. His work focuses on quantitative economics and econometrics. He is a professor of economics and of mathematics at New York University.

- ↑ "Curriculum Vitae" (PDF). Retrieved 2021-05-11.
`{{cite web}}`

: CS1 maint: url-status (link) - ↑ "Victor Chernozhukov". mit.edu. Retrieved May 1, 2017.
- ↑ "Victor Chernozhukov". mit.edu. Retrieved May 1, 2017.

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