Alexandre Belloni
Selected Publications
This paper considers inference for a function of a parameter vector in a partially identified model […]
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
The understanding of co-movements, dependence, and influence between variables of interest is key in many applications. […]
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially […]
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, […]
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
Previous version
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]
Previous version
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
Previous version
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]