Alexandre Belloni

Selected Publications

Some new asymptotic theory for least squares series: Pointwise and uniform results

In econometric applications it is common that the exact form of a conditional expectation is unknown […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato

1 June 2015 | Journal Article

Previous version

On the asymptotic theory for least squares series: pointwise and uniform results

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato

30 December 2013 | CWP73/13

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

1 June 2015 | Journal Article

Previous version

Uniform post selection inference for LAD regression and other Z-estimation problems

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

31 December 2014 | CWP51/14

Inference in high dimensional panel models with an application to gun control

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Damian Kozbur

31 December 2014 | CWP50/14

Latest version

Inference in high dimensional panel models with an application to gun control

Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Damian Kozbur

15 September 2016 | Journal Article

Valid post-selection inference in high-dimensional approximately sparse quantile regression models

This work proposes new inference methods for the estimation of a regression coefficient of interest in […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

31 December 2014 | CWP53/14

Previous version

Robust inference in high-dimensional approximately sparse quantile regression models

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

30 December 2013 | CWP70/13

Uniform post selection inference for LAD regression and other Z-estimation problems

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

31 December 2014 | CWP51/14

Latest version

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

1 June 2015 | Journal Article

Previous version

Uniform post selection inference for LAD regression and other z-estimation problems

Alexandre Belloni, Victor Chernozhukov, Kengo Kato

30 December 2013 | CWP74/13

Program evaluation with high-dimensional data

In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen

14 August 2014 | CWP33/14

Latest version

Program evaluation with high-dimensional data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen

22 September 2015 | CWP55/15

Previous version

Program evaluation with high-dimensional data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen

31 December 2013 | CWP77/13

Posterior inference in curved exponential families under increasing dimensions

In this paper, we study the large-sample properties of the posterior-based inference in the curved exponential […]

Alexandre Belloni, Victor Chernozhukov

2 June 2014 | Journal Article

Previous version

Posterior inference in curved exponential families under increasing dimensions

Alexandre Belloni, Victor Chernozhukov

30 December 2013 | CWP68/13

Extremum sieve estimation in k-out-of-n systems

We propose a self-tuning √Lasso including prediction norm rate and sparsity. Our analysis is based on […]

Alexandre Belloni, Victor Chernozhukov, Lie Wang

1 April 2014 | Journal Article

Previous version

Pivotal estimation via square-root lasso in nonparametric regression

Alexandre Belloni, Victor Chernozhukov, Lie Wang

10 December 2013 | CWP62/13

High-Dimensional Methods and Inference on Structural and Treatment Effects

Data with a large number of variables relative to the sample size—”high-dimensional data”—are readily available and […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen

3 March 2014 | Journal Article

Previous version

High dimensional methods and inference on structural and treatment effects

Alexandre Belloni, Victor Chernozhukov, Christian Hansen

21 November 2013 | CWP59/13

Program evaluation with high-dimensional data

In the first part of the paper, we consider estimation and inference on policy relevant treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen

31 December 2013 | CWP77/13

Latest version

Program evaluation with high-dimensional data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen

22 September 2015 | CWP55/15

Previous version

Program evaluation with high-dimensional data

Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen

12 November 2013 | CWP57/13