Alexandre Belloni
Selected Publications
In econometric applications it is common that the exact form of a conditional expectation is unknown […]
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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]
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We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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This work proposes new inference methods for the estimation of a regression coefficient of interest in […]
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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]
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In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich […]
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In this paper, we study the large-sample properties of the posterior-based inference in the curved exponential […]
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We propose a self-tuning √Lasso including prediction norm rate and sparsity. Our analysis is based on […]
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Data with a large number of variables relative to the sample size—”high-dimensional data”—are readily available and […]
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In the first part of the paper, we consider estimation and inference on policy relevant treatment […]