Alexandre Belloni

Selected Publications

Working Paper
Journal Article
On the asymptotic theory for least squares series: pointwise and uniform results

In this work we consider series estimators for the conditional mean in light of three new […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP73/13

Latest version

Some new asymptotic theory for least squares series: Pointwise and uniform results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 June 2015 | Journal Article
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 least absolute deviation/median […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
30 December 2013 | CWP74/13

Latest version

Uniform post selection inference for LAD regression and other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP51/14

Previous version

Uniform post selection inference for LAD regression models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
3 June 2013 | CWP24/13
Posterior inference in curved exponential families under increasing dimensions

This work studies the large sample properties of the posterior-based inference in the curved exponential family […]

Alexandre Belloni, Victor Chernozhukov
30 December 2013 | CWP68/13

Latest version

Posterior inference in curved exponential families under increasing dimensions
Alexandre Belloni, Victor Chernozhukov
2 June 2014 | Journal Article
Honest confidence regions for a regression parameter in logistic regression with a large number of controls

This paper considers inference in logistic regression models with high dimensional data. We propose new methods […]

Alexandre Belloni, Victor Chernozhukov, Ying Wei
30 December 2013 | CWP67/13
Robust 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
30 December 2013 | CWP70/13

Latest version

Valid post-selection inference in high-dimensional approximately sparse quantile regression models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP53/14
Pivotal estimation via square-root lasso in nonparametric regression

We propose a self-tuning √ Lasso method that simultaneiously resolves three important practical problems in high-dimensional […]

Alexandre Belloni, Victor Chernozhukov, Lie Wang
10 December 2013 | CWP62/13

Latest version

Extremum sieve estimation in k-out-of-n systems
Alexandre Belloni, Victor Chernozhukov, Lie Wang
1 April 2014 | Journal Article
High dimensional methods and inference on structural and treatment effects

The goal of many empirical papers in economics is to provide an estimate of the causal […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
21 November 2013 | CWP59/13

Latest version

High-Dimensional Methods and Inference on Structural and Treatment Effects
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
3 March 2014 | Journal Article
Inference on treatment effects after selection amongst high-dimensional controls

We propose robust methods for inference on the effect of a treatment variable on a scalar […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
22 July 2013 | CWP26/13

Previous version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Uniform post selection inference for LAD regression models

We develop uniformly valid confidence regions for a regression coefficient in a high-dimensional sparse LAD (least […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
3 June 2013 | CWP24/13

Latest version

Uniform post selection inference for LAD regression and other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP51/14
Sparse models and methods for optimal instruments with an application to eminent domain

We develop results for the use of Lasso and post-Lasso methods to form first-stage predictions and […]

Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
26 December 2012 | Journal Article

Previous version

Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
22 October 2010 | CWP31/10
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