Alexandre Belloni
Selected Publications
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity 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 econometric applications it is common that the exact form of a conditional expectation is unknown […]
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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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We develop results for the use of Lasso and post-Lasso methods to form first-stage predictions and […]
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We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional […]
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In this paper we examine the implications of the statistical large sample theory for the computational […]