Alexandre Belloni

Selected Publications

Subvector inference in PI models with many moment inequalities

This paper considers inference for a function of a parameter vector in a partially identified model […]

Alexandre Belloni, Federico A. Bugni, Victor Chernozhukov
12 June 2019 | CWP28/19
High-dimensional econometrics and regularized GMM

This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Christian Hansen, Kengo Kato
12 June 2018 | CWP35/18
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables

High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen, Whitney K. Newey
21 December 2017 | CWP63/17
Quantile graphical models: prediction and conditional independence with applications to systemic risk

The understanding of co-movements, dependence, and influence between variables of interest is key in many applications. […]

Alexandre Belloni, Mingli Chen, Victor Chernozhukov
5 December 2017 | CWP54/17
Quantreg.nonpar: an R package for performing nonparametric series quantile regression

The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially […]

Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
6 June 2017 | CWP29/17
Confidence bands for coefficients in high dimensional linear models with error-in-variables

We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, […]

Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul
17 May 2017 | CWP22/17
Conditional quantile processes based on series or many regressors

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Ivan Fernandez-Val
30 August 2016 | CWP46/16

Previous version

Conditional quantile processes based on series or many regressors
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
27 May 2011 | CWP19/11
Program evaluation and causal inference with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
19 March 2016 | CWP13/16

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15
Program evaluation with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Latest version

Program evaluation and causal inference with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
19 March 2016 | CWP13/16

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
14 August 2014 | CWP33/14
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