Alexandre Belloni

Selected Publications

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
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
7 May 2012 | CWP10/12

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
22 July 2013 | CWP26/13

Previous version

Estimation of treatment effects with high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11
Estimation of treatment effects with high-dimensional controls

We propose methods for inference on the average effect of a treatment on a scalar outcome […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Inference for high-dimensional sparse econometric models

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
30 December 2011 | CWP41/11
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, Ivan Fernandez-Val
27 May 2011 | CWP19/11

Latest version

Conditional quantile processes based on series or many regressors
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Ivan Fernandez-Val
30 August 2016 | CWP46/16
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
22 October 2010 | CWP31/10

Latest version

Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
26 December 2012 | Journal Article
Post-l1-penalized estimators in high-dimensional linear regression models

In this paper we study post-penalized estimators which apply ordinary, unpenalized linear regression to the model […]

Alexandre Belloni, Victor Chernozhukov
3 June 2010 | CWP13/10
L1-Penalized quantile regression in high-dimensional sparse models

We consider median regression and, more generally, quantile regression in high-dimensional sparse models. In these models […]

Alexandre Belloni, Victor Chernozhukov
7 May 2009 | CWP10/09

Latest version

L1-Penalized quantile regression in high-dimensional sparse models
Alexandre Belloni, Victor Chernozhukov
28 February 2011 | Journal Article