Publications (28)
Approximate group context tree
Alexandre Belloni, Roberto I. Oliveira
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming
Alexandre Belloni, Victor Chernozhukov, Lie Wang
Subvector Inference in Partially Identified Models with Many Moment Inequalities
Alexandre Belloni, Federico Bugni, Victor Chernozhukov
LASSO Methods for Gaussian Instrumental Variables Models
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
On multivariate quantiles under partial orders
Alexandre Belloni, Robert L. Winkler
On the Behrens--Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests
Alexandre Belloni, Gustavo Didier
Inference for High-Dimensional Sparse Econometric Models
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Alexandre Belloni, Daniel Chen, Victor Chernozhukov +1
Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models
Alexandre Belloni, Mathieu Rosenbaum, Alexandre Tsybakov
Post-Selection Inference for Generalized Linear Models with Many Controls
Alexandre Belloni, Victor Chernozhukov, Ying Wei
Confidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables
Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul
An $\{l_1,l_2,l_{\infty}\}$-Regularization Approach to High-Dimensional Errors-in-variables Models
Alexandre Belloni, Mathieu Rosenbaum, Alexandre B. Tsybakov
Program Evaluation and Causal Inference with High-Dimensional Data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernández-Val +1
A high dimensional Central Limit Theorem for martingales, with applications to context tree models
Alexandre Belloni, Roberto I. Oliveira
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
On the Computational Complexity of MCMC-based Estimators in Large Samples
Alexandre Belloni, Victor Chernozhukov
High-Dimensional Econometrics and Regularized GMM
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +2
Posterior Inference in Curved Exponential Families under Increasing Dimensions
Alexandre Belloni, Victor Chernozhukov
Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
Inference in High Dimensional Panel Models with an Application to Gun Control
Alexandre Belloni, Victor Chernozhukov, Christian Hansen +1
High Dimensional Sparse Econometric Models: An Introduction
Alexandre Belloni, Victor Chernozhukov
Conditional Quantile Processes based on Series or Many Regressors
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression
Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov +1
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
Pivotal estimation via square-root Lasso in nonparametric regression
Alexandre Belloni, Victor Chernozhukov, Lie Wang
Least squares after model selection in high-dimensional sparse models
Alexandre Belloni, Victor Chernozhukov