Alexandre Belloni, Westgate Distinguished Professor of Descision Sciences
- Contact Info:
- alexandre.belloni@duke.edu
- Personal Web Page:
- http://www.fuqua.duke.edu/faculty/alexandre-belloni
- Education:
- Ph.D., Massachusetts Institute of Technology, 2006
- Recent Publications
(More Publications)
- Belloni, A; Chen, M; Padilla, OHM; Wang, Z. "HIGH-DIMENSIONAL LATENT PANEL QUANTILE REGRESSION WITH AN APPLICATION TO ASSET PRICING." The Annals of Statistics 51.1 (February, 2023): 96-121. [doi] [abs]
- Belloni, A; Hansen, C; Newey, W. "High-dimensional linear models with many endogenous variables." Journal of Econometrics 228.1 (May, 2022): 4-26. [doi] [abs]
- Belloni, A; Chernozhukov, V; Chetverikov, D; Fernández-Val, I. "Conditional quantile processes based on series or many regressors." Journal of Econometrics 213.1 (November, 2019): 4-29. [doi] [abs]
- Belloni, A; Chernozhukov, V; Kato, K. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models." Journal of the American Statistical Association 114.526 (April, 2019): 749-758. [doi] [abs]
- Belloni, A; Chernozhukov, V; Chetverikov, D; Wei, Y. "UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK.." The Annals of Statistics 46.6B (December, 2018): 3643-3675. [doi] [abs]
Curriculum Vitae