630 citations · 1.9k across the 32 of their papers we have counts for
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Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Alexandre Belloni, Christian Hansen, Whitney Newey
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous…
Pivotal Estimation via Self-Normalization for High-Dimensional Linear Models with Error in Variables
Alexandre Belloni, Abhishek Kaul, Mathieu Rosenbaum
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sam…
Confidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables
Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challengi…