723 citations · 5.4k across the 110 of their papers we have counts for
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Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Alexandre Belloni, Daniel Chen, Victor Chernozhukov +1
We develop results for the use of Lasso and Post-Lasso methods to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with ma…
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming
Alexandre Belloni, Victor Chernozhukov, Lie Wang
We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors is large, possibly much larger than , but…
Least squares after model selection in high-dimensional sparse models
Alexandre Belloni, Victor Chernozhukov
In this article we study post-model selection estimators that apply ordinary least squares (OLS) to the model selected by first-step penalized estimators, typically Lasso. It is we…