Debiased machine learning of global and local parameters using regularized Riesz representers

Debiased machine learning of conditional average treatment effects and other causal functions

(2020) Vira Semenova et al.   Econometrics Journal

Conditional quantile processes based on series or many regressors

(2019) Alexandre Belloni et al.   JOURNAL OF ECONOMETRICS

Double/debiased machine learning for treatment and structural parameters

(2018) Victor Chernozhukov et al.   Econometrics Journal

Debiasing the lasso: Optimal sample size for Gaussian designs

(2018) Adel Javanmard et al.   ANNALS OF STATISTICS

Pivotal estimation via square-root Lasso in nonparametric regression

(2014) Alexandre Belloni et al.   ANNALS OF STATISTICS

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

(2014) A. Belloni et al.   BIOMETRIKA

Simultaneous analysis of Lasso and Dantzig selector

(2009) Peter J. Bickel et al.   ANNALS OF STATISTICS

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

(2009)   ECONOMETRICA

Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects

(2008)   ECONOMETRICA