Access Statistics for Christian Hansen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 2 12 16
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 12 49
A lava attack on the recovery of sums of dense and sparse signals 0 0 1 1 0 0 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 3 6 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 2 9 56
Double machine learning for treatment and causal parameters 0 0 3 8 3 7 65 95
Double machine learning for treatment and causal parameters 0 1 1 119 3 6 24 556
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 11 85 1,154 20 83 389 3,170
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 125 2 13 69 500
Double/debiased machine learning for treatment and structural parameters 0 1 3 9 7 8 64 90
Double/debiased machine learning for treatment and structural parameters 0 1 6 44 1 6 49 174
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 7 8
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 10 85
Estimation with many instrumental variables 0 0 0 174 0 0 9 462
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 2 10 260
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 2 34 147
High dimensional methods and inference on structural and treatment effects 0 0 0 1 2 2 51 62
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 0 1 22 198
High-dimensional econometrics and regularized GMM 0 0 2 15 1 1 25 110
Inference for High-Dimensional Sparse Econometric Models 0 0 1 15 3 4 18 105
Inference for Low-Rank Models 0 0 2 49 2 3 13 83
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 1 1 16 71
Inference for high-dimensional sparse econometric models 0 0 1 57 1 1 10 197
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 1 15 62
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 13 19
Inference in high dimensional panel models with an application to gun control 0 1 1 26 0 2 10 98
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 1 13 4 4 34 121
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 2 4 44 49
Inference on treatment effects after selection amongst high-dimensional controls 1 1 1 15 1 4 21 122
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 4 0 0 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 47 3 3 17 155
Instrumental Variable Quantile Regression 0 0 1 57 5 5 25 90
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 7 170
LASSO Methods for Gaussian Instrumental Variables Models 0 0 2 14 1 2 24 75
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 0 4 179 1 1 21 572
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 2 2 10 46
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 2 2 12 19
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 1 13 165
Pre-event Trends in the Panel Event-study Design 0 1 2 56 1 6 32 186
Pre-event Trends in the Panel Event-study Design 0 0 4 55 3 7 22 288
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 3 3 20 95
Program evaluation and causal inference with high-dimensional data 0 1 1 2 1 2 14 26
Program evaluation and causal inference with high-dimensional data 0 0 0 27 1 1 41 162
Program evaluation with high-dimensional data 0 0 0 11 0 0 12 104
Program evaluation with high-dimensional data 0 0 0 0 1 1 13 15
Program evaluation with high-dimensional data 0 0 0 1 1 2 15 25
Program evaluation with high-dimensional data 0 0 0 5 0 1 11 90
Program evaluation with high-dimensional data 0 0 0 75 1 2 8 209
Program evaluation with high-dimensional data 0 0 0 0 1 1 17 24
Program evaluation with high-dimensional data 0 0 0 0 0 0 10 15
Program evaluation with high-dimensional data 0 0 0 16 0 1 9 130
Quantile Models with Endogeneity 0 0 0 4 2 2 9 65
Quantile models with endogeneity 0 0 0 0 1 2 43 44
Quantile models with endogeneity 0 0 0 90 2 3 17 259
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 1 2 2 10 13
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 1 1 12 37
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 1 1 11 246
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 20 1 3 26 108
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 3 3 15 175
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 3 2 2 18 41
Targeted undersmoothing 0 0 0 25 0 1 20 82
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 47 1 1 34 119
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 1 19 53
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 0 1 8 31
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 1 1 17 43
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 3 18 24
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 1 11 56
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 0 5 64 0 2 38 262
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 0 4 81 3 4 49 307
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 29 1 1 14 86
ddml: Double/Debiased Machine Learning in Stata 0 0 2 26 0 1 20 55
ddml: Double/debiased machine learning in Stata 0 0 0 32 2 5 49 129
ddml: Double/debiased machine learning in Stata 0 0 1 35 1 3 23 81
hdm: High-Dimensional Metrics 0 0 2 4 0 0 23 35
hdm: High-Dimensional Metrics 0 0 2 9 2 2 13 49
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 0 38 1 2 21 190
lassopack: Model selection and prediction with regularized regression in Stata 0 0 0 43 1 2 14 185
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 0 66 0 0 10 136
pystacked: Stacking generalization and machine learning in Stata 0 0 1 15 0 0 17 62
pystacked: Stacking generalization and machine learning in Stata 1 1 1 18 2 5 23 61
xtevent: Estimation and visualization in the linear panel event-study design 0 0 8 15 0 2 35 57
Total Working Papers 5 20 164 3,475 121 262 2,100 12,828

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects 0 0 0 99 0 0 13 245
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 0 1 11 378
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 2 21 80
An IV Model of Quantile Treatment Effects 1 1 6 459 1 3 30 1,349
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 0 222 0 2 22 598
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 2 3 78 1 7 30 319
Double/debiased machine learning for treatment and structural parameters 4 9 39 159 23 91 401 866
Estimation With Many Instrumental Variables 0 0 0 139 0 1 21 347
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 1 12 0 0 19 78
Finite sample inference for quantile regression models 0 0 1 66 0 1 19 307
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 0 7 508 8 10 41 1,119
Grouped effects estimators in fixed effects models 0 0 10 96 1 3 37 317
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 3 55 1 10 47 340
High-dimensional linear models with many endogenous variables 0 0 1 13 1 1 11 48
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 1 2 43 0 1 16 149
Inference approaches for instrumental variable quantile regression 0 1 1 463 0 2 15 1,193
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 1 62 1 3 18 239
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 94 2 9 61 388
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 2 2 25 90
Inference with dependent data using cluster covariance estimators 0 2 6 170 1 7 36 728
Instrumental Variables Estimation With Flexible Distributions 0 0 1 31 0 0 6 117
Instrumental quantile regression inference for structural and treatment effect models 2 5 8 532 5 14 46 1,148
Instrumental variable quantile regression: A robust inference approach 0 0 13 478 1 2 31 1,012
Instrumental variables estimation with many weak instruments using regularized JIVE 1 2 8 124 4 7 41 380
Plausibly Exogenous 8 25 105 673 35 103 353 2,006
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 2 40 0 2 13 245
Pre-event Trends in the Panel Event-Study Design 0 1 6 74 1 14 52 442
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 0 34 0 1 14 158
Quantile Models with Endogeneity 0 0 0 50 1 1 24 234
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 1 3 15 290
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 2 2 31 576
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 0 6 0 0 12 47
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 0 3 1 1 10 23
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 1 11 252 4 6 49 663
The reduced form: A simple approach to inference with weak instruments 1 1 3 248 2 5 25 590
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 27 2 7 26 145
ddml: Double/debiased machine learning in Stata 0 0 5 19 2 8 60 112
lassopack: Model selection and prediction with regularized regression in Stata 0 0 5 64 0 0 19 293
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 0 2 32 45
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 1 6 15 0 5 38 64
Total Journal Articles 19 54 261 5,738 103 339 1,791 17,768

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
DDML: Stata module for Double/Debiased Machine Learning 2 4 8 38 6 13 99 371
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 1 1 23 1,208 5 27 249 9,993
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 0 2 16 734 13 38 343 5,500
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 2 6 22 2 7 39 250
XTEVENT: Stata module to estimate and visualize linear panel event-study models 1 1 32 667 6 13 297 4,546
Total Software Items 4 10 85 2,669 32 98 1,027 20,660

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