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 7 0 0 5 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 2 4
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 3 15
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 1 37
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 5 8
Double machine learning for treatment and causal parameters 0 0 4 117 0 5 26 530
Double machine learning for treatment and causal parameters 1 1 2 5 2 3 8 24
Double/Debiased Machine Learning for Treatment and Causal Parameters 4 31 287 1,057 10 95 747 2,723
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 7 118 4 21 92 414
Double/debiased machine learning for treatment and structural parameters 0 0 3 3 3 5 14 21
Double/debiased machine learning for treatment and structural parameters 1 1 2 35 6 12 28 116
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 1 74
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 1 1
Estimation with many instrumental variables 0 1 3 174 0 2 6 450
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 1 2 250
High dimensional methods and inference on structural and treatment effects 0 0 0 1 0 1 4 10
High dimensional methods and inference on structural and treatment effects 0 0 0 22 0 2 3 112
High-Dimensional Econometrics and Regularized GMM 1 1 4 59 2 9 20 169
High-dimensional econometrics and regularized GMM 0 0 0 13 0 1 8 84
Inference for High-Dimensional Sparse Econometric Models 0 1 3 13 1 4 14 80
Inference for Low-Rank Models 1 1 6 47 1 2 10 66
Inference for heterogeneous effects using low-rank estimations 0 0 1 17 0 2 8 51
Inference for high-dimensional sparse econometric models 0 0 0 56 0 0 4 187
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 2 6 47
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 1 3 87
Inference in high dimensional panel models with an application to gun control 0 0 0 0 2 3 5 6
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 1 1 5 10 3 8 22 79
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 46 0 2 9 138
Inference on treatment effects after selection amongst high-dimensional controls 1 1 2 2 1 1 3 9
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 1 3
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 0 1 101
Instrumental Variable Quantile Regression 0 0 2 56 1 2 10 65
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 0 161
LASSO Methods for Gaussian Instrumental Variables Models 0 0 0 10 0 1 1 48
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 1 3 6 173 6 15 30 546
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 4 1 1 4 36
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 0 3 5
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 1 10 152
Pre-event Trends in the Panel Event-study Design 0 0 1 49 0 0 11 258
Pre-event Trends in the Panel Event-study Design 0 0 2 54 0 0 3 153
Program Evaluation and Causal Inference with High-Dimensional Data 0 1 1 13 0 2 9 74
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 1 5 11
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 1 2 121
Program evaluation with high-dimensional data 0 0 0 16 0 1 2 121
Program evaluation with high-dimensional data 0 0 0 0 0 0 1 9
Program evaluation with high-dimensional data 0 0 0 0 0 1 3 5
Program evaluation with high-dimensional data 0 0 0 5 0 1 2 79
Program evaluation with high-dimensional data 0 0 0 75 0 0 0 200
Program evaluation with high-dimensional data 0 0 0 0 1 2 5 7
Program evaluation with high-dimensional data 0 0 0 11 0 1 3 90
Program evaluation with high-dimensional data 0 0 0 0 0 1 2 2
Quantile Models with Endogeneity 0 0 1 4 0 0 2 56
Quantile models with endogeneity 0 0 1 90 0 0 2 242
Quantile models with endogeneity 0 0 0 0 0 0 0 1
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 0 0 23
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 0 0 0 0 1
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 2 3 25
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 1 2 2 235
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 18 1 1 9 78
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 2 6 160
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 2 0 0 4 22
Targeted undersmoothing 0 0 0 25 0 0 4 62
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 2 0 0 5 21
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 46 0 0 2 83
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 0 2 33
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 0 0 2 25
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 2 4 5
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 44
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 2 9 55 1 5 49 212
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 1 2 8 76 2 11 63 236
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 27 0 3 13 69
ddml: Double/Debiased Machine Learning in Stata 0 0 1 23 0 1 6 32
ddml: Double/debiased machine learning in Stata 1 1 2 33 1 3 12 56
ddml: Double/debiased machine learning in Stata 1 1 2 30 6 8 19 77
hdm: High-Dimensional Metrics 0 0 0 7 1 1 1 36
hdm: High-Dimensional Metrics 0 1 1 2 0 2 4 9
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 3 36 0 0 11 166
lassopack: Model selection and prediction with regularized regression in Stata 0 1 3 41 1 2 8 168
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 10 65 0 5 30 122
pystacked: Stacking generalization and machine learning in Stata 0 0 3 13 0 2 14 43
pystacked: Stacking generalization and machine learning in Stata 0 0 1 17 1 3 10 36
Total Working Papers 14 51 394 3,255 64 269 1,456 10,464

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 1 99 0 0 1 231
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 3 105 0 3 11 364
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 1 2 57
An IV Model of Quantile Treatment Effects 0 0 5 453 0 0 11 1,311
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 1 1 4 220 1 2 10 570
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 1 2 73 1 3 15 283
Double/debiased machine learning for treatment and structural parameters 6 12 27 111 12 33 98 412
Estimation With Many Instrumental Variables 0 0 13 138 2 4 21 322
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 1 1 2 11 1 3 5 59
Finite sample inference for quantile regression models 0 0 1 65 0 0 4 286
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 2 4 13 497 5 10 28 1,072
Grouped effects estimators in fixed effects models 0 2 5 84 0 2 15 272
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 6 51 0 4 25 274
High-dimensional linear models with many endogenous variables 0 0 0 12 0 0 4 36
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 1 1 5 41 1 1 11 131
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 1 9 1,176
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 5 60 2 5 27 217
Inference on Treatment Effects after Selection among High-Dimensional Controls†1 2 7 90 3 7 25 319
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 21 0 0 5 56
Inference with dependent data using cluster covariance estimators 0 0 4 164 0 2 12 688
Instrumental Variables Estimation With Flexible Distributions 0 0 0 29 0 0 0 109
Instrumental quantile regression inference for structural and treatment effect models 0 1 8 522 1 3 28 1,094
Instrumental variable quantile regression: A robust inference approach 3 6 22 460 5 13 41 969
Instrumental variables estimation with many weak instruments using regularized JIVE 0 0 5 115 0 0 17 334
Plausibly Exogenous 10 15 56 549 21 44 138 1,605
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 38 1 3 11 230
Pre-event Trends in the Panel Event-Study Design 0 0 3 66 1 3 19 384
Program Evaluation and Causal Inference With High‐Dimensional Data 0 1 2 33 0 4 7 140
Quantile Models with Endogeneity 1 1 2 50 1 2 6 210
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 0 0 0 274
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 4 113 3 3 19 541
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 5 0 2 4 32
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 0 2 0 1 3 12
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 3 3 21 238 5 7 47 605
The reduced form: A simple approach to inference with weak instruments 4 4 11 239 5 7 17 555
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 5 26 2 2 15 119
ddml: Double/debiased machine learning in Stata 1 3 9 9 2 6 32 33
lassopack: Model selection and prediction with regularized regression in Stata 1 2 5 56 3 6 17 271
pystacked: Stacking generalization and machine learning in Stata 0 0 3 3 0 3 9 11
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 4 4 4 4 11 11 11 11
Total Journal Articles 40 65 267 5,398 89 201 780 15,675

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 1 2 8 27 5 15 66 254
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 4 16 64 1,168 29 91 419 9,654
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 5 15 61 697 45 125 498 4,999
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 2 5 16 3 14 41 203
XTEVENT: Stata module to estimate and visualize linear panel event-study models 4 22 130 615 82 222 1,085 4,008
Total Software Items 14 57 268 2,523 164 467 2,109 19,118

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Statistics updated 2025-05-12