Access Statistics for Christian Hansen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 6 70 3 6 25 91
Estimation of treatment effects with high-dimensional controls 0 0 0 36 0 0 3 58
Estimation with many instrumental variables 0 2 3 163 1 4 10 403
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 3 3 6 235
Inference for high-dimensional sparse econometric models 0 0 0 49 1 4 6 142
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 7 2 2 8 63
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 39 2 2 12 82
Instrumental variables estimation with flexible distribution 1 1 2 37 2 2 5 144
Pre-event Trends in the Panel Event-study Design 4 6 16 33 10 14 41 60
Pre-event Trends in the Panel Event-study Design 1 2 2 2 7 13 13 13
Program evaluation with high-dimensional data 0 0 1 65 0 1 8 127
Program evaluation with high-dimensional data 1 1 2 11 3 4 9 59
Quantile models with endogeneity 0 0 0 86 0 0 0 135
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 70 0 0 1 211
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 42 0 1 5 120
Targeted undersmoothing 0 0 2 21 0 0 5 11
Total Working Papers 7 12 37 731 34 56 157 1,954

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 93 2 4 9 207
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 4 88 0 0 9 242
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 0 0 0 44
An IV Model of Quantile Treatment Effects 0 1 10 394 2 6 29 1,132
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 4 199 3 3 13 442
Estimation With Many Instrumental Variables 0 0 0 116 0 0 11 253
Finite sample inference for quantile regression models 0 0 0 56 1 1 6 188
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 1 6 28 330 2 12 55 683
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 6 33 3 3 17 145
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 34 0 1 5 101
Inference approaches for instrumental variable quantile regression 0 0 10 413 2 8 41 1,030
Inference with dependent data using cluster covariance estimators 2 5 21 88 7 15 64 347
Instrumental Variables Estimation With Flexible Distributions 1 1 4 24 3 3 12 83
Instrumental quantile regression inference for structural and treatment effect models 3 10 38 350 4 16 75 746
Instrumental variable quantile regression: A robust inference approach 0 2 15 278 3 10 43 605
Instrumental variables estimation with many weak instruments using regularized JIVE 1 4 8 36 3 12 30 128
Plausibly Exogenous 1 25 48 319 4 57 114 883
Quantile Models with Endogeneity 0 0 2 43 1 1 5 129
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 1 75 0 0 2 247
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 1 1 4 90 4 8 29 349
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 1 12 137 1 5 33 401
The reduced form: A simple approach to inference with weak instruments 2 14 29 127 8 27 55 293
Total Journal Articles 14 71 245 3,330 53 192 657 8,678

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2019-09-09