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 3 3 9 9 46
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 3 5 5 52
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 5 8 10 24
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 2 2 6
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 3 3 11
Double machine learning for treatment and causal parameters 0 0 1 118 3 11 19 544
Double machine learning for treatment and causal parameters 0 0 1 5 24 30 44 65
Double/Debiased Machine Learning for Treatment and Causal Parameters 6 32 93 1,119 31 121 345 2,973
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 123 2 20 70 463
Double/debiased machine learning for treatment and structural parameters 2 2 6 40 7 19 46 150
Double/debiased machine learning for treatment and structural parameters 1 1 4 7 12 18 29 45
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 5 6 7
Estimation of treatment effects with high-dimensional controls 0 0 0 38 3 5 7 81
Estimation with many instrumental variables 0 0 1 174 2 2 8 456
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 3 4 5 254
High dimensional methods and inference on structural and treatment effects 0 0 0 22 13 15 21 131
High dimensional methods and inference on structural and treatment effects 0 0 0 1 23 27 31 40
High-Dimensional Econometrics and Regularized GMM 1 1 2 60 4 10 26 186
High-dimensional econometrics and regularized GMM 0 2 2 15 5 10 21 104
Inference for High-Dimensional Sparse Econometric Models 0 0 2 14 4 8 20 96
Inference for Low-Rank Models 0 0 3 49 3 3 13 77
Inference for heterogeneous effects using low-rank estimations 0 1 2 19 4 7 16 65
Inference for high-dimensional sparse econometric models 0 1 1 57 0 5 6 193
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 4 5 7 52
Inference in high dimensional panel models with an application to gun control 0 0 0 0 4 6 9 12
Inference in high dimensional panel models with an application to gun control 0 0 0 25 3 5 7 93
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 3 12 2 6 29 100
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 1 4 7 15
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 2 7 10 111
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 15 18 23 26
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 46 3 5 10 146
Instrumental Variable Quantile Regression 0 1 1 57 3 9 18 81
Instrumental variables estimation with flexible distribution 0 0 0 39 3 5 8 169
LASSO Methods for Gaussian Instrumental Variables Models 1 2 4 14 7 13 18 65
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 0 6 176 6 11 32 563
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 4 6 7 42
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 3 7 9 160
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 3 3 8 13
Pre-event Trends in the Panel Event-study Design 2 2 6 55 5 9 22 280
Pre-event Trends in the Panel Event-study Design 1 1 1 55 6 13 14 167
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 7 10 15 87
Program evaluation and causal inference with high-dimensional data 0 0 0 27 18 20 21 141
Program evaluation and causal inference with high-dimensional data 0 0 0 1 3 7 10 20
Program evaluation with high-dimensional data 0 0 0 75 0 4 6 206
Program evaluation with high-dimensional data 0 0 0 16 2 5 7 127
Program evaluation with high-dimensional data 0 0 0 0 2 6 7 8
Program evaluation with high-dimensional data 0 0 0 0 5 7 8 12
Program evaluation with high-dimensional data 0 0 1 1 4 5 9 18
Program evaluation with high-dimensional data 0 0 0 0 5 9 11 16
Program evaluation with high-dimensional data 0 0 0 5 3 6 7 85
Program evaluation with high-dimensional data 0 0 0 11 4 7 11 100
Quantile Models with Endogeneity 0 0 0 4 3 3 4 60
Quantile models with endogeneity 0 0 0 90 3 7 7 249
Quantile models with endogeneity 0 0 0 0 24 39 40 41
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 6 10 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 5 9 11 34
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 4 6 8 9
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 5 8 10 243
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 3 13 21 98
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 4 10 168
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 4 8 10 32
Targeted undersmoothing 0 0 0 25 3 7 10 72
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 2 2 5 26
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 2 6 12 95
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 5 11 13 46
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 3 7 10 35
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 4 6 7 51
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 3 10 13
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 1 9 62 4 12 37 244
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 1 6 80 4 15 60 285
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 1 1 1 28 2 5 13 79
ddml: Double/Debiased Machine Learning in Stata 0 0 1 24 8 9 13 44
ddml: Double/debiased machine learning in Stata 0 0 3 32 13 23 38 107
ddml: Double/debiased machine learning in Stata 0 0 2 34 4 8 14 67
hdm: High-Dimensional Metrics 0 1 2 9 3 8 10 45
hdm: High-Dimensional Metrics 0 1 3 4 11 16 22 29
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 2 38 4 9 12 178
lassopack: Model selection and prediction with regularized regression in Stata 0 0 3 43 1 3 10 176
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 1 66 6 8 19 136
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 5 9 15 48
pystacked: Stacking generalization and machine learning in Stata 0 0 2 15 2 5 11 52
xtevent: Estimation and visualization in the linear panel event-study design 0 1 13 13 5 14 47 47
Total Working Papers 16 54 201 3,405 437 858 1,633 11,828

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 6 10 11 242
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 1 5 11 372
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 8 8 12 68
An IV Model of Quantile Treatment Effects 1 2 4 457 3 9 24 1,335
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 3 222 5 10 22 590
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 2 14 24 304
Double/debiased machine learning for treatment and structural parameters 8 19 42 141 49 120 243 622
Estimation With Many Instrumental Variables 0 0 1 139 7 10 19 337
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 1 1 2 12 7 10 15 71
Finite sample inference for quantile regression models 0 0 0 65 6 12 16 302
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 4 14 507 3 14 38 1,100
Grouped effects estimators in fixed effects models 1 5 12 94 9 18 33 303
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 3 53 7 20 52 322
High-dimensional linear models with many endogenous variables 0 1 1 13 4 7 10 46
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 41 6 8 11 141
Inference approaches for instrumental variable quantile regression 0 0 0 462 5 10 15 1,190
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 4 6 17 229
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 2 90 18 27 48 360
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 23 4 13 27 83
Inference with dependent data using cluster covariance estimators 0 1 1 165 5 12 25 711
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 1 2 5 114
Instrumental quantile regression inference for structural and treatment effect models 0 0 6 527 4 12 30 1,121
Instrumental variable quantile regression: A robust inference approach 3 5 23 477 8 14 49 1,005
Instrumental variables estimation with many weak instruments using regularized JIVE 1 4 5 120 7 20 29 363
Plausibly Exogenous 9 24 79 613 28 75 222 1,783
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 1 39 4 9 14 241
Pre-event Trends in the Panel Event-Study Design 0 0 5 71 10 16 32 413
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 2 34 3 7 16 152
Quantile Models with Endogeneity 0 0 1 50 14 17 21 229
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 3 6 9 283
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 9 20 30 568
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 2 5 12 42
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 2 4 6 17
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 3 15 250 6 19 44 642
The reduced form: A simple approach to inference with weak instruments 0 0 10 245 1 6 26 574
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 26 8 9 12 129
ddml: Double/debiased machine learning in Stata 1 1 10 16 19 25 54 81
lassopack: Model selection and prediction with regularized regression in Stata 0 2 8 62 4 10 21 286
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 6 23 30 38
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 2 14 14 4 14 45 45
Total Journal Articles 25 75 279 5,612 302 656 1,380 16,854

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 0 0 8 33 12 28 89 328
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 5 12 51 1,203 54 113 348 9,911
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 2 7 48 730 46 116 491 5,365
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 1 3 17 7 10 35 224
XTEVENT: Stata module to estimate and visualize linear panel event-study models 3 11 66 659 30 107 650 4,436
Total Software Items 10 31 176 2,642 149 374 1,613 20,264

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Statistics updated 2026-02-12