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
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 2 3 4 8
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 1 8 10 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 4 5 52
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 2 3 11
A lava attack on the recovery of sums of dense and sparse signals 1 1 1 1 1 9 10 25
Double machine learning for treatment and causal parameters 0 0 1 118 1 7 19 545
Double machine learning for treatment and causal parameters 1 1 2 6 7 34 51 72
Double/Debiased Machine Learning for Treatment and Causal Parameters 2 22 72 1,121 13 85 293 2,986
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 123 8 23 66 471
Double/debiased machine learning for treatment and structural parameters 0 2 6 40 7 17 49 157
Double/debiased machine learning for treatment and structural parameters 0 1 4 7 3 21 30 48
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 3 7 8
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 5 7 81
Estimation with many instrumental variables 0 0 1 174 1 3 8 457
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 4 6 255
High dimensional methods and inference on structural and treatment effects 0 0 0 1 12 35 43 52
High dimensional methods and inference on structural and treatment effects 0 0 0 22 8 22 28 139
High-Dimensional Econometrics and Regularized GMM 0 1 2 60 4 11 26 190
High-dimensional econometrics and regularized GMM 0 1 2 15 1 8 22 105
Inference for High-Dimensional Sparse Econometric Models 0 0 2 14 0 6 19 96
Inference for Low-Rank Models 0 0 3 49 2 5 15 79
Inference for heterogeneous effects using low-rank estimations 0 1 2 19 0 7 15 65
Inference for high-dimensional sparse econometric models 0 1 1 57 2 6 8 195
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 4 8 10 56
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 5 8 94
Inference in high dimensional panel models with an application to gun control 0 0 0 0 3 7 12 15
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 3 12 3 7 31 103
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 11 29 34 37
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 4 10 111
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 3 5 10 18
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 46 0 4 9 146
Instrumental Variable Quantile Regression 0 1 1 57 1 9 18 82
Instrumental variables estimation with flexible distribution 0 0 0 39 1 5 9 170
LASSO Methods for Gaussian Instrumental Variables Models 0 1 4 14 0 11 17 65
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 3 3 8 179 6 12 34 569
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 1 6 8 43
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 2 6 11 162
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 1 4 9 14
Pre-event Trends in the Panel Event-study Design 0 1 1 55 1 12 15 168
Pre-event Trends in the Panel Event-study Design 0 2 6 55 0 8 22 280
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 0 8 15 87
Program evaluation and causal inference with high-dimensional data 0 0 0 27 10 29 31 151
Program evaluation and causal inference with high-dimensional data 0 0 0 1 3 7 12 23
Program evaluation with high-dimensional data 0 0 0 75 0 0 6 206
Program evaluation with high-dimensional data 0 0 0 0 4 12 14 20
Program evaluation with high-dimensional data 0 0 0 5 0 4 7 85
Program evaluation with high-dimensional data 0 0 0 0 2 7 9 14
Program evaluation with high-dimensional data 0 0 0 0 0 3 7 8
Program evaluation with high-dimensional data 0 0 0 16 1 5 8 128
Program evaluation with high-dimensional data 0 0 1 1 1 5 10 19
Program evaluation with high-dimensional data 0 0 0 11 2 7 13 102
Quantile Models with Endogeneity 0 0 0 4 0 3 4 60
Quantile models with endogeneity 0 0 0 90 0 3 7 249
Quantile models with endogeneity 0 0 0 0 0 39 40 41
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 9 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 6 9 34
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 0 5 8 9
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 5 10 243
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 0 8 21 98
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 3 10 168
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 1 6 11 33
Targeted undersmoothing 0 0 0 25 3 6 13 75
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 1 3 6 27
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 1 5 13 96
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 5 13 46
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 6 10 35
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 3 8 13
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 5 7 51
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 2 9 63 4 13 38 248
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 1 2 6 81 3 13 57 288
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 1 2 2 29 1 5 11 80
ddml: Double/Debiased Machine Learning in Stata 1 1 2 25 7 16 19 51
ddml: Double/debiased machine learning in Stata 0 0 2 34 4 10 17 71
ddml: Double/debiased machine learning in Stata 0 0 3 32 4 26 40 111
hdm: High-Dimensional Metrics 0 1 2 4 2 16 22 31
hdm: High-Dimensional Metrics 0 0 2 9 1 5 11 46
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 2 38 1 9 13 179
lassopack: Model selection and prediction with regularized regression in Stata 0 0 2 43 5 6 14 181
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 1 66 0 7 17 136
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 3 10 16 51
pystacked: Stacking generalization and machine learning in Stata 0 0 2 15 1 4 10 53
xtevent: Estimation and visualization in the linear panel event-study design 0 0 13 13 4 13 51 51
Total Working Papers 11 49 184 3,416 182 830 1,681 12,010

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 1 8 12 243
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 2 6 10 374
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 7 15 19 75
An IV Model of Quantile Treatment Effects 0 1 4 457 3 10 27 1,338
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 3 222 3 12 25 593
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 4 10 27 308
Double/debiased machine learning for treatment and structural parameters 1 14 40 142 31 127 264 653
Estimation With Many Instrumental Variables 0 0 1 139 3 12 22 340
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 1 2 12 0 8 14 71
Finite sample inference for quantile regression models 0 0 0 65 1 7 17 303
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 1 14 507 1 8 36 1,101
Grouped effects estimators in fixed effects models 0 4 12 94 0 15 33 303
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 2 53 3 16 51 325
High-dimensional linear models with many endogenous variables 0 1 1 13 0 7 10 46
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 41 2 10 13 143
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 5 14 1,190
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 3 8 18 232
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 1 90 5 29 50 365
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 23 1 10 28 84
Inference with dependent data using cluster covariance estimators 0 0 1 165 2 8 25 713
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 1 2 6 115
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 527 5 16 33 1,126
Instrumental variable quantile regression: A robust inference approach 1 6 21 478 2 16 45 1,007
Instrumental variables estimation with many weak instruments using regularized JIVE 0 2 5 120 2 14 31 365
Plausibly Exogenous 7 23 83 620 15 68 223 1,798
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 39 0 6 13 241
Pre-event Trends in the Panel Event-Study Design 0 0 5 71 3 17 34 416
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 2 6 15 154
Quantile Models with Endogeneity 0 0 1 50 0 16 20 229
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 0 5 9 283
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 1 14 31 569
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 0 2 11 42
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 3 5 8 20
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 1 15 250 2 10 44 644
The reduced form: A simple approach to inference with weak instruments 1 1 11 246 4 9 29 578
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 26 1 9 13 130
ddml: Double/debiased machine learning in Stata 0 1 9 16 10 33 61 91
lassopack: Model selection and prediction with regularized regression in Stata 1 2 9 63 1 6 21 287
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 0 21 27 38
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 1 14 14 4 15 49 49
Total Journal Articles 11 59 276 5,623 128 621 1,438 16,982

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 7 33 6 29 86 334
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 1 10 46 1,204 10 87 324 9,921
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 1 5 44 731 53 125 513 5,418
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 0 1 17 2 11 30 226
XTEVENT: Stata module to estimate and visualize linear panel event-study models 2 5 59 661 30 92 614 4,466
Total Software Items 4 20 157 2,646 101 344 1,567 20,365

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04