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 5 6 10
A lava attack on the recovery of sums of dense and sparse signals 0 1 1 1 1 7 11 26
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 0 0 0 7 1 4 6 53
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 4 10 47
Double machine learning for treatment and causal parameters 0 0 1 118 1 5 16 546
Double machine learning for treatment and causal parameters 1 2 3 7 10 41 60 82
Double/Debiased Machine Learning for Treatment and Causal Parameters 9 17 77 1,130 35 79 308 3,021
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 1 6 124 4 14 65 475
Double/debiased machine learning for treatment and structural parameters 0 1 4 7 12 27 42 60
Double/debiased machine learning for treatment and structural parameters 0 2 6 40 1 15 48 158
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 3 7 81
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 2 7 8
Estimation with many instrumental variables 0 0 0 174 0 3 7 457
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 4 6 255
High dimensional methods and inference on structural and treatment effects 0 0 0 1 6 41 48 58
High dimensional methods and inference on structural and treatment effects 0 0 0 22 3 24 30 142
High-Dimensional Econometrics and Regularized GMM 0 1 2 60 5 13 28 195
High-dimensional econometrics and regularized GMM 0 0 2 15 1 7 22 106
Inference for High-Dimensional Sparse Econometric Models 1 1 2 15 3 7 20 99
Inference for Low-Rank Models 0 0 3 49 0 5 14 79
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 2 6 16 67
Inference for high-dimensional sparse econometric models 0 0 1 57 0 2 8 195
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 9 11 57
Inference in high dimensional panel models with an application to gun control 0 0 0 0 2 9 13 17
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 5 9 95
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 3 12 4 9 31 107
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 1 3 11 112
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 3 7 13 21
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 7 33 41 44
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 46 2 5 10 148
Instrumental Variable Quantile Regression 0 0 1 57 1 5 19 83
Instrumental variables estimation with flexible distribution 0 0 0 39 0 4 9 170
LASSO Methods for Gaussian Instrumental Variables Models 0 1 4 14 2 9 19 67
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 3 7 179 0 12 29 569
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 0 5 8 43
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 6 11 163
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 0 4 9 14
Pre-event Trends in the Panel Event-study Design 0 1 1 55 5 12 20 173
Pre-event Trends in the Panel Event-study Design 0 2 6 55 1 6 23 281
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 2 9 15 89
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 6 12 23
Program evaluation and causal inference with high-dimensional data 0 0 0 27 7 35 37 158
Program evaluation with high-dimensional data 0 0 0 75 0 0 6 206
Program evaluation with high-dimensional data 0 0 0 0 0 7 9 14
Program evaluation with high-dimensional data 0 0 0 16 0 3 7 128
Program evaluation with high-dimensional data 0 0 0 0 0 2 6 8
Program evaluation with high-dimensional data 0 0 0 0 1 10 15 21
Program evaluation with high-dimensional data 0 0 1 1 0 5 10 19
Program evaluation with high-dimensional data 0 0 0 5 1 4 7 86
Program evaluation with high-dimensional data 0 0 0 11 1 7 13 103
Quantile Models with Endogeneity 0 0 0 4 1 4 5 61
Quantile models with endogeneity 0 0 0 0 0 24 40 41
Quantile models with endogeneity 0 0 0 90 1 4 8 250
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 6 12 35
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 5 9 34
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 1 5 9 10
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 5 9 243
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 3 6 24 101
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 4 12 170
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 1 6 12 34
Targeted undersmoothing 0 0 0 25 1 7 14 76
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 2 5 15 98
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 0 3 6 27
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 1 6 14 47
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 4 7 14 39
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 4 7 51
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 3 5 11 16
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 3 9 64 3 11 40 251
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 1 6 81 2 9 56 290
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 2 2 29 1 4 12 81
ddml: Double/Debiased Machine Learning in Stata 0 1 2 25 1 16 20 52
ddml: Double/debiased machine learning in Stata 0 0 2 34 1 9 17 72
ddml: Double/debiased machine learning in Stata 0 0 3 32 4 21 44 115
hdm: High-Dimensional Metrics 0 0 2 4 3 16 25 34
hdm: High-Dimensional Metrics 0 0 2 9 0 4 11 46
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 2 38 1 6 14 180
lassopack: Model selection and prediction with regularized regression in Stata 0 0 2 43 0 6 14 181
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 1 66 0 6 14 136
pystacked: Stacking generalization and machine learning in Stata 0 0 2 15 5 8 15 58
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 1 9 17 52
xtevent: Estimation and visualization in the linear panel event-study design 0 0 13 13 1 10 52 52
Total Working Papers 13 40 188 3,429 173 792 1,783 12,183

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 13 244
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 0 3 10 374
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 16 19 76
An IV Model of Quantile Treatment Effects 1 2 5 458 2 8 29 1,340
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 3 222 1 9 25 594
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 4 76 1 7 27 309
Double/debiased machine learning for treatment and structural parameters 1 10 38 143 51 131 304 704
Estimation With Many Instrumental Variables 0 0 1 139 5 15 25 345
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 1 2 12 1 8 14 72
Finite sample inference for quantile regression models 0 0 0 65 1 8 18 304
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 0 12 507 0 4 34 1,101
Grouped effects estimators in fixed effects models 1 2 11 95 5 14 36 308
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 2 53 2 12 53 327
High-dimensional linear models with many endogenous variables 0 0 1 13 0 4 10 46
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 1 1 2 42 2 10 15 145
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 10 20 235
Inference on Treatment Effects after Selection among High-Dimensional Controls†3 3 4 93 7 30 56 372
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 23 2 7 30 86
Inference with dependent data using cluster covariance estimators 1 1 2 166 1 8 26 714
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 0 2 6 115
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 527 4 13 37 1,130
Instrumental variable quantile regression: A robust inference approach 0 4 21 478 2 12 45 1,009
Instrumental variables estimation with many weak instruments using regularized JIVE 0 1 5 120 1 10 32 366
Plausibly Exogenous 3 19 84 623 20 63 234 1,818
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 39 0 4 12 241
Pre-event Trends in the Panel Event-Study Design 1 1 6 72 5 18 38 421
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 0 5 14 154
Quantile Models with Endogeneity 0 0 1 50 2 16 22 231
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 1 4 10 284
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 2 12 33 571
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 1 3 11 43
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 0 5 8 20
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 1 16 251 6 14 50 650
The reduced form: A simple approach to inference with weak instruments 0 1 11 246 0 5 28 578
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 26 4 13 17 134
ddml: Double/debiased machine learning in Stata 1 2 9 17 1 30 61 92
lassopack: Model selection and prediction with regularized regression in Stata 1 2 9 64 4 9 23 291
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 2 8 29 40
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 0 14 14 1 9 50 50
Total Journal Articles 15 51 280 5,638 142 572 1,538 17,124

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 9 27 94 343
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 2 8 42 1,206 21 85 317 9,942
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 0 3 39 731 12 111 476 5,430
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 1 1 2 18 5 14 31 231
XTEVENT: Stata module to estimate and visualize linear panel event-study models 1 6 51 662 17 77 557 4,483
Total Software Items 4 18 141 2,650 64 314 1,475 20,429

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