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 3 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 3 15
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 3 8
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 3 0 0 1 37
Double machine learning for treatment and causal parameters 0 0 3 118 0 1 19 532
Double machine learning for treatment and causal parameters 0 0 1 5 2 4 13 32
Double/Debiased Machine Learning for Treatment and Causal Parameters 9 14 181 1,078 29 57 494 2,810
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 1 4 120 4 13 79 435
Double/debiased machine learning for treatment and structural parameters 0 1 4 38 4 7 31 129
Double/debiased machine learning for treatment and structural parameters 0 2 5 6 1 4 17 27
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 1 1
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 2 75
Estimation with many instrumental variables 0 0 3 174 0 2 9 453
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 0 2 250
High dimensional methods and inference on structural and treatment effects 0 0 0 1 0 1 5 11
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 1 5 114
High-Dimensional Econometrics and Regularized GMM 0 0 1 59 0 2 20 176
High-dimensional econometrics and regularized GMM 0 0 0 13 1 1 6 86
Inference for High-Dimensional Sparse Econometric Models 0 1 2 14 0 5 13 87
Inference for Low-Rank Models 1 1 4 48 2 6 10 72
Inference for heterogeneous effects using low-rank estimations 1 1 1 18 2 5 11 57
Inference for high-dimensional sparse econometric models 0 0 0 56 1 1 3 188
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 0 6 47
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 1 4 88
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 4 6
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 5 12 0 2 25 87
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 1 3 4 6
Inference on treatment effects after selection amongst high-dimensional controls 0 0 3 3 0 0 4 10
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 1 1 1 102
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 46 0 0 4 138
Instrumental Variable Quantile Regression 0 0 1 56 1 1 10 66
Instrumental variables estimation with flexible distribution 0 0 0 39 0 2 2 163
LASSO Methods for Gaussian Instrumental Variables Models 0 1 2 12 0 1 4 51
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 2 7 175 0 4 29 551
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 4 0 0 4 36
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 0 4 152
Post-selection and post-regularization inference in linear models with many controls and instruments 1 1 1 1 2 3 7 9
Pre-event Trends in the Panel Event-study Design 2 4 4 53 3 8 15 269
Pre-event Trends in the Panel Event-study Design 0 0 1 54 0 1 2 154
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 0 0 6 75
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 0 2 121
Program evaluation and causal inference with high-dimensional data 0 0 0 1 1 1 5 13
Program evaluation with high-dimensional data 0 0 0 0 0 0 4 7
Program evaluation with high-dimensional data 0 0 0 11 0 1 5 92
Program evaluation with high-dimensional data 0 0 0 16 0 0 2 121
Program evaluation with high-dimensional data 0 0 0 5 0 0 2 79
Program evaluation with high-dimensional data 0 0 0 75 0 0 1 201
Program evaluation with high-dimensional data 0 1 1 1 1 2 3 11
Program evaluation with high-dimensional data 0 0 0 0 0 0 1 2
Program evaluation with high-dimensional data 0 0 0 0 0 0 3 5
Quantile Models with Endogeneity 0 0 0 4 0 0 1 56
Quantile models with endogeneity 0 0 0 90 0 0 1 242
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 1 1 1 0 2 2 3
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 0 2 25
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 0 2 235
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 1 1 2 20 1 3 10 83
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 2 6 162
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 0 1 2 23
Targeted undersmoothing 0 0 0 25 0 0 3 62
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 1 3 34
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 0 0 3 85
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 2 0 1 4 23
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 0 1 2 26
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 45
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 1 1 6 7
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 1 8 60 4 7 35 228
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 2 2 9 79 9 17 68 267
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 27 1 4 12 73
ddml: Double/Debiased Machine Learning in Stata 0 0 1 24 0 1 6 35
ddml: Double/debiased machine learning in Stata 0 1 3 34 0 2 12 58
ddml: Double/debiased machine learning in Stata 0 0 3 32 2 3 19 82
hdm: High-Dimensional Metrics 0 0 1 2 0 1 5 12
hdm: High-Dimensional Metrics 0 0 0 7 0 0 1 36
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 3 38 0 0 6 169
lassopack: Model selection and prediction with regularized regression in Stata 0 1 4 43 0 1 7 171
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 6 66 0 0 21 126
pystacked: Stacking generalization and machine learning in Stata 0 1 1 14 0 2 8 45
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 0 2 8 38
xtevent: Estimation and visualization in the linear panel event-study design 4 11 11 11 7 29 29 29
Total Working Papers 23 49 295 3,334 84 222 1,200 10,812


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 2 232
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 1 105 0 3 8 367
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 2 3 59
An IV Model of Quantile Treatment Effects 2 2 5 455 4 10 21 1,323
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 1 3 222 0 5 11 576
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 3 5 76 1 5 19 290
Double/debiased machine learning for treatment and structural parameters 0 5 26 120 15 44 133 480
Estimation With Many Instrumental Variables 0 1 6 139 0 3 15 326
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 2 11 0 0 4 59
Finite sample inference for quantile regression models 0 0 0 65 0 1 5 288
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 2 11 501 1 3 24 1,079
Grouped effects estimators in fixed effects models 1 1 6 87 2 5 18 282
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 3 52 2 12 31 295
High-dimensional linear models with many endogenous variables 0 0 0 12 0 1 3 37
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 3 41 0 1 9 133
Inference approaches for instrumental variable quantile regression 0 0 0 462 2 3 5 1,180
Inference in High-Dimensional Panel Models With an Application to Gun Control 1 2 6 62 2 5 24 223
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 90 1 6 23 328
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 22 0 4 11 65
Inference with dependent data using cluster covariance estimators 0 0 3 164 2 3 16 694
Instrumental Variables Estimation With Flexible Distributions 0 1 1 30 0 2 2 111
Instrumental quantile regression inference for structural and treatment effect models 1 3 8 525 2 6 25 1,104
Instrumental variable quantile regression: A robust inference approach 4 7 23 469 4 10 40 985
Instrumental variables estimation with many weak instruments using regularized JIVE 0 0 3 116 1 3 14 340
Plausibly Exogenous 12 22 69 580 23 49 167 1,676
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 38 0 1 9 232
Pre-event Trends in the Panel Event-Study Design 3 4 5 71 4 7 19 394
Program Evaluation and Causal Inference With High‐Dimensional Data 0 1 2 34 0 2 8 144
Quantile Models with Endogeneity 0 0 1 50 0 0 5 210
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 0 0 1 275
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 3 114 0 2 16 545
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 2 6 0 2 7 35
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 0 0 3 13
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 2 16 242 2 7 39 616
The reduced form: A simple approach to inference with weak instruments 0 2 16 245 2 6 26 567
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 3 26 0 0 8 119
ddml: Double/debiased machine learning in Stata 1 1 13 15 1 8 39 53
lassopack: Model selection and prediction with regularized regression in Stata 0 1 6 59 0 1 13 274
pystacked: Stacking generalization and machine learning in Stata 0 0 1 3 0 2 6 13
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 2 6 11 11 4 12 30 30
Total Journal Articles 29 68 270 5,506 75 236 862 16,052


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 4 11 31 8 15 63 280
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 2 11 52 1,187 20 63 362 9,764
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 2 14 57 720 43 125 486 5,200
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 0 2 16 1 3 36 212
XTEVENT: Stata module to estimate and visualize linear panel event-study models 8 18 92 643 44 156 832 4,293
Total Software Items 13 47 214 2,597 116 362 1,779 19,749


Statistics updated 2025-10-06