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 1 8 81 2 5 32 138
Estimation of treatment effects with high-dimensional controls 0 0 1 37 1 3 7 66
Estimation with many instrumental variables 0 0 1 166 2 4 14 419
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 1 7 242
Inference for high-dimensional sparse econometric models 0 1 3 53 4 8 19 162
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 41 1 5 16 101
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 8 1 4 13 79
Instrumental variables estimation with flexible distribution 1 1 1 38 3 3 11 156
Pre-event Trends in the Panel Event-study Design 1 2 13 18 8 15 99 125
Pre-event Trends in the Panel Event-study Design 0 1 9 45 1 4 34 100
Program evaluation with high-dimensional data 0 0 2 13 0 1 17 76
Program evaluation with high-dimensional data 0 0 4 69 1 2 17 147
Quantile models with endogeneity 0 0 0 86 1 4 45 181
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 1 1 71 1 4 9 220
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 42 0 1 14 137
Targeted undersmoothing 0 0 2 23 3 7 20 32
Total Working Papers 2 7 48 791 29 71 374 2,381


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 2 95 0 2 8 215
A semi-parametric Bayesian approach to the instrumental variable problem 0 1 1 89 1 3 10 253
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 1 2 6 50
An IV Model of Quantile Treatment Effects 0 1 7 402 5 11 46 1,183
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 0 199 1 1 16 459
Estimation With Many Instrumental Variables 0 0 0 116 3 3 12 268
Finite sample inference for quantile regression models 0 0 0 56 1 1 7 195
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 2 16 41 376 7 25 76 767
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 5 38 6 8 35 183
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 0 34 1 1 4 106
Inference approaches for instrumental variable quantile regression 3 4 12 429 6 9 44 1,087
Inference with dependent data using cluster covariance estimators 3 8 20 112 5 12 55 422
Instrumental Variables Estimation With Flexible Distributions 0 1 2 27 2 3 14 98
Instrumental quantile regression inference for structural and treatment effect models 5 10 38 401 12 18 86 848
Instrumental variable quantile regression: A robust inference approach 6 15 28 311 9 20 58 668
Instrumental variables estimation with many weak instruments using regularized JIVE 1 1 13 53 3 6 43 181
Plausibly Exogenous 5 14 46 373 12 44 154 1,058
Quantile Models with Endogeneity 0 1 1 44 1 3 11 143
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 75 1 4 10 259
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 6 96 7 10 52 407
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 3 14 154 1 5 25 431
The reduced form: A simple approach to inference with weak instruments 0 0 17 144 2 7 51 350
lassopack: Model selection and prediction with regularized regression in Stata 0 1 8 8 3 11 31 31
Total Journal Articles 26 76 261 3,639 90 209 854 9,662


Statistics updated 2020-11-03