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 0 6 70 3 6 25 91
Estimation of treatment effects with high-dimensional controls 0 0 0 36 0 0 3 58
Estimation with many instrumental variables 0 2 3 163 1 4 10 403
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 3 3 6 235
Inference for high-dimensional sparse econometric models 0 0 0 49 1 4 6 142
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 7 2 2 8 63
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 39 2 2 12 82
Instrumental variables estimation with flexible distribution 1 1 2 37 2 2 5 144
Pre-event Trends in the Panel Event-study Design 4 6 16 33 10 14 41 60
Pre-event Trends in the Panel Event-study Design 1 2 2 2 7 13 13 13
Program evaluation with high-dimensional data 0 0 1 65 0 1 8 127
Program evaluation with high-dimensional data 1 1 2 11 3 4 9 59
Quantile models with endogeneity 0 0 0 86 0 0 0 135
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 70 0 0 1 211
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 42 0 1 5 120
Targeted undersmoothing 0 0 2 21 0 0 5 11
Total Working Papers 7 12 37 731 34 56 157 1,954


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 93 2 4 9 207
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 4 88 0 0 9 242
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 0 0 0 44
An IV Model of Quantile Treatment Effects 0 1 10 394 2 6 29 1,132
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 4 199 3 3 13 442
Estimation With Many Instrumental Variables 0 0 0 116 0 0 11 253
Finite sample inference for quantile regression models 0 0 0 56 1 1 6 188
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 1 6 28 330 2 12 55 683
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 6 33 3 3 17 145
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 34 0 1 5 101
Inference approaches for instrumental variable quantile regression 0 0 10 413 2 8 41 1,030
Inference with dependent data using cluster covariance estimators 2 5 21 88 7 15 64 347
Instrumental Variables Estimation With Flexible Distributions 1 1 4 24 3 3 12 83
Instrumental quantile regression inference for structural and treatment effect models 3 10 38 350 4 16 75 746
Instrumental variable quantile regression: A robust inference approach 0 2 15 278 3 10 43 605
Instrumental variables estimation with many weak instruments using regularized JIVE 1 4 8 36 3 12 30 128
Plausibly Exogenous 1 25 48 319 4 57 114 883
Quantile Models with Endogeneity 0 0 2 43 1 1 5 129
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 1 75 0 0 2 247
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 1 1 4 90 4 8 29 349
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 1 12 137 1 5 33 401
The reduced form: A simple approach to inference with weak instruments 2 14 29 127 8 27 55 293
Total Journal Articles 14 71 245 3,330 53 192 657 8,678


Statistics updated 2019-09-09