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 0 1 3 16
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 1 3 48
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 1 2 5
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 1 2 9
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 2 2 2 39
Double machine learning for treatment and causal parameters 0 0 1 5 3 8 18 38
Double machine learning for treatment and causal parameters 0 0 3 118 5 6 20 538
Double/Debiased Machine Learning for Treatment and Causal Parameters 12 30 126 1,099 49 120 421 2,901
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 5 121 5 17 81 448
Double/debiased machine learning for treatment and structural parameters 0 0 4 38 9 15 40 140
Double/debiased machine learning for treatment and structural parameters 0 0 4 6 0 1 15 27
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 1 3 76
Estimation of treatment effects with high-dimensional controls 0 0 0 0 3 4 4 5
Estimation with many instrumental variables 0 0 2 174 0 1 8 454
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 1 2 251
High dimensional methods and inference on structural and treatment effects 0 0 0 1 4 6 10 17
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 4 8 117
High-Dimensional Econometrics and Regularized GMM 0 0 1 59 3 3 21 179
High-dimensional econometrics and regularized GMM 1 1 1 14 3 12 15 97
Inference for High-Dimensional Sparse Econometric Models 0 0 2 14 2 3 16 90
Inference for Low-Rank Models 0 2 4 49 0 4 11 74
Inference for heterogeneous effects using low-rank estimations 0 1 1 18 0 3 11 58
Inference for high-dimensional sparse econometric models 0 0 0 56 1 2 3 189
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 1 4 48
Inference in high dimensional panel models with an application to gun control 0 0 0 25 1 1 3 89
Inference in high dimensional panel models with an application to gun control 0 0 0 0 2 2 5 8
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 4 12 2 9 30 96
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 2 3 5 13
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 46 1 4 8 142
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 3 6 6 107
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 3 5 8
Instrumental Variable Quantile Regression 0 0 1 56 1 8 14 73
Instrumental variables estimation with flexible distribution 0 0 0 39 1 2 4 165
LASSO Methods for Gaussian Instrumental Variables Models 1 1 3 13 2 3 7 54
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 1 6 176 5 6 29 557
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 4 1 1 4 37
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 3 4 6 156
Post-selection and post-regularization inference in linear models with many controls and instruments 0 1 1 1 0 3 7 10
Pre-event Trends in the Panel Event-study Design 0 0 0 54 2 2 3 156
Pre-event Trends in the Panel Event-study Design 0 2 4 53 1 6 16 272
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 2 4 9 79
Program evaluation and causal inference with high-dimensional data 0 0 0 1 3 4 7 16
Program evaluation and causal inference with high-dimensional data 0 0 0 27 1 1 2 122
Program evaluation with high-dimensional data 0 0 0 75 4 5 6 206
Program evaluation with high-dimensional data 0 0 0 0 1 1 3 8
Program evaluation with high-dimensional data 0 0 0 5 2 2 3 81
Program evaluation with high-dimensional data 0 0 0 0 2 2 3 7
Program evaluation with high-dimensional data 0 0 0 16 1 2 3 123
Program evaluation with high-dimensional data 0 0 1 1 1 4 6 14
Program evaluation with high-dimensional data 0 0 0 0 3 3 4 5
Program evaluation with high-dimensional data 0 0 0 11 2 3 7 95
Quantile Models with Endogeneity 0 0 0 4 0 1 1 57
Quantile models with endogeneity 0 0 0 0 0 1 1 2
Quantile models with endogeneity 0 0 0 90 4 4 5 246
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 1 3 3 26
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 1 1 3 4
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 3 3 5 28
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 3 3 5 238
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 1 2 20 5 8 13 90
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 1 5 7 165
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 3 4 5 27
Targeted undersmoothing 0 0 0 25 4 7 7 69
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 2 6 9 91
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 6 7 10 41
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 0 1 3 24
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 1 3 4 29
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 4 7 10
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 1 1 2 46
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 2 9 61 3 11 33 235
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 2 8 79 5 17 58 275
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 1 27 1 3 12 75
ddml: Double/Debiased Machine Learning in Stata 0 0 1 24 0 0 6 35
ddml: Double/debiased machine learning in Stata 0 0 3 34 2 3 13 61
ddml: Double/debiased machine learning in Stata 0 0 3 32 1 5 19 85
hdm: High-Dimensional Metrics 0 1 2 3 2 3 8 15
hdm: High-Dimensional Metrics 1 2 2 9 4 5 6 41
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 3 38 1 1 7 170
lassopack: Model selection and prediction with regularized regression in Stata 0 0 3 43 2 4 10 175
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 3 66 1 3 19 129
pystacked: Stacking generalization and machine learning in Stata 0 1 2 15 2 4 10 49
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 2 3 9 41
xtevent: Estimation and visualization in the linear panel event-study design 1 6 13 13 5 16 38 38
Total Working Papers 16 56 236 3,367 210 452 1,266 11,180

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 3 3 4 235
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 1 1 7 368
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 1 4 60
An IV Model of Quantile Treatment Effects 1 3 4 456 2 9 20 1,328
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 3 222 1 5 15 581
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 1 4 76 8 9 24 298
Double/debiased machine learning for treatment and structural parameters 6 8 32 128 24 61 162 526
Estimation With Many Instrumental Variables 0 0 2 139 1 2 12 328
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 2 11 2 4 8 63
Finite sample inference for quantile regression models 0 0 0 65 6 8 11 296
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 3 5 15 506 7 15 35 1,093
Grouped effects estimators in fixed effects models 1 4 9 90 3 8 19 288
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 3 53 7 16 42 309
High-dimensional linear models with many endogenous variables 0 0 0 12 0 2 3 39
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 41 0 0 5 133
Inference approaches for instrumental variable quantile regression 0 0 0 462 5 7 10 1,185
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 1 4 62 1 3 17 224
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 90 3 9 30 336
Inference with Dependent Data in Accounting and Finance Applications 0 1 2 23 4 9 20 74
Inference with dependent data using cluster covariance estimators 1 1 2 165 6 13 24 705
Instrumental Variables Estimation With Flexible Distributions 0 1 2 31 1 2 4 113
Instrumental quantile regression inference for structural and treatment effect models 0 3 6 527 1 8 24 1,110
Instrumental variable quantile regression: A robust inference approach 0 7 20 472 0 10 39 991
Instrumental variables estimation with many weak instruments using regularized JIVE 2 2 4 118 8 12 22 351
Plausibly Exogenous 8 29 72 597 22 77 198 1,730
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 1 1 1 39 3 3 10 235
Pre-event Trends in the Panel Event-Study Design 0 3 5 71 2 9 21 399
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 2 34 3 4 12 148
Quantile Models with Endogeneity 0 0 1 50 1 3 7 213
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 1 3 4 278
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 7 10 19 555
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 3 5 10 40
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 2 2 4 15
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 2 8 18 249 11 20 46 634
The reduced form: A simple approach to inference with weak instruments 0 0 10 245 1 4 21 569
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 26 1 2 6 121
ddml: Double/debiased machine learning in Stata 0 1 12 15 2 6 38 58
lassopack: Model selection and prediction with regularized regression in Stata 1 2 7 61 5 7 19 281
pystacked: Stacking generalization and machine learning in Stata 0 1 2 4 2 4 10 17
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 1 4 13 13 3 8 34 34
Total Journal Articles 27 87 266 5,564 163 384 1,020 16,361

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 3 13 33 5 33 81 305
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 3 9 50 1,194 36 90 350 9,834
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 3 8 50 726 44 136 479 5,293
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 1 1 3 17 1 4 33 215
XTEVENT: Stata module to estimate and visualize linear panel event-study models 8 21 85 656 45 125 718 4,374
Total Software Items 15 42 201 2,626 131 388 1,661 20,021

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Statistics updated 2025-12-06