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 1 1 0 3 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 2 7 54
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 6 10 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 3 11
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 1 2 12 49
Double machine learning for treatment and causal parameters 0 0 1 118 2 5 20 550
Double machine learning for treatment and causal parameters 1 2 3 8 4 16 64 88
Double/Debiased Machine Learning for Treatment and Causal Parameters 7 22 82 1,143 40 101 344 3,087
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 5 124 8 16 69 487
Double/debiased machine learning for treatment and structural parameters 1 1 5 8 7 34 60 82
Double/debiased machine learning for treatment and structural parameters 1 3 8 43 4 11 50 168
Estimation of treatment effects with high-dimensional controls 0 0 0 38 1 4 10 85
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 7 8
Estimation with many instrumental variables 0 0 0 174 1 5 11 462
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 2 3 8 258
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 6 33 145
High dimensional methods and inference on structural and treatment effects 0 0 0 1 1 8 50 60
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 0 7 25 197
High-dimensional econometrics and regularized GMM 0 0 2 15 0 4 24 109
Inference for High-Dimensional Sparse Econometric Models 0 1 2 15 1 5 20 101
Inference for Low-Rank Models 0 0 2 49 0 1 14 80
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 1 5 18 70
Inference for high-dimensional sparse econometric models 0 0 1 57 0 1 9 196
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 5 14 61
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 2 9 96
Inference in high dimensional panel models with an application to gun control 0 0 0 0 1 4 13 19
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 1 1 13 2 14 34 117
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 1 7 17 118
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 8 42 45
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 4 0 14 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 47 1 6 14 152
Instrumental Variable Quantile Regression 0 0 1 57 0 3 20 85
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 9 170
LASSO Methods for Gaussian Instrumental Variables Models 0 0 4 14 4 8 25 73
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 0 6 179 0 2 24 571
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 0 1 8 44
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 1 3 11 17
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 2 12 164
Pre-event Trends in the Panel Event-study Design 0 0 6 55 0 1 23 281
Pre-event Trends in the Panel Event-study Design 0 0 1 55 2 12 27 180
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 1 5 17 92
Program evaluation and causal inference with high-dimensional data 0 0 0 1 1 1 13 24
Program evaluation and causal inference with high-dimensional data 0 0 0 27 1 10 40 161
Program evaluation with high-dimensional data 0 0 1 1 0 4 14 23
Program evaluation with high-dimensional data 0 0 0 16 0 1 8 129
Program evaluation with high-dimensional data 0 0 0 5 1 4 10 89
Program evaluation with high-dimensional data 0 0 0 0 2 6 12 14
Program evaluation with high-dimensional data 0 0 0 0 1 1 10 15
Program evaluation with high-dimensional data 0 0 0 11 0 2 13 104
Program evaluation with high-dimensional data 0 0 0 0 1 3 16 23
Program evaluation with high-dimensional data 0 0 0 75 0 1 7 207
Quantile Models with Endogeneity 0 0 0 4 0 3 7 63
Quantile models with endogeneity 0 0 0 0 0 1 41 42
Quantile models with endogeneity 0 0 0 90 2 7 14 256
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 0 2 14 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 2 11 36
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 1 1 0 2 10 11
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 2 10 245
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 2 20 1 7 27 105
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 4 12 172
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 1 1 1 3 1 6 17 39
Targeted undersmoothing 0 0 0 25 3 6 19 81
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 2 6 19 52
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 2 3 8 30
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 13 22 35 118
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 7 17 42
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 4 11 55
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 8 15 21
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 1 6 64 3 12 41 260
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 0 4 81 5 15 60 303
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 29 2 5 16 85
ddml: Double/Debiased Machine Learning in Stata 1 1 2 26 1 3 20 54
ddml: Double/debiased machine learning in Stata 0 0 0 32 4 13 45 124
ddml: Double/debiased machine learning in Stata 1 1 2 35 1 7 22 78
hdm: High-Dimensional Metrics 0 0 2 9 0 1 11 47
hdm: High-Dimensional Metrics 0 0 2 4 1 4 25 35
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 1 38 0 9 21 188
lassopack: Model selection and prediction with regularized regression in Stata 0 0 1 43 1 2 14 183
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 0 66 0 0 11 136
pystacked: Stacking generalization and machine learning in Stata 0 0 2 15 0 9 19 62
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 0 5 20 56
xtevent: Estimation and visualization in the linear panel event-study design 1 2 15 15 1 4 55 55
Total Working Papers 14 39 182 3,455 139 556 2,032 12,566

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 0 2 14 245
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 2 3 13 377
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 3 21 78
An IV Model of Quantile Treatment Effects 0 1 5 458 1 8 34 1,346
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 2 222 0 3 26 596
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 3 76 0 4 29 312
Double/debiased machine learning for treatment and structural parameters 2 8 38 150 36 122 350 775
Estimation With Many Instrumental Variables 0 0 1 139 1 6 24 346
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 1 12 1 7 19 78
Finite sample inference for quantile regression models 1 1 1 66 1 3 20 306
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 1 10 508 3 8 36 1,109
Grouped effects estimators in fixed effects models 0 2 11 96 2 11 40 314
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 3 54 2 5 54 330
High-dimensional linear models with many endogenous variables 0 0 1 13 0 1 11 47
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 1 1 42 1 5 16 148
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 1 15 1,191
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 0 4 19 236
Inference on Treatment Effects after Selection among High-Dimensional Controls†1 4 4 94 6 14 57 379
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 0 4 29 88
Inference with dependent data using cluster covariance estimators 1 3 4 168 3 8 33 721
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 0 2 8 117
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 527 3 8 39 1,134
Instrumental variable quantile regression: A robust inference approach 0 0 16 478 1 3 38 1,010
Instrumental variables estimation with many weak instruments using regularized JIVE 1 2 7 122 3 8 39 373
Plausibly Exogenous 13 28 93 648 39 105 282 1,903
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 39 2 2 13 243
Pre-event Trends in the Panel Event-Study Design 0 2 7 73 2 12 44 428
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 0 3 16 157
Quantile Models with Endogeneity 0 0 0 50 1 4 23 233
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 1 4 12 287
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 1 114 0 5 32 574
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 1 5 15 47
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 0 2 10 22
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 1 11 251 1 13 50 657
The reduced form: A simple approach to inference with weak instruments 0 1 5 247 2 7 25 585
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 1 1 27 0 8 19 138
ddml: Double/debiased machine learning in Stata 2 3 6 19 2 13 64 104
lassopack: Model selection and prediction with regularized regression in Stata 0 1 7 64 1 6 21 293
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 2 5 32 43
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 0 9 14 3 10 45 59
Total Journal Articles 22 61 263 5,684 123 447 1,687 17,429

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 1 7 34 5 24 95 358
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 0 3 34 1,207 9 45 287 9,966
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 0 1 30 732 17 44 420 5,462
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 1 3 4 20 2 17 37 243
XTEVENT: Stata module to estimate and visualize linear panel event-study models 1 5 43 666 10 67 451 4,533
Total Software Items 2 13 118 2,659 43 197 1,290 20,562

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