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
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 7 0 0 4 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 4 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 1 4 118 0 1 22 531
Double machine learning for treatment and causal parameters 0 0 1 5 1 5 10 29
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 10 211 1,067 13 43 576 2,766
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 6 119 8 16 90 430
Double/debiased machine learning for treatment and structural parameters 1 3 4 38 2 8 33 124
Double/debiased machine learning for treatment and structural parameters 1 2 4 5 1 3 15 24
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 1 2 75
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 1 1
Estimation with many instrumental variables 0 0 3 174 2 3 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 0 4 10
High dimensional methods and inference on structural and treatment effects 0 0 0 22 0 1 4 113
High-Dimensional Econometrics and Regularized GMM 0 0 1 59 1 6 22 175
High-dimensional econometrics and regularized GMM 0 0 0 13 0 1 6 85
Inference for High-Dimensional Sparse Econometric Models 0 0 2 13 0 2 10 82
Inference for Low-Rank Models 0 0 3 47 1 1 6 67
Inference for heterogeneous effects using low-rank estimations 0 0 0 17 1 2 7 53
Inference for high-dimensional sparse econometric models 0 0 0 56 0 0 2 187
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 0 0 0 4 6
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 0 3 87
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 2 6 12 0 6 24 85
Inference on treatment effects after selection amongst high-dimensional controls 0 1 3 3 0 1 4 10
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 46 0 0 5 138
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 1 3
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 0 0 101
Instrumental Variable Quantile Regression 0 0 1 56 0 0 9 65
Instrumental variables estimation with flexible distribution 0 0 0 39 1 1 1 162
LASSO Methods for Gaussian Instrumental Variables Models 0 1 1 11 0 2 3 50
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 1 1 6 174 2 3 29 549
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 10 152
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 1 4 6
Pre-event Trends in the Panel Event-study Design 2 2 3 51 4 7 13 265
Pre-event Trends in the Panel Event-study Design 0 0 2 54 1 1 3 154
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 0 1 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 0 1 6 12
Program evaluation with high-dimensional data 0 0 0 0 0 0 3 5
Program evaluation with high-dimensional data 0 0 0 16 0 0 2 121
Program evaluation with high-dimensional data 0 0 0 0 0 0 5 7
Program evaluation with high-dimensional data 0 0 0 5 0 0 2 79
Program evaluation with high-dimensional data 1 1 1 1 1 1 2 10
Program evaluation with high-dimensional data 0 0 0 75 0 1 1 201
Program evaluation with high-dimensional data 0 0 0 0 0 0 2 2
Program evaluation with high-dimensional data 0 0 0 11 0 1 4 91
Quantile Models with Endogeneity 0 0 1 4 0 0 2 56
Quantile models with endogeneity 0 0 0 0 0 0 0 1
Quantile models with endogeneity 0 0 1 90 0 0 2 242
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 0 0 4 0 0 3 25
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 0 1 1 1 2
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 0 1 2 19 1 3 10 81
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 0 5 160
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 1 1 2 23
Targeted undersmoothing 0 0 0 25 0 0 4 62
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 2 1 2 6 23
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 0 2 33
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 1 1 47 0 2 3 85
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 0 0 1 25
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 1 5 6
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 1 1 45
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 4 8 59 1 10 37 222
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 1 8 77 2 16 72 252
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 27 1 1 12 70
ddml: Double/Debiased Machine Learning in Stata 0 1 1 24 0 2 5 34
ddml: Double/debiased machine learning in Stata 0 2 4 32 0 2 20 79
ddml: Double/debiased machine learning in Stata 0 0 2 33 0 0 10 56
hdm: High-Dimensional Metrics 0 0 1 2 1 3 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 2 5 38 0 3 10 169
lassopack: Model selection and prediction with regularized regression in Stata 1 2 4 43 1 3 7 171
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 1 9 66 0 4 29 126
pystacked: Stacking generalization and machine learning in Stata 0 0 1 17 1 1 9 37
pystacked: Stacking generalization and machine learning in Stata 0 0 3 13 1 1 11 44
Total Working Papers 10 40 320 3,295 51 177 1,270 10,641

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 1 2 232
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 1 105 2 2 10 366
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 1 2 58
An IV Model of Quantile Treatment Effects 0 0 5 453 6 8 19 1,319
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 1 4 221 1 2 11 572
Double/Debiased/Neyman Machine Learning of Treatment Effects 2 2 4 75 3 5 19 288
Double/debiased machine learning for treatment and structural parameters 4 8 30 119 23 47 128 459
Estimation With Many Instrumental Variables 1 1 8 139 2 3 17 325
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 2 11 0 0 5 59
Finite sample inference for quantile regression models 0 0 0 65 1 2 5 288
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 2 4 12 501 2 6 27 1,078
Grouped effects estimators in fixed effects models 0 2 5 86 1 6 14 278
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 3 52 4 13 26 287
High-dimensional linear models with many endogenous variables 0 0 0 12 1 1 4 37
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 3 41 0 1 10 132
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 2 3 1,178
Inference in High-Dimensional Panel Models With an Application to Gun Control 1 1 6 61 2 3 26 220
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 5 90 3 6 24 325
Inference with Dependent Data in Accounting and Finance Applications 0 1 2 22 0 5 9 61
Inference with dependent data using cluster covariance estimators 0 0 4 164 0 3 15 691
Instrumental Variables Estimation With Flexible Distributions 1 1 1 30 1 1 1 110
Instrumental quantile regression inference for structural and treatment effect models 1 1 6 523 1 5 22 1,099
Instrumental variable quantile regression: A robust inference approach 2 4 21 464 4 10 41 979
Instrumental variables estimation with many weak instruments using regularized JIVE 0 1 3 116 2 5 14 339
Plausibly Exogenous 5 14 57 563 9 31 140 1,636
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 38 0 1 8 231
Pre-event Trends in the Panel Event-Study Design 1 2 3 68 2 5 19 389
Program Evaluation and Causal Inference With High‐Dimensional Data 1 1 3 34 2 4 9 144
Quantile Models with Endogeneity 0 0 2 50 0 0 6 210
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 0 1 1 275
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 1 4 114 1 3 17 544
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 1 2 6 2 3 7 35
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 1 1 3 0 1 4 13
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 2 17 240 3 7 41 612
The reduced form: A simple approach to inference with weak instruments 2 6 16 245 3 9 24 564
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 4 26 0 0 9 119
ddml: Double/debiased machine learning in Stata 0 5 12 14 3 15 37 48
lassopack: Model selection and prediction with regularized regression in Stata 0 2 7 58 0 2 16 273
pystacked: Stacking generalization and machine learning in Stata 0 0 3 3 1 1 8 12
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 4 5 9 9 7 14 25 25
Total Journal Articles 28 68 266 5,466 94 235 825 15,910

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 2 2 9 29 4 15 62 269
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 4 12 55 1,180 21 68 379 9,722
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 8 17 61 714 40 116 484 5,115
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 0 5 16 0 6 40 209
XTEVENT: Stata module to estimate and visualize linear panel event-study models 4 14 94 629 52 181 889 4,189
Total Software Items 18 45 224 2,568 117 386 1,854 19,504

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05