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 6 70 2 5 22 87
Estimation of treatment effects with high-dimensional controls 0 0 0 36 0 0 4 58
Estimation with many instrumental variables 1 1 2 162 1 1 7 400
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 1 3 232
Inference for high-dimensional sparse econometric models 0 0 0 49 1 3 5 139
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 7 0 1 7 61
Inference on treatment effects after selection amongst high-dimensional controls 0 0 3 39 0 1 13 80
Instrumental variables estimation with flexible distribution 0 0 1 36 0 0 3 142
Pre-event Trends in the Panel Event-study Design 2 2 13 29 3 10 33 49
Pre-event Trends in the Panel Event-study Design 1 1 1 1 3 3 3 3
Program evaluation with high-dimensional data 0 0 1 10 0 1 5 55
Program evaluation with high-dimensional data 0 0 1 65 0 1 8 126
Quantile models with endogeneity 0 0 1 86 0 0 1 135
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 70 0 0 2 211
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 42 1 3 7 120
Targeted undersmoothing 0 0 4 21 0 0 5 11
Total Working Papers 4 5 35 723 11 30 128 1,909


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 1 1 6 204
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 4 88 0 0 13 242
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 7 0 0 0 44
An IV Model of Quantile Treatment Effects 0 0 11 393 2 6 28 1,128
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 1 4 199 0 1 11 439
Estimation With Many Instrumental Variables 0 0 0 116 0 1 13 253
Finite sample inference for quantile regression models 0 0 0 56 0 2 6 187
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 3 13 26 327 6 20 56 677
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 5 32 0 4 15 142
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 34 0 0 5 100
Inference approaches for instrumental variable quantile regression 0 0 15 413 3 12 47 1,025
Inference with dependent data using cluster covariance estimators 2 9 19 85 3 21 57 335
Instrumental Variables Estimation With Flexible Distributions 0 1 3 23 0 1 9 80
Instrumental quantile regression inference for structural and treatment effect models 2 7 33 342 5 15 72 735
Instrumental variable quantile regression: A robust inference approach 2 3 16 278 3 10 38 598
Instrumental variables estimation with many weak instruments using regularized JIVE 2 3 14 34 6 8 40 122
Plausibly Exogenous 22 29 46 316 47 60 112 873
Quantile Models with Endogeneity 0 0 2 43 0 1 5 128
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 1 1 75 0 1 2 247
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 6 89 2 5 29 343
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 2 11 136 3 8 31 399
The reduced form: A simple approach to inference with weak instruments 9 10 33 122 12 15 54 278
Total Journal Articles 42 80 250 3,301 93 192 649 8,579


Statistics updated 2019-07-03