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 5 8
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 2 3 15
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 2 6 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 1 37
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 2 4
Double machine learning for treatment and causal parameters 0 0 1 4 0 1 7 21
Double machine learning for treatment and causal parameters 0 2 5 117 1 8 24 526
Double/Debiased Machine Learning for Treatment and Causal Parameters 23 76 358 1,049 65 213 881 2,693
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 2 7 118 12 38 93 405
Double/debiased machine learning for treatment and structural parameters 0 1 3 3 2 6 13 18
Double/debiased machine learning for treatment and structural parameters 0 0 1 34 4 8 21 108
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 1 1
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 1 2 74
Estimation with many instrumental variables 0 1 2 173 1 3 5 449
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 0 2 249
High dimensional methods and inference on structural and treatment effects 0 0 1 1 0 2 5 9
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 2 2 111
High-Dimensional Econometrics and Regularized GMM 0 0 5 58 4 6 19 164
High-dimensional econometrics and regularized GMM 0 0 0 13 0 1 10 83
Inference for High-Dimensional Sparse Econometric Models 0 0 2 12 1 3 11 77
Inference for Low-Rank Models 0 1 5 46 0 1 10 64
Inference for heterogeneous effects using low-rank estimations 0 0 1 17 1 3 8 50
Inference for high-dimensional sparse econometric models 0 0 0 56 0 1 4 187
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 1 2 6 46
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 0 2 86
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 2 3
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 1 5 9 1 6 16 72
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 0 2 3
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 46 1 3 9 137
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 1 0 0 3 8
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 0 1 101
Instrumental Variable Quantile Regression 0 1 3 56 1 5 10 64
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 0 161
LASSO Methods for Gaussian Instrumental Variables Models 0 0 0 10 1 1 1 48
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 1 1 5 171 4 7 22 535
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 1 1 4 0 2 4 35
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 2 3 5
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 1 9 151
Pre-event Trends in the Panel Event-study Design 0 0 2 49 0 2 14 258
Pre-event Trends in the Panel Event-study Design 0 0 2 54 0 0 3 153
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 12 0 2 7 72
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 0 1 120
Program evaluation and causal inference with high-dimensional data 0 0 0 1 1 2 5 11
Program evaluation with high-dimensional data 0 0 0 0 0 1 2 9
Program evaluation with high-dimensional data 0 0 0 0 1 1 3 5
Program evaluation with high-dimensional data 0 0 0 75 0 0 0 200
Program evaluation with high-dimensional data 0 0 0 11 0 1 2 89
Program evaluation with high-dimensional data 0 0 0 0 1 1 4 6
Program evaluation with high-dimensional data 0 0 0 0 0 0 1 1
Program evaluation with high-dimensional data 0 0 0 16 0 0 1 120
Program evaluation with high-dimensional data 0 0 0 5 0 0 1 78
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 1 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 0 0 0 0 1
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 2 2 3 25
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 0 0 233
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 1 18 0 0 8 77
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 0 4 158
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 2 0 0 4 22
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 0 46 0 1 2 83
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 2 0 0 5 21
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 2 3 33
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 0 0 2 25
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 44
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 2 4 5
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 2 10 54 3 8 58 210
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 1 4 8 75 6 14 68 231
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 1 2 27 3 6 16 69
ddml: Double/Debiased Machine Learning in Stata 0 0 1 23 1 3 7 32
ddml: Double/debiased machine learning in Stata 0 1 3 32 1 6 14 54
ddml: Double/debiased machine learning in Stata 0 0 1 29 2 5 14 71
hdm: High-Dimensional Metrics 1 1 2 2 2 2 6 9
hdm: High-Dimensional Metrics 0 0 0 7 0 0 0 35
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 1 3 36 0 3 12 166
lassopack: Model selection and prediction with regularized regression in Stata 1 1 3 41 1 2 7 167
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 2 14 65 2 9 32 119
pystacked: Stacking generalization and machine learning in Stata 0 0 1 17 2 3 10 35
pystacked: Stacking generalization and machine learning in Stata 0 0 4 13 2 4 15 43
Total Working Papers 28 101 469 3,232 134 415 1,572 10,329

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 0 1 231
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 4 105 3 3 12 364
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 0 1 56
An IV Model of Quantile Treatment Effects 0 1 6 453 0 3 13 1,311
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 3 219 0 2 9 568
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 0 2 72 1 7 15 281
Double/debiased machine learning for treatment and structural parameters 3 6 21 102 10 25 99 389
Estimation With Many Instrumental Variables 0 1 13 138 0 2 18 318
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 1 1 10 1 2 3 57
Finite sample inference for quantile regression models 0 0 2 65 0 1 7 286
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 2 15 493 3 7 33 1,065
Grouped effects estimators in fixed effects models 0 1 3 82 0 1 15 270
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 6 51 4 7 28 274
High-dimensional linear models with many endogenous variables 0 0 0 12 0 0 4 36
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 4 40 0 2 10 130
Inference approaches for instrumental variable quantile regression 0 0 2 462 1 1 14 1,176
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 2 6 60 2 7 29 214
Inference on Treatment Effects after Selection among High-Dimensional Controls†1 3 7 89 3 9 25 315
Inference with Dependent Data in Accounting and Finance Applications 0 0 2 21 0 2 6 56
Inference with dependent data using cluster covariance estimators 0 1 9 164 2 7 30 688
Instrumental Variables Estimation With Flexible Distributions 0 0 0 29 0 0 0 109
Instrumental quantile regression inference for structural and treatment effect models 1 1 12 522 2 7 34 1,093
Instrumental variable quantile regression: A robust inference approach 3 5 31 457 6 10 55 962
Instrumental variables estimation with many weak instruments using regularized JIVE 0 1 15 115 0 5 34 334
Plausibly Exogenous 3 12 53 537 14 43 134 1,575
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 2 38 1 3 11 228
Pre-event Trends in the Panel Event-Study Design 0 0 4 66 1 4 18 382
Program Evaluation and Causal Inference With High‐Dimensional Data 1 1 2 33 3 3 8 139
Quantile Models with Endogeneity 0 0 1 49 1 3 6 209
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 0 0 1 274
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 4 113 0 2 20 538
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 2 5 1 1 4 31
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 2 2 1 1 5 12
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 4 22 235 2 12 51 600
The reduced form: A simple approach to inference with weak instruments 0 0 8 235 1 1 15 549
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 1 5 26 0 2 14 117
ddml: Double/debiased machine learning in Stata 1 4 7 7 3 10 30 30
lassopack: Model selection and prediction with regularized regression in Stata 0 0 5 54 1 4 15 266
pystacked: Stacking generalization and machine learning in Stata 0 1 3 3 3 4 10 11
Total Journal Articles 14 49 285 5,347 70 203 837 15,544

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 1 6 8 26 9 24 76 248
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 6 14 59 1,158 34 113 424 9,597
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 5 11 61 687 31 91 495 4,905
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 2 2 7 16 7 14 46 196
XTEVENT: Stata module to estimate and visualize linear panel event-study models 9 31 160 602 66 196 1,197 3,852
Total Software Items 23 64 295 2,489 147 438 2,238 18,798

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Statistics updated 2025-03-03