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 3 0 0 12 49
A lava attack on the recovery of sums of dense and sparse signals 0 0 1 1 0 0 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 3 6 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 1 9 56
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 1 3 13 17
Double machine learning for treatment and causal parameters 0 0 1 119 1 4 25 557
Double machine learning for treatment and causal parameters 1 1 4 9 2 6 65 97
Double/Debiased Machine Learning for Treatment and Causal Parameters 4 12 80 1,158 11 69 371 3,181
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 0 5 125 1 7 66 501
Double/debiased machine learning for treatment and structural parameters 0 0 6 44 2 3 47 176
Double/debiased machine learning for treatment and structural parameters 0 1 3 9 3 11 66 93
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 0 10 85
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 1 8 9
Estimation with many instrumental variables 0 0 0 174 0 0 9 462
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 2 11 261
High dimensional methods and inference on structural and treatment effects 0 0 0 1 1 3 52 63
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 3 34 148
High-Dimensional Econometrics and Regularized GMM 1 1 2 61 2 2 24 200
High-dimensional econometrics and regularized GMM 0 0 2 15 0 1 24 110
Inference for High-Dimensional Sparse Econometric Models 0 0 1 15 0 3 18 105
Inference for Low-Rank Models 0 0 1 49 0 2 11 83
Inference for heterogeneous effects using low-rank estimations 0 0 1 19 0 1 14 71
Inference for high-dimensional sparse econometric models 0 0 1 57 2 3 11 199
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 1 15 62
Inference in high dimensional panel models with an application to gun control 0 0 1 26 0 0 10 98
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 13 19
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 1 13 0 4 34 121
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 15 1 3 21 123
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 2 6 45 51
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 4 0 0 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 47 0 3 17 155
Instrumental Variable Quantile Regression 0 0 1 57 1 6 25 91
Instrumental variables estimation with flexible distribution 0 0 0 39 2 2 9 172
LASSO Methods for Gaussian Instrumental Variables Models 1 1 3 15 1 2 25 76
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 0 4 179 0 1 21 572
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 4 1 3 11 47
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 2 14 166
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 1 0 2 10 19
Pre-event Trends in the Panel Event-study Design 0 0 2 55 4 7 23 292
Pre-event Trends in the Panel Event-study Design 0 0 2 56 2 4 34 188
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 0 3 20 95
Program evaluation and causal inference with high-dimensional data 0 1 1 2 0 2 13 26
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 1 41 162
Program evaluation with high-dimensional data 0 0 0 11 0 0 12 104
Program evaluation with high-dimensional data 0 0 0 0 2 3 15 17
Program evaluation with high-dimensional data 0 0 0 5 0 0 11 90
Program evaluation with high-dimensional data 0 0 0 0 0 0 10 15
Program evaluation with high-dimensional data 0 0 0 1 0 2 14 25
Program evaluation with high-dimensional data 0 0 0 16 0 0 9 130
Program evaluation with high-dimensional data 0 0 0 75 0 2 8 209
Program evaluation with high-dimensional data 0 0 0 0 0 1 17 24
Quantile Models with Endogeneity 0 0 0 4 0 2 9 65
Quantile models with endogeneity 0 0 0 0 0 1 43 44
Quantile models with endogeneity 0 0 0 90 1 3 18 260
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 1 1 15 38
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 1 12 37
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 1 1 3 11 14
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 1 11 246
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 0 0 20 0 1 25 108
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 3 13 175
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 1 3 0 2 18 41
Targeted undersmoothing 0 0 0 25 0 0 20 82
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 0 19 53
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 1 1 9 32
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 47 1 2 35 120
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 1 17 43
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 1 11 56
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 2 5 19 26
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 0 4 64 0 1 34 262
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 0 2 81 0 3 40 307
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 29 0 1 13 86
ddml: Double/Debiased Machine Learning in Stata 0 0 2 26 0 1 20 55
ddml: Double/debiased machine learning in Stata 0 0 0 32 0 2 47 129
ddml: Double/debiased machine learning in Stata 0 0 1 35 2 3 25 83
hdm: High-Dimensional Metrics 0 0 2 4 1 1 24 36
hdm: High-Dimensional Metrics 0 0 2 9 0 2 13 49
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 0 38 0 1 21 190
lassopack: Model selection and prediction with regularized regression in Stata 0 0 0 43 1 3 15 186
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 0 66 0 0 10 136
pystacked: Stacking generalization and machine learning in Stata 0 1 1 18 0 3 23 61
pystacked: Stacking generalization and machine learning in Stata 0 0 1 15 0 0 17 62
xtevent: Estimation and visualization in the linear panel event-study design 0 0 4 15 1 2 29 58
Total Working Papers 7 19 148 3,482 58 239 2,074 12,886

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 0 13 245
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 0 0 11 378
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 3 22 81
An IV Model of Quantile Treatment Effects 0 1 4 459 2 4 28 1,351
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 0 222 2 3 24 600
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 1 2 78 1 4 30 320
Double/debiased machine learning for treatment and structural parameters 1 6 40 160 15 65 401 881
Estimation With Many Instrumental Variables 0 0 0 139 0 0 21 347
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 1 1 2 13 1 1 20 79
Finite sample inference for quantile regression models 0 0 1 66 0 1 19 307
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 0 7 508 2 11 42 1,121
Grouped effects estimators in fixed effects models 0 0 9 96 1 4 36 318
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 3 55 0 7 45 340
High-dimensional linear models with many endogenous variables 0 0 1 13 1 2 12 49
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 2 43 1 1 17 150
Inference approaches for instrumental variable quantile regression 0 1 1 463 0 1 13 1,193
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 0 62 0 3 16 239
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 94 4 10 64 392
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 1 3 26 91
Inference with dependent data using cluster covariance estimators 1 2 7 171 5 9 39 733
Instrumental Variables Estimation With Flexible Distributions 0 0 1 31 0 0 6 117
Instrumental quantile regression inference for structural and treatment effect models 1 4 8 533 3 12 47 1,151
Instrumental variable quantile regression: A robust inference approach 1 1 10 479 1 2 28 1,013
Instrumental variables estimation with many weak instruments using regularized JIVE 0 1 8 124 0 5 40 380
Plausibly Exogenous 12 26 105 685 30 93 360 2,036
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 2 40 0 0 13 245
Pre-event Trends in the Panel Event-Study Design 2 3 5 76 7 12 55 449
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 0 34 0 1 14 158
Quantile Models with Endogeneity 0 0 0 50 0 1 24 234
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 0 2 15 290
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 0 2 31 576
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 0 6 0 0 12 47
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 0 3 1 2 11 24
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 1 10 252 0 6 47 663
The reduced form: A simple approach to inference with weak instruments 0 1 3 248 3 7 26 593
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 27 0 6 26 145
ddml: Double/debiased machine learning in Stata 0 0 4 19 4 9 63 116
lassopack: Model selection and prediction with regularized regression in Stata 0 0 5 64 0 0 19 293
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 0 2 32 45
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 1 4 15 1 4 35 65
Total Journal Articles 19 51 251 5,757 87 298 1,803 17,855

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 2 7 38 1 10 92 372
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 1 2 22 1,209 3 15 232 9,996
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 1 1 15 735 5 26 305 5,505
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 2 6 22 0 6 38 250
XTEVENT: Stata module to estimate and visualize linear panel event-study models 0 1 24 667 2 10 255 4,548
Total Software Items 2 8 74 2,671 11 67 922 20,671

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Statistics updated 2026-10-11