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 2 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 2 8 55
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 0 0 4 10 14
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 2 12 49
Double machine learning for treatment and causal parameters 0 1 3 8 3 9 63 91
Double machine learning for treatment and causal parameters 1 1 1 119 3 7 22 553
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 16 82 1,146 25 91 359 3,112
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 1 6 125 7 19 72 494
Double/debiased machine learning for treatment and structural parameters 0 1 4 8 0 22 59 82
Double/debiased machine learning for treatment and structural parameters 1 4 7 44 5 15 51 173
Estimation of treatment effects with high-dimensional controls 0 0 0 0 0 0 7 8
Estimation of treatment effects with high-dimensional controls 0 0 0 38 0 4 10 85
Estimation with many instrumental variables 0 0 0 174 0 5 11 462
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 1 4 9 259
High dimensional methods and inference on structural and treatment effects 0 0 0 1 0 2 50 60
High dimensional methods and inference on structural and treatment effects 0 0 0 22 0 3 32 145
High-Dimensional Econometrics and Regularized GMM 0 0 1 60 1 3 24 198
High-dimensional econometrics and regularized GMM 0 0 2 15 0 3 24 109
Inference for High-Dimensional Sparse Econometric Models 0 0 2 15 1 3 20 102
Inference for Low-Rank Models 0 0 2 49 1 2 15 81
Inference for heterogeneous effects using low-rank estimations 0 0 2 19 0 3 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 0 4 14 61
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 2 13 19
Inference in high dimensional panel models with an application to gun control 1 1 1 26 2 3 11 98
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 1 1 13 0 10 32 117
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 4 0 11 22 32
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 0 1 42 45
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 2 8 19 120
Inference on treatment effects after selection amongst high-dimensional controls 0 1 1 47 0 4 14 152
Instrumental Variable Quantile Regression 0 0 1 57 0 2 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 3 14 1 7 24 74
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 0 40 0 1 12 164
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 1 1 0 3 11 17
Pre-event Trends in the Panel Event-study Design 1 1 2 56 4 11 31 184
Pre-event Trends in the Panel Event-study Design 0 0 6 55 4 4 24 285
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 0 13 0 3 17 92
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 1 12 24
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 3 40 161
Program evaluation with high-dimensional data 0 0 0 0 0 2 16 23
Program evaluation with high-dimensional data 0 0 0 5 1 4 11 90
Program evaluation with high-dimensional data 0 0 1 1 0 4 14 23
Program evaluation with high-dimensional data 0 0 0 0 0 6 12 14
Program evaluation with high-dimensional data 0 0 0 16 1 2 9 130
Program evaluation with high-dimensional data 0 0 0 11 0 1 13 104
Program evaluation with high-dimensional data 0 0 0 75 0 1 6 207
Program evaluation with high-dimensional data 0 0 0 0 0 1 10 15
Quantile Models with Endogeneity 0 0 0 4 0 2 7 63
Quantile models with endogeneity 0 0 0 0 1 2 42 43
Quantile models with endogeneity 0 0 0 90 1 7 15 257
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 1 1 0 1 10 11
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 2 11 36
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 1 20 2 6 27 107
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 2 12 172
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 1 1 3 0 5 17 39
Targeted undersmoothing 0 0 0 25 1 6 20 82
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 1 6 20 53
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 2 1 4 9 31
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 47 0 20 33 118
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 0 4 0 3 17 42
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 5 15 21
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 4 10 55
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 0 0 5 64 1 10 40 261
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 0 4 81 1 14 54 304
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 29 0 4 16 85
ddml: Double/Debiased Machine Learning in Stata 0 1 2 26 0 2 20 54
ddml: Double/debiased machine learning in Stata 0 1 2 35 2 8 24 80
ddml: Double/debiased machine learning in Stata 0 0 0 32 3 12 48 127
hdm: High-Dimensional Metrics 0 0 2 4 0 1 24 35
hdm: High-Dimensional Metrics 0 0 2 9 0 1 11 47
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 0 38 1 9 20 189
lassopack: Model selection and prediction with regularized regression in Stata 0 0 1 43 0 2 13 183
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 0 0 17 2 6 22 58
pystacked: Stacking generalization and machine learning in Stata 0 0 2 15 0 4 19 62
xtevent: Estimation and visualization in the linear panel event-study design 0 2 15 15 1 4 56 56
Total Working Papers 8 34 178 3,463 81 464 2,057 12,647

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 1 13 245
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 1 4 14 378
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 2 21 78
An IV Model of Quantile Treatment Effects 0 0 5 458 1 7 34 1,347
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 1 222 1 3 26 597
Double/Debiased/Neyman Machine Learning of Treatment Effects 1 1 4 77 4 7 31 316
Double/debiased machine learning for treatment and structural parameters 4 11 39 154 41 112 380 816
Estimation With Many Instrumental Variables 0 0 1 139 1 2 24 347
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 1 12 0 6 19 78
Finite sample inference for quantile regression models 0 1 1 66 0 2 19 306
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 0 1 9 508 1 9 34 1,110
Grouped effects estimators in fixed effects models 0 1 10 96 0 6 37 314
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 3 54 3 6 50 333
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 1 1 2 43 1 4 17 149
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 2 15 1,192
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 2 62 0 1 18 236
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 1 4 94 3 10 60 382
Inference with Dependent Data in Accounting and Finance Applications 0 0 1 23 0 2 27 88
Inference with dependent data using cluster covariance estimators 1 3 5 169 3 10 33 724
Instrumental Variables Estimation With Flexible Distributions 0 0 2 31 0 2 8 117
Instrumental quantile regression inference for structural and treatment effect models 2 2 7 529 5 9 41 1,139
Instrumental variable quantile regression: A robust inference approach 0 0 16 478 1 2 36 1,011
Instrumental variables estimation with many weak instruments using regularized JIVE 1 3 7 123 2 9 38 375
Plausibly Exogenous 11 36 101 659 40 125 316 1,943
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 1 1 2 40 2 4 14 245
Pre-event Trends in the Panel Event-Study Design 0 1 6 73 9 16 50 437
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 1 34 0 3 15 157
Quantile Models with Endogeneity 0 0 0 50 0 2 23 233
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 1 4 13 288
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 0 114 0 3 31 574
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 0 6 0 4 14 47
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 0 3 0 2 9 22
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 0 11 251 0 7 48 657
The reduced form: A simple approach to inference with weak instruments 0 1 4 247 1 8 25 586
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 1 1 27 1 5 20 139
ddml: Double/debiased machine learning in Stata 0 2 5 19 3 15 62 107
lassopack: Model selection and prediction with regularized regression in Stata 0 0 6 64 0 2 20 293
pystacked: Stacking generalization and machine learning in Stata 0 0 1 4 0 3 32 43
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 0 9 14 2 11 43 61
Total Journal Articles 22 68 268 5,706 128 433 1,741 17,557

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 3 9 36 4 19 97 362
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 0 1 31 1,207 15 39 280 9,981
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 2 3 28 734 17 49 404 5,479
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 2 4 20 1 13 35 244
XTEVENT: Stata module to estimate and visualize linear panel event-study models 0 4 41 666 5 55 401 4,538
Total Software Items 4 13 113 2,663 42 175 1,217 20,604

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