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 0 2 4
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 3 0 0 1 37
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 3 15
Double machine learning for treatment and causal parameters 0 1 1 5 4 6 9 28
Double machine learning for treatment and causal parameters 1 1 5 118 1 1 25 531
Double/Debiased Machine Learning for Treatment and Causal Parameters 3 11 229 1,064 10 40 630 2,753
Double/Debiased Machine Learning for Treatment and Structural Parameters 0 1 7 119 4 12 93 422
Double/debiased machine learning for treatment and structural parameters 2 3 4 37 4 12 33 122
Double/debiased machine learning for treatment and structural parameters 1 1 3 4 1 5 14 23
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 75
Estimation with many instrumental variables 0 0 3 174 0 1 7 451
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 1 2 250
High dimensional methods and inference on structural and treatment effects 0 0 0 22 1 1 4 113
High dimensional methods and inference on structural and treatment effects 0 0 0 1 0 0 4 10
High-Dimensional Econometrics and Regularized GMM 0 1 2 59 2 7 22 174
High-dimensional econometrics and regularized GMM 0 0 0 13 0 1 7 85
Inference for High-Dimensional Sparse Econometric Models 0 0 2 13 1 3 10 82
Inference for Low-Rank Models 0 1 4 47 0 1 6 66
Inference for heterogeneous effects using low-rank estimations 0 0 1 17 0 1 8 52
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 1 6 47
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 1 3 87
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 2 5 6
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 3 6 12 2 9 24 85
Inference on treatment effects after selection amongst high-dimensional controls 0 2 3 3 0 2 4 10
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 0 0 1 101
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 1 46 0 0 6 138
Instrumental Variable Quantile Regression 0 0 2 56 0 1 10 65
Instrumental variables estimation with flexible distribution 0 0 0 39 0 0 0 161
LASSO Methods for Gaussian Instrumental Variables Models 1 1 1 11 2 2 3 50
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 0 1 5 173 0 7 27 547
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 4 0 1 4 36
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 0 0 1 4 6
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 0 0 10 152
Pre-event Trends in the Panel Event-study Design 0 0 1 49 3 3 10 261
Pre-event Trends in the Panel Event-study Design 0 0 2 54 0 0 2 153
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 0 1 7 75
Program evaluation and causal inference with high-dimensional data 0 0 0 1 1 1 6 12
Program evaluation and causal inference with high-dimensional data 0 0 0 27 0 0 2 121
Program evaluation with high-dimensional data 0 0 0 0 0 0 2 2
Program evaluation with high-dimensional data 0 0 0 5 0 0 2 79
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 1 9
Program evaluation with high-dimensional data 0 0 0 0 0 0 3 5
Program evaluation with high-dimensional data 0 0 0 11 0 1 4 91
Program evaluation with high-dimensional data 0 0 0 0 0 1 5 7
Program evaluation with high-dimensional data 0 0 0 75 1 1 1 201
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 0 0 0 1
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 1 2 235
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 1 1 2 19 2 3 11 80
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 0 2 6 160
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 0 0 2 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 1 1 1 47 2 2 3 85
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 0 1 2 0 1 5 22
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 22 1 1 1 45
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 0 1 5 6
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 4 10 59 2 10 48 221
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 2 9 77 7 16 75 250
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 27 0 0 11 69
ddml: Double/Debiased Machine Learning in Stata 0 1 1 24 0 2 6 34
ddml: Double/debiased machine learning in Stata 0 3 4 32 0 8 21 79
ddml: Double/debiased machine learning in Stata 0 1 2 33 0 1 10 56
hdm: High-Dimensional Metrics 0 0 0 7 0 1 1 36
hdm: High-Dimensional Metrics 0 0 1 2 1 2 4 11
lassopack: Model Selection and Prediction with Regularized Regression in Stata 1 2 5 38 2 3 10 169
lassopack: Model selection and prediction with regularized regression in Stata 0 1 3 42 1 3 7 170
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 1 11 66 1 4 31 126
pystacked: Stacking generalization and machine learning in Stata 0 0 1 17 0 1 9 36
pystacked: Stacking generalization and machine learning in Stata 0 0 3 13 0 0 12 43
Total Working Papers 12 44 343 3,285 56 190 1,342 10,590

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 1 1 2 232
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 2 105 0 0 9 364
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 0 0 1 57
An IV Model of Quantile Treatment Effects 0 0 5 453 1 2 13 1,313
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 1 2 4 221 1 2 10 571
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 1 2 73 2 3 16 285
Double/debiased machine learning for treatment and structural parameters 3 10 28 115 11 36 110 436
Estimation With Many Instrumental Variables 0 0 10 138 1 3 18 323
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 1 2 11 0 1 5 59
Finite sample inference for quantile regression models 0 0 0 65 1 1 4 287
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 1 4 12 499 3 9 28 1,076
Grouped effects estimators in fixed effects models 1 2 5 86 3 5 13 277
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 0 2 51 7 9 26 283
High-dimensional linear models with many endogenous variables 0 0 0 12 0 0 3 36
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 1 3 41 0 2 10 132
Inference approaches for instrumental variable quantile regression 0 0 0 462 1 1 5 1,177
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 0 5 60 1 3 25 218
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 1 5 90 0 6 23 322
Inference with Dependent Data in Accounting and Finance Applications 0 1 2 22 2 5 9 61
Inference with dependent data using cluster covariance estimators 0 0 4 164 3 3 15 691
Instrumental Variables Estimation With Flexible Distributions 0 0 0 29 0 0 0 109
Instrumental quantile regression inference for structural and treatment effect models 0 0 5 522 3 5 23 1,098
Instrumental variable quantile regression: A robust inference approach 0 5 21 462 3 11 43 975
Instrumental variables estimation with many weak instruments using regularized JIVE 1 1 4 116 3 3 14 337
Plausibly Exogenous 3 19 54 558 6 43 137 1,627
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 38 1 2 10 231
Pre-event Trends in the Panel Event-Study Design 1 1 3 67 3 4 20 387
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 2 33 1 2 8 142
Quantile Models with Endogeneity 0 1 2 50 0 1 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 1 1 4 114 1 5 17 543
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 1 1 2 6 1 1 5 33
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 1 1 1 3 1 1 4 13
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 0 5 17 240 2 9 41 609
The reduced form: A simple approach to inference with weak instruments 1 8 14 243 1 11 21 561
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 4 26 0 2 9 119
ddml: Double/debiased machine learning in Stata 1 6 14 14 5 14 39 45
lassopack: Model selection and prediction with regularized regression in Stata 1 3 7 58 1 5 16 273
pystacked: Stacking generalization and machine learning in Stata 0 0 3 3 0 0 8 11
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 0 5 5 5 4 18 18 18
Total Journal Articles 17 80 255 5,438 74 230 785 15,816

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 1 7 27 2 16 63 265
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 3 12 53 1,176 22 76 383 9,701
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 4 14 55 706 33 121 487 5,075
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 0 5 16 3 9 44 209
XTEVENT: Stata module to estimate and visualize linear panel event-study models 2 14 97 625 55 211 949 4,137
Total Software Items 9 41 217 2,550 115 433 1,926 19,387

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Statistics updated 2025-07-04