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 4 7 75 0 18 35 110
Estimation of treatment effects with high-dimensional controls 0 0 0 36 1 1 4 60
Estimation with many instrumental variables 1 2 5 166 2 5 10 409
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 1 7 236
Inference for high-dimensional sparse econometric models 0 0 1 50 0 1 8 144
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 39 1 2 10 86
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 7 2 5 13 69
Instrumental variables estimation with flexible distribution 0 0 1 37 0 4 7 148
Pre-event Trends in the Panel Event-study Design 0 4 16 38 2 9 42 71
Pre-event Trends in the Panel Event-study Design 1 5 8 8 4 23 40 40
Program evaluation with high-dimensional data 0 0 0 65 1 5 9 133
Program evaluation with high-dimensional data 1 1 2 12 3 3 9 62
Quantile models with endogeneity 0 0 0 86 35 35 36 171
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 70 0 1 2 212
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 42 1 4 10 125
Targeted undersmoothing 0 1 2 22 2 4 8 16
Total Working Papers 3 17 45 753 54 121 250 2,092


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 1 1 94 0 1 6 208
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 1 88 0 1 5 243
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 5 395 3 7 30 1,143
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 0 1 199 2 6 12 448
Estimation With Many Instrumental Variables 0 0 0 116 1 4 8 258
Finite sample inference for quantile regression models 0 0 0 56 1 2 8 190
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 1 7 32 340 2 10 57 697
High-Dimensional Methods and Inference on Structural and Treatment Effects 0 1 5 34 2 9 20 154
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 34 0 0 4 102
Inference approaches for instrumental variable quantile regression 0 4 10 419 5 15 49 1,051
Inference with dependent data using cluster covariance estimators 2 6 25 97 4 16 74 375
Instrumental Variables Estimation With Flexible Distributions 0 1 3 25 1 3 8 86
Instrumental quantile regression inference for structural and treatment effect models 2 11 37 367 8 27 76 780
Instrumental variable quantile regression: A robust inference approach 0 3 14 285 3 9 37 618
Instrumental variables estimation with many weak instruments using regularized JIVE 0 2 11 41 3 10 37 144
Plausibly Exogenous 5 15 57 338 15 36 138 933
Quantile Models with Endogeneity 0 0 0 43 0 3 7 133
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 1 75 0 2 5 250
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 1 1 3 91 3 8 27 359
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 1 5 12 142 2 9 28 410
The reduced form: A simple approach to inference with weak instruments 1 5 24 132 1 9 52 305
Total Journal Articles 13 62 243 3,418 56 187 688 8,931


Statistics updated 2020-01-03