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 1 1 3 16
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 0 2 47
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 0 37
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 1 4
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 1 8
Double machine learning for treatment and causal parameters 0 0 3 118 1 2 16 533
Double machine learning for treatment and causal parameters 0 0 1 5 3 6 15 35
Double/Debiased Machine Learning for Treatment and Causal Parameters 9 20 146 1,087 42 86 459 2,852
Double/Debiased Machine Learning for Treatment and Structural Parameters 1 2 5 121 8 13 83 443
Double/debiased machine learning for treatment and structural parameters 0 0 4 38 2 7 31 131
Double/debiased machine learning for treatment and structural parameters 0 1 4 6 0 3 16 27
Estimation of treatment effects with high-dimensional controls 0 0 0 0 1 1 1 2
Estimation of treatment effects with high-dimensional controls 0 0 0 38 1 1 3 76
Estimation with many instrumental variables 0 0 3 174 1 1 9 454
Finite-Sample Inference Methods for Quantile Regression Models 0 0 0 0 0 0 2 250
High dimensional methods and inference on structural and treatment effects 0 0 0 22 2 3 7 116
High dimensional methods and inference on structural and treatment effects 0 0 0 1 2 3 6 13
High-Dimensional Econometrics and Regularized GMM 0 0 1 59 0 1 19 176
High-dimensional econometrics and regularized GMM 0 0 0 13 8 9 13 94
Inference for High-Dimensional Sparse Econometric Models 0 1 2 14 1 6 14 88
Inference for Low-Rank Models 1 2 5 49 2 7 12 74
Inference for heterogeneous effects using low-rank estimations 0 1 1 18 1 5 11 58
Inference for high-dimensional sparse econometric models 0 0 0 56 0 1 3 188
Inference in High Dimensional Panel Models with an Application to Gun Control 0 0 0 7 0 0 6 47
Inference in high dimensional panel models with an application to gun control 0 0 0 25 0 1 4 88
Inference in high dimensional panel models with an application to gun control 0 0 0 0 0 0 3 6
Inference on Treatment Effects After Selection Amongst High-Dimensional Controls 0 0 4 12 7 9 30 94
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 0 2 5 5 8
Inference on treatment effects after selection amongst high-dimensional controls 0 0 1 46 3 3 7 141
Inference on treatment effects after selection amongst high-dimensional controls 0 0 0 14 2 3 3 104
Inference on treatment effects after selection amongst high-dimensional controls 0 0 2 3 1 1 3 11
Instrumental Variable Quantile Regression 0 0 1 56 6 7 15 72
Instrumental variables estimation with flexible distribution 0 0 0 39 1 2 3 164
LASSO Methods for Gaussian Instrumental Variables Models 0 1 2 12 1 2 5 52
LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression 1 2 7 176 1 3 28 552
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 1 4 0 0 3 36
Post-selection and post-regularization inference in linear models with many controls and instruments 0 1 1 1 1 4 7 10
Post-selection and post-regularization inference in linear models with many controls and instruments 0 0 0 40 1 1 3 153
Pre-event Trends in the Panel Event-study Design 0 2 4 53 2 6 16 271
Pre-event Trends in the Panel Event-study Design 0 0 0 54 0 0 1 154
Program Evaluation and Causal Inference with High-Dimensional Data 0 0 1 13 2 2 8 77
Program evaluation and causal inference with high-dimensional data 0 0 0 1 0 1 5 13
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 11 1 2 5 93
Program evaluation with high-dimensional data 0 0 0 5 0 0 2 79
Program evaluation with high-dimensional data 0 0 0 0 0 0 4 7
Program evaluation with high-dimensional data 0 0 0 16 1 1 3 122
Program evaluation with high-dimensional data 0 0 0 0 0 0 1 2
Program evaluation with high-dimensional data 0 0 0 0 0 0 3 5
Program evaluation with high-dimensional data 0 0 0 75 1 1 2 202
Program evaluation with high-dimensional data 0 0 1 1 2 3 5 13
Quantile Models with Endogeneity 0 0 0 4 1 1 1 57
Quantile models with endogeneity 0 0 0 90 0 0 1 242
Quantile models with endogeneity 0 0 0 0 1 1 1 2
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables 0 0 0 30 2 2 2 25
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 0 0 4 0 0 2 25
Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables 0 1 1 1 0 1 2 3
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 72 0 0 2 235
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain 0 1 2 20 2 4 10 85
Sparse models and methods for optimal instruments with an application to eminent domain 0 0 0 43 2 4 7 164
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" 0 0 0 2 1 1 2 24
Targeted undersmoothing 0 0 0 25 3 3 5 65
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 2 1 1 5 24
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 1 2 4 35
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 1 47 4 4 7 89
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 1 4 2 3 4 28
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 0 3 4 8 10
Valid post-selection and post-regularization inference: An elementary, general approach 0 0 0 22 0 0 1 45
Visualization, Identification, and Estimation in the Linear Panel Event Study Design 1 2 9 61 4 10 33 232
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design 0 2 8 79 3 18 66 270
Visualization, Identification, and stimation in the Linear Panel Event-Study Design 0 0 2 27 1 4 12 74
ddml: Double/Debiased Machine Learning in Stata 0 0 1 24 0 1 6 35
ddml: Double/debiased machine learning in Stata 0 0 3 32 2 5 18 84
ddml: Double/debiased machine learning in Stata 0 1 3 34 1 3 13 59
hdm: High-Dimensional Metrics 1 1 2 3 1 1 6 13
hdm: High-Dimensional Metrics 1 1 1 8 1 1 2 37
lassopack: Model Selection and Prediction with Regularized Regression in Stata 0 0 3 38 0 0 6 169
lassopack: Model selection and prediction with regularized regression in Stata 0 0 4 43 2 2 9 173
pystacked and ddml: machine learning for prediction and causal inference in Stata 0 0 5 66 2 2 20 128
pystacked: Stacking generalization and machine learning in Stata 0 0 0 17 1 2 8 39
pystacked: Stacking generalization and machine learning in Stata 1 2 2 15 2 3 8 47
xtevent: Estimation and visualization in the linear panel event-study design 1 12 12 12 4 33 33 33
Total Working Papers 17 56 261 3,351 158 329 1,213 10,970

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 1 232
A semi-parametric Bayesian approach to the instrumental variable problem 0 0 0 105 0 1 6 367
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION 0 0 0 8 1 2 4 60
An IV Model of Quantile Treatment Effects 0 2 3 455 3 7 20 1,326
Asymptotic properties of a robust variance matrix estimator for panel data when T is large 0 1 3 222 4 8 14 580
Double/Debiased/Neyman Machine Learning of Treatment Effects 0 1 4 76 0 2 18 290
Double/debiased machine learning for treatment and structural parameters 2 3 26 122 22 43 146 502
Estimation With Many Instrumental Variables 0 0 4 139 1 2 13 327
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 2 11 2 2 6 61
Finite sample inference for quantile regression models 0 0 0 65 2 2 5 290
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects 2 2 13 503 7 8 29 1,086
Grouped effects estimators in fixed effects models 2 3 8 89 3 7 20 285
High-Dimensional Methods and Inference on Structural and Treatment Effects 1 1 3 53 7 15 35 302
High-dimensional linear models with many endogenous variables 0 0 0 12 2 2 4 39
Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model 0 0 1 41 0 1 5 133
Inference approaches for instrumental variable quantile regression 0 0 0 462 0 2 5 1,180
Inference in High-Dimensional Panel Models With an Application to Gun Control 0 1 6 62 0 3 20 223
Inference on Treatment Effects after Selection among High-Dimensional Controls†0 0 4 90 5 8 28 333
Inference with Dependent Data in Accounting and Finance Applications 1 1 2 23 5 9 16 70
Inference with dependent data using cluster covariance estimators 0 0 3 164 5 8 20 699
Instrumental Variables Estimation With Flexible Distributions 1 1 2 31 1 2 3 112
Instrumental quantile regression inference for structural and treatment effect models 2 4 7 527 5 10 25 1,109
Instrumental variable quantile regression: A robust inference approach 3 8 23 472 6 12 42 991
Instrumental variables estimation with many weak instruments using regularized JIVE 0 0 3 116 3 4 15 343
Plausibly Exogenous 9 26 72 589 32 72 186 1,708
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments 0 0 0 38 0 1 9 232
Pre-event Trends in the Panel Event-Study Design 0 3 5 71 3 8 20 397
Program Evaluation and Causal Inference With High‐Dimensional Data 0 0 2 34 1 1 9 145
Quantile Models with Endogeneity 0 0 1 50 2 2 7 212
Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models 0 0 0 76 2 2 3 277
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain 0 0 2 114 3 4 16 548
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 2 2 8 37
Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators 0 0 1 3 0 0 2 13
The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis 5 7 20 247 7 11 42 623
The reduced form: A simple approach to inference with weak instruments 0 0 10 245 1 4 20 568
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach 0 0 2 26 1 1 7 120
ddml: Double/debiased machine learning in Stata 0 1 12 15 3 8 36 56
lassopack: Model selection and prediction with regularized regression in Stata 1 2 7 60 2 3 15 276
pystacked: Stacking generalization and machine learning in Stata 1 1 2 4 2 3 8 15
xtevent: Estimation and visualization in the linear panel event-study designJournal: Stata Journal 1 3 12 12 1 6 31 31
Total Journal Articles 31 71 266 5,537 146 288 919 16,198

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 4 13 33 20 31 79 300
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation 4 11 50 1,191 34 76 355 9,798
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference 3 9 54 723 49 134 490 5,249
PYSTACKED: Stata module for stacking generalization and machine learning in Stata 0 0 2 16 2 5 32 214
XTEVENT: Stata module to estimate and visualize linear panel event-study models 5 19 86 648 36 140 756 4,329
Total Software Items 14 43 205 2,611 141 386 1,712 19,890

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Statistics updated 2025-11-08