Details about Christian Hansen
Access statistics for papers by Christian Hansen.
Last updated 2023-07-06. Update your information in the RePEc Author Service.
Short-id: pha982
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Working Papers
2024
- Double/Debiased Machine Learning for Treatment and Causal Parameters
Papers, arXiv.org View citations (104)
- ddml: Double/debiased machine learning in Stata
Papers, arXiv.org View citations (3)
Also in Swiss Stata Conference 2022, Stata Users Group (2022)  IZA Discussion Papers, Institute of Labor Economics (IZA) (2023) View citations (2)
See also Journal Article ddml: Double/debiased machine learning in Stata, Stata Journal, StataCorp LP (2024) View citations (1) (2024)
2023
- Inference for Low-Rank Models
Papers, arXiv.org View citations (2)
- pystacked and ddml: machine learning for prediction and causal inference in Stata
UK Stata Conference 2023, Stata Users Group
- pystacked: Stacking generalization and machine learning in Stata
Papers, arXiv.org 
Also in Swiss Stata Conference 2022, Stata Users Group (2022) View citations (3)
See also Journal Article pystacked: Stacking generalization and machine learning in Stata, Stata Journal, StataCorp LP (2023) (2023)
2022
- Visualization, Identification, and Estimation in the Linear Panel Event Study Design
Working Papers, Banco de México 
Also in Working Papers, Federal Reserve Bank of Philadelphia (2021) View citations (1) NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (32)
2020
- Instrumental Variable Quantile Regression
Papers, arXiv.org View citations (7)
2019
- Inference for heterogeneous effects using low-rank estimations
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
- Pre-event Trends in the Panel Event-study Design
Working Papers, Federal Reserve Bank of Philadelphia View citations (116)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (21)
See also Journal Article Pre-event Trends in the Panel Event-Study Design, American Economic Review, American Economic Association (2019) View citations (121) (2019)
- Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Papers, arXiv.org 
Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (1) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (7)
- lassopack: Model Selection and Prediction with Regularized Regression in Stata
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (14)
Also in Papers, arXiv.org (2019) View citations (15)
See also Journal Article lassopack: Model selection and prediction with regularized regression in Stata, Stata Journal, StataCorp LP (2020) View citations (61) (2020)
2018
- High-Dimensional Econometrics and Regularized GMM
Papers, arXiv.org View citations (18)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (17)
- LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression
London Stata Conference 2018, Stata Users Group View citations (2)
- Program Evaluation and Causal Inference with High-Dimensional Data
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (7) CeMMAP working papers, Institute for Fiscal Studies (2016) 
See also Journal Article Program Evaluation and Causal Inference With High‐Dimensional Data, Econometrica, Econometric Society (2017) View citations (178) (2017)
- Targeted undersmoothing
ECON - Working Papers, Department of Economics - University of Zurich View citations (5)
2017
- Double/Debiased Machine Learning for Treatment and Structural Parameters
NBER Working Papers, National Bureau of Economic Research, Inc View citations (111)
Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (37) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (104)
See also Journal Article Double/debiased machine learning for treatment and structural parameters, Econometrics Journal, Royal Economic Society (2018) View citations (571) (2018)
2016
- Double machine learning for treatment and causal parameters
CeMMAP working papers, Institute for Fiscal Studies View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (34)
- The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications
Papers, arXiv.org View citations (5)
Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (5) Departmental Working Papers, Rutgers University, Department of Economics (2016) View citations (5)
See also Journal Article THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS, Econometric Theory, Cambridge University Press (2019) View citations (11) (2019)
- Valid post-selection and post-regularization inference: An elementary, general approach
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies 
Also in CeMMAP working papers, Institute for Fiscal Studies (2016)  Papers, arXiv.org (2015) View citations (61)
See also Journal Article Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach, Annual Review of Economics, Annual Reviews (2015) View citations (55) (2015)
- hdm: High-Dimensional Metrics
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (25)
Also in CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (5)
2015
- A lava attack on the recovery of sums of dense and sparse signals
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
Also in CeMMAP working papers, Institute for Fiscal Studies (2015)  Papers, arXiv.org (2015) View citations (4) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4) CeMMAP working papers, Institute for Fiscal Studies (2015)
- Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Papers, arXiv.org View citations (83)
Also in CeMMAP working papers, Institute for Fiscal Studies (2015) View citations (18) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (82)
See also Journal Article Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, American Economic Review, American Economic Association (2015) View citations (93) (2015)
- Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12) CeMMAP working papers, Institute for Fiscal Studies (2015)  CeMMAP working papers, Institute for Fiscal Studies (2014)  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (15) CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3) CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (15)
- Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (45)
See also Journal Article Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain, Econometrica, Econometric Society (2012) View citations (501) (2012)
2014
- Inference in High Dimensional Panel Models with an Application to Gun Control
Papers, arXiv.org View citations (31)
Also in CeMMAP working papers, Institute for Fiscal Studies (2014)  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
See also Journal Article Inference in High-Dimensional Panel Models With an Application to Gun Control, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (72) (2016)
2013
- High dimensional methods and inference on structural and treatment effects
CeMMAP working papers, Institute for Fiscal Studies 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (4)
See also Journal Article High-Dimensional Methods and Inference on Structural and Treatment Effects, Journal of Economic Perspectives, American Economic Association (2014) View citations (305) (2014)
- Inference on treatment effects after selection amongst high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (64)
Also in CeMMAP working papers, Institute for Fiscal Studies (2012)  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (7) Papers, arXiv.org (2012) View citations (8) CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (22)
- Quantile Models with Endogeneity
Papers, arXiv.org View citations (38)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (39) CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (5)
See also Journal Article Quantile Models with Endogeneity, Annual Review of Economics, Annual Reviews (2013) View citations (40) (2013)
- Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Papers, arXiv.org View citations (61)
2011
- Estimation of treatment effects with high-dimensional controls
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
Also in CeMMAP working papers, Institute for Fiscal Studies (2011)
- Inference for High-Dimensional Sparse Econometric Models
Papers, arXiv.org View citations (63)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (69)
- LASSO Methods for Gaussian Instrumental Variables Models
Papers, arXiv.org View citations (10)
2007
- Instrumental variables estimation with flexible distribution
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
See also Journal Article Instrumental Variables Estimation With Flexible Distributions, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (24) (2010)
- Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (19)
See also Journal Article Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (19) (2007)
2006
- Estimation with many instrumental variables
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
See also Journal Article Estimation With Many Instrumental Variables, Journal of Business & Economic Statistics, American Statistical Association (2008) View citations (185) (2008)
2004
- Finite-Sample Inference Methods for Quantile Regression Models
Econometric Society 2004 North American Winter Meetings, Econometric Society
Journal Articles
2024
- ddml: Double/debiased machine learning in Stata
Stata Journal, 2024, 24, (1), 3-45 View citations (1)
See also Working Paper ddml: Double/debiased machine learning in Stata, Papers (2024) View citations (3) (2024)
2023
- Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators
The Review of Economics and Statistics, 2023, 105, (1), 101-112
- pystacked: Stacking generalization and machine learning in Stata
Stata Journal, 2023, 23, (4), 909-931 
See also Working Paper pystacked: Stacking generalization and machine learning in Stata, Papers (2023) (2023)
2022
- High-dimensional linear models with many endogenous variables
Journal of Econometrics, 2022, 228, (1), 4-26 View citations (2)
2020
- lassopack: Model selection and prediction with regularized regression in Stata
Stata Journal, 2020, 20, (1), 176-235 View citations (61)
See also Working Paper lassopack: Model Selection and Prediction with Regularized Regression in Stata, IZA Discussion Papers (2019) View citations (14) (2019)
2019
- Pre-event Trends in the Panel Event-Study Design
American Economic Review, 2019, 109, (9), 3307-38 View citations (121)
See also Working Paper Pre-event Trends in the Panel Event-study Design, Working Papers (2019) View citations (116) (2019)
- THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
Econometric Theory, 2019, 35, (3), 465-509 View citations (11)
See also Working Paper The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications, Papers (2016) View citations (5) (2016)
2018
- Double/debiased machine learning for treatment and structural parameters
Econometrics Journal, 2018, 21, (1), C1-C68 View citations (571)
See also Working Paper Double/Debiased Machine Learning for Treatment and Structural Parameters, NBER Working Papers (2017) View citations (111) (2017)
- Inference with Dependent Data in Accounting and Finance Applications
Journal of Accounting Research, 2018, 56, (4), 1139-1203 View citations (36)
2017
- Double/Debiased/Neyman Machine Learning of Treatment Effects
American Economic Review, 2017, 107, (5), 261-65 View citations (110)
- Program Evaluation and Causal Inference With High‐Dimensional Data
Econometrica, 2017, 85, 233-298 View citations (178)
See also Working Paper Program Evaluation and Causal Inference with High-Dimensional Data, Papers (2018) View citations (1) (2018)
2016
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
Econometric Theory, 2016, 32, (1), 154-186 View citations (22)
- Grouped effects estimators in fixed effects models
Journal of Econometrics, 2016, 190, (1), 197-208 View citations (37)
- Inference in High-Dimensional Panel Models With an Application to Gun Control
Journal of Business & Economic Statistics, 2016, 34, (4), 590-605 View citations (72)
See also Working Paper Inference in High Dimensional Panel Models with an Application to Gun Control, Papers (2014) View citations (31) (2014)
2015
- Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
American Economic Review, 2015, 105, (5), 486-90 View citations (93)
See also Working Paper Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, Papers (2015) View citations (83) (2015)
- Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
Annual Review of Economics, 2015, 7, (1), 649-688 View citations (55)
See also Working Paper Valid post-selection and post-regularization inference: An elementary, general approach, CeMMAP working papers (2016) (2016)
2014
- High-Dimensional Methods and Inference on Structural and Treatment Effects
Journal of Economic Perspectives, 2014, 28, (2), 29-50 View citations (305)
See also Working Paper High dimensional methods and inference on structural and treatment effects, CeMMAP working papers (2013) (2013)
- Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
The Review of Economic Studies, 2014, 81, (2), 608-650 View citations (500)
- Instrumental variables estimation with many weak instruments using regularized JIVE
Journal of Econometrics, 2014, 182, (2), 290-308 View citations (51)
2013
- Quantile Models with Endogeneity
Annual Review of Economics, 2013, 5, (1), 57-81 View citations (40)
See also Working Paper Quantile Models with Endogeneity, Papers (2013) View citations (38) (2013)
2012
- Plausibly Exogenous
The Review of Economics and Statistics, 2012, 94, (1), 260-272 View citations (239)
- Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Econometrica, 2012, 80, (6), 2369-2429 View citations (501)
See also Working Paper Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain, Papers (2015) View citations (1) (2015)
2011
- Inference with dependent data using cluster covariance estimators
Journal of Econometrics, 2011, 165, (2), 137-151 View citations (195)
2010
- Instrumental Variables Estimation With Flexible Distributions
Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 View citations (24)
See also Working Paper Instrumental variables estimation with flexible distribution, CeMMAP working papers (2007) View citations (1) (2007)
2009
- A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects
Journal of Business & Economic Statistics, 2009, 27, (2), 131-148 View citations (69)
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
Econometric Theory, 2009, 25, (3), 806-818 View citations (17)
- Finite sample inference for quantile regression models
Journal of Econometrics, 2009, 152, (2), 93-103 View citations (49)
- Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model
Journal of Business & Economic Statistics, 2009, 27, (2), 235-250 View citations (44)
2008
- A semi-parametric Bayesian approach to the instrumental variable problem
Journal of Econometrics, 2008, 144, (1), 276-305 View citations (58)
- Estimation With Many Instrumental Variables
Journal of Business & Economic Statistics, 2008, 26, 398-422 View citations (185)
See also Working Paper Estimation with many instrumental variables, CeMMAP working papers (2006) View citations (10) (2006)
- Instrumental variable quantile regression: A robust inference approach
Journal of Econometrics, 2008, 142, (1), 379-398 View citations (303)
- The reduced form: A simple approach to inference with weak instruments
Economics Letters, 2008, 100, (1), 68-71 View citations (134)
2007
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Journal of Econometrics, 2007, 141, (2), 597-620 View citations (204)
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
Journal of Econometrics, 2007, 140, (2), 670-694 View citations (146)
- Inference approaches for instrumental variable quantile regression
Economics Letters, 2007, 95, (2), 272-277 View citations (25)
- Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-20 View citations (19)
See also Working Paper Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics Discussion Papers (2007) View citations (19) (2007)
2006
- Instrumental quantile regression inference for structural and treatment effect models
Journal of Econometrics, 2006, 132, (2), 491-525 View citations (363)
2005
- An IV Model of Quantile Treatment Effects
Econometrica, 2005, 73, (1), 245-261 View citations (523)
2004
- The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis
The Review of Economics and Statistics, 2004, 86, (3), 735-751 View citations (96)
Software Items
2024
- DDML: Stata module for Double/Debiased Machine Learning
Statistical Software Components, Boston College Department of Economics
- LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation
Statistical Software Components, Boston College Department of Economics View citations (19)
- PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
Statistical Software Components, Boston College Department of Economics View citations (17)
- PYSTACKED: Stata module for stacking generalization and machine learning in Stata
Statistical Software Components, Boston College Department of Economics
- XTEVENT: Stata module to estimate and visualize linear panel event-study models
Statistical Software Components, Boston College Department of Economics
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