EconPapers    
Economics at your fingertips  
 

Details about Christian Hansen

Homepage:https://voices.uchicago.edu/christianhansen/
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Christian Hansen.

Last updated 2023-07-06. Update your information in the RePEc Author Service.

Short-id: pha982


Jump to Journal Articles Software Items

Working Papers

2024

  1. Double/Debiased Machine Learning for Treatment and Causal Parameters
    Papers, arXiv.org Downloads View citations (104)
  2. ddml: Double/debiased machine learning in Stata
    Papers, arXiv.org Downloads View citations (3)
    Also in Swiss Stata Conference 2022, Stata Users Group (2022) Downloads
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2023) Downloads View citations (2)

    See also Journal Article ddml: Double/debiased machine learning in Stata, Stata Journal, StataCorp LP (2024) Downloads View citations (1) (2024)

2023

  1. Inference for Low-Rank Models
    Papers, arXiv.org Downloads View citations (2)
  2. pystacked and ddml: machine learning for prediction and causal inference in Stata
    UK Stata Conference 2023, Stata Users Group Downloads
  3. pystacked: Stacking generalization and machine learning in Stata
    Papers, arXiv.org Downloads
    Also in Swiss Stata Conference 2022, Stata Users Group (2022) Downloads View citations (3)

    See also Journal Article pystacked: Stacking generalization and machine learning in Stata, Stata Journal, StataCorp LP (2023) Downloads (2023)

2022

  1. Visualization, Identification, and Estimation in the Linear Panel Event Study Design
    Working Papers, Banco de México Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2021) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2021) Downloads View citations (32)

2020

  1. Instrumental Variable Quantile Regression
    Papers, arXiv.org Downloads View citations (7)

2019

  1. Inference for heterogeneous effects using low-rank estimations
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (8)
  2. Pre-event Trends in the Panel Event-study Design
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (116)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (21)

    See also Journal Article Pre-event Trends in the Panel Event-Study Design, American Economic Review, American Economic Association (2019) Downloads View citations (121) (2019)
  3. Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (7)
  4. lassopack: Model Selection and Prediction with Regularized Regression in Stata
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (14)
    Also in Papers, arXiv.org (2019) Downloads View citations (15)

    See also Journal Article lassopack: Model selection and prediction with regularized regression in Stata, Stata Journal, StataCorp LP (2020) Downloads View citations (61) (2020)

2018

  1. High-Dimensional Econometrics and Regularized GMM
    Papers, arXiv.org Downloads View citations (18)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (17)
  2. LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression
    London Stata Conference 2018, Stata Users Group Downloads View citations (2)
  3. Program Evaluation and Causal Inference with High-Dimensional Data
    Papers, arXiv.org Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (7)
    CeMMAP working papers, Institute for Fiscal Studies (2016) Downloads

    See also Journal Article Program Evaluation and Causal Inference With High‐Dimensional Data, Econometrica, Econometric Society (2017) Downloads View citations (178) (2017)
  4. Targeted undersmoothing
    ECON - Working Papers, Department of Economics - University of Zurich Downloads View citations (5)

2017

  1. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (111)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2017) Downloads View citations (37)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (104)

    See also Journal Article Double/debiased machine learning for treatment and structural parameters, Econometrics Journal, Royal Economic Society (2018) Downloads View citations (571) (2018)

2016

  1. Double machine learning for treatment and causal parameters
    CeMMAP working papers, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (34)
  2. The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications
    Papers, arXiv.org Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (5)
    Departmental Working Papers, Rutgers University, Department of Economics (2016) Downloads 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) Downloads View citations (11) (2019)
  3. Valid post-selection and post-regularization inference: An elementary, general approach
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016) Downloads
    Papers, arXiv.org (2015) Downloads 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) Downloads View citations (55) (2015)
  4. hdm: High-Dimensional Metrics
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (25)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016) Downloads View citations (5)

2015

  1. 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 Downloads View citations (4)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    Papers, arXiv.org (2015) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (4)
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
  2. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    Papers, arXiv.org Downloads View citations (83)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads View citations (18)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads 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) Downloads View citations (93) (2015)
  3. Program evaluation with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (12)
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Institute for Fiscal Studies (2014) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (15)
    CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads View citations (3)
    CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (15)
  4. Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
    Papers, arXiv.org Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) Downloads View citations (45)

    See also Journal Article Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain, Econometrica, Econometric Society (2012) Downloads View citations (501) (2012)

2014

  1. Inference in High Dimensional Panel Models with an Application to Gun Control
    Papers, arXiv.org Downloads View citations (31)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2014) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads 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) Downloads View citations (72) (2016)

2013

  1. High dimensional methods and inference on structural and treatment effects
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads 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) Downloads View citations (305) (2014)
  2. Inference on treatment effects after selection amongst high-dimensional controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (64)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2012) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (7)
    Papers, arXiv.org (2012) Downloads View citations (8)
    CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads View citations (22)
  3. Quantile Models with Endogeneity
    Papers, arXiv.org Downloads View citations (38)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (39)
    CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads View citations (5)

    See also Journal Article Quantile Models with Endogeneity, Annual Review of Economics, Annual Reviews (2013) Downloads View citations (40) (2013)
  4. Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
    Papers, arXiv.org Downloads View citations (61)

2011

  1. Estimation of treatment effects with high-dimensional controls
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (5)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2011) Downloads
  2. Inference for High-Dimensional Sparse Econometric Models
    Papers, arXiv.org Downloads View citations (63)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) Downloads View citations (69)
  3. LASSO Methods for Gaussian Instrumental Variables Models
    Papers, arXiv.org Downloads View citations (10)

2007

  1. Instrumental variables estimation with flexible distribution
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article Instrumental Variables Estimation With Flexible Distributions, Journal of Business & Economic Statistics, American Statistical Association (2010) Downloads View citations (24) (2010)
  2. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads 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) Downloads View citations (19) (2007)

2006

  1. Estimation with many instrumental variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)
    See also Journal Article Estimation With Many Instrumental Variables, Journal of Business & Economic Statistics, American Statistical Association (2008) Downloads View citations (185) (2008)

2004

  1. Finite-Sample Inference Methods for Quantile Regression Models
    Econometric Society 2004 North American Winter Meetings, Econometric Society

Journal Articles

2024

  1. ddml: Double/debiased machine learning in Stata
    Stata Journal, 2024, 24, (1), 3-45 Downloads View citations (1)
    See also Working Paper ddml: Double/debiased machine learning in Stata, Papers (2024) Downloads View citations (3) (2024)

2023

  1. Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators
    The Review of Economics and Statistics, 2023, 105, (1), 101-112 Downloads
  2. pystacked: Stacking generalization and machine learning in Stata
    Stata Journal, 2023, 23, (4), 909-931 Downloads
    See also Working Paper pystacked: Stacking generalization and machine learning in Stata, Papers (2023) Downloads (2023)

2022

  1. High-dimensional linear models with many endogenous variables
    Journal of Econometrics, 2022, 228, (1), 4-26 Downloads View citations (2)

2020

  1. lassopack: Model selection and prediction with regularized regression in Stata
    Stata Journal, 2020, 20, (1), 176-235 Downloads View citations (61)
    See also Working Paper lassopack: Model Selection and Prediction with Regularized Regression in Stata, IZA Discussion Papers (2019) Downloads View citations (14) (2019)

2019

  1. Pre-event Trends in the Panel Event-Study Design
    American Economic Review, 2019, 109, (9), 3307-38 Downloads View citations (121)
    See also Working Paper Pre-event Trends in the Panel Event-study Design, Working Papers (2019) Downloads View citations (116) (2019)
  2. THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
    Econometric Theory, 2019, 35, (3), 465-509 Downloads View citations (11)
    See also Working Paper The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications, Papers (2016) Downloads View citations (5) (2016)

2018

  1. Double/debiased machine learning for treatment and structural parameters
    Econometrics Journal, 2018, 21, (1), C1-C68 Downloads View citations (571)
    See also Working Paper Double/Debiased Machine Learning for Treatment and Structural Parameters, NBER Working Papers (2017) Downloads View citations (111) (2017)
  2. Inference with Dependent Data in Accounting and Finance Applications
    Journal of Accounting Research, 2018, 56, (4), 1139-1203 Downloads View citations (36)

2017

  1. Double/Debiased/Neyman Machine Learning of Treatment Effects
    American Economic Review, 2017, 107, (5), 261-65 Downloads View citations (110)
  2. Program Evaluation and Causal Inference With High‐Dimensional Data
    Econometrica, 2017, 85, 233-298 Downloads View citations (178)
    See also Working Paper Program Evaluation and Causal Inference with High-Dimensional Data, Papers (2018) Downloads View citations (1) (2018)

2016

  1. FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
    Econometric Theory, 2016, 32, (1), 154-186 Downloads View citations (22)
  2. Grouped effects estimators in fixed effects models
    Journal of Econometrics, 2016, 190, (1), 197-208 Downloads View citations (37)
  3. Inference in High-Dimensional Panel Models With an Application to Gun Control
    Journal of Business & Economic Statistics, 2016, 34, (4), 590-605 Downloads View citations (72)
    See also Working Paper Inference in High Dimensional Panel Models with an Application to Gun Control, Papers (2014) Downloads View citations (31) (2014)

2015

  1. Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
    American Economic Review, 2015, 105, (5), 486-90 Downloads View citations (93)
    See also Working Paper Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments, Papers (2015) Downloads View citations (83) (2015)
  2. Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
    Annual Review of Economics, 2015, 7, (1), 649-688 Downloads View citations (55)
    See also Working Paper Valid post-selection and post-regularization inference: An elementary, general approach, CeMMAP working papers (2016) Downloads (2016)

2014

  1. High-Dimensional Methods and Inference on Structural and Treatment Effects
    Journal of Economic Perspectives, 2014, 28, (2), 29-50 Downloads View citations (305)
    See also Working Paper High dimensional methods and inference on structural and treatment effects, CeMMAP working papers (2013) Downloads (2013)
  2. Inference on Treatment Effects after Selection among High-Dimensional Controlsâ€
    The Review of Economic Studies, 2014, 81, (2), 608-650 Downloads View citations (500)
  3. Instrumental variables estimation with many weak instruments using regularized JIVE
    Journal of Econometrics, 2014, 182, (2), 290-308 Downloads View citations (51)

2013

  1. Quantile Models with Endogeneity
    Annual Review of Economics, 2013, 5, (1), 57-81 Downloads View citations (40)
    See also Working Paper Quantile Models with Endogeneity, Papers (2013) Downloads View citations (38) (2013)

2012

  1. Plausibly Exogenous
    The Review of Economics and Statistics, 2012, 94, (1), 260-272 Downloads View citations (239)
  2. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
    Econometrica, 2012, 80, (6), 2369-2429 Downloads View citations (501)
    See also Working Paper Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain, Papers (2015) Downloads View citations (1) (2015)

2011

  1. Inference with dependent data using cluster covariance estimators
    Journal of Econometrics, 2011, 165, (2), 137-151 Downloads View citations (195)

2010

  1. Instrumental Variables Estimation With Flexible Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 Downloads View citations (24)
    See also Working Paper Instrumental variables estimation with flexible distribution, CeMMAP working papers (2007) Downloads View citations (1) (2007)

2009

  1. A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects
    Journal of Business & Economic Statistics, 2009, 27, (2), 131-148 Downloads View citations (69)
  2. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (3), 806-818 Downloads View citations (17)
  3. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 Downloads View citations (49)
  4. Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model
    Journal of Business & Economic Statistics, 2009, 27, (2), 235-250 Downloads View citations (44)

2008

  1. A semi-parametric Bayesian approach to the instrumental variable problem
    Journal of Econometrics, 2008, 144, (1), 276-305 Downloads View citations (58)
  2. Estimation With Many Instrumental Variables
    Journal of Business & Economic Statistics, 2008, 26, 398-422 Downloads View citations (185)
    See also Working Paper Estimation with many instrumental variables, CeMMAP working papers (2006) Downloads View citations (10) (2006)
  3. Instrumental variable quantile regression: A robust inference approach
    Journal of Econometrics, 2008, 142, (1), 379-398 Downloads View citations (303)
  4. The reduced form: A simple approach to inference with weak instruments
    Economics Letters, 2008, 100, (1), 68-71 Downloads View citations (134)

2007

  1. Asymptotic properties of a robust variance matrix estimator for panel data when T is large
    Journal of Econometrics, 2007, 141, (2), 597-620 Downloads View citations (204)
  2. Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
    Journal of Econometrics, 2007, 140, (2), 670-694 Downloads View citations (146)
  3. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 Downloads View citations (25)
  4. 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 Downloads View citations (19)
    See also Working Paper Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models, Economics Discussion Papers (2007) Downloads View citations (19) (2007)

2006

  1. Instrumental quantile regression inference for structural and treatment effect models
    Journal of Econometrics, 2006, 132, (2), 491-525 Downloads View citations (363)

2005

  1. An IV Model of Quantile Treatment Effects
    Econometrica, 2005, 73, (1), 245-261 Downloads View citations (523)

2004

  1. 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 Downloads View citations (96)

Software Items

2024

  1. DDML: Stata module for Double/Debiased Machine Learning
    Statistical Software Components, Boston College Department of Economics Downloads
  2. 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 Downloads View citations (19)
  3. PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
    Statistical Software Components, Boston College Department of Economics Downloads View citations (17)
  4. PYSTACKED: Stata module for stacking generalization and machine learning in Stata
    Statistical Software Components, Boston College Department of Economics Downloads
  5. XTEVENT: Stata module to estimate and visualize linear panel event-study models
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2025-02-18