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Details about Christian Hansen

E-mail:
Homepage:http://faculty.chicagobooth.edu/christian.hansen/research/
Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

Access statistics for papers by Christian Hansen.

Last updated 2014-09-19. Update your information in the RePEc Author Service.

Short-id: pha982


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Working Papers

2019

  1. Pre-event Trends in the Panel Event-study Design
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (8)

2018

  1. Targeted undersmoothing
    ECON - Working Papers, Department of Economics - University of Zurich Downloads View citations (4)

2017

  1. Double/Debiased Machine Learning for Treatment and Structural Parameters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)

2013

  1. 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 (13)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (2)
  2. Program evaluation with high-dimensional data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (9)
  3. Quantile models with endogeneity
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (19)
    See also Journal Article in Annual Review of Economics (2013)

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 (1)
  2. Inference for high-dimensional sparse econometric models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (28)

2010

  1. Sparse models and methods for optimal instruments with an application to eminent domain
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    See also Journal Article in Econometrica (2012)

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 in Journal of Business & Economic Statistics (2010)
  2. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (12)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2006

  1. Estimation with many instrumental variables
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (2008)

2004

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

Journal Articles

2020

  1. lassopack: Model selection and prediction with regularized regression in Stata
    Stata Journal, 2020, 20, (1), 176-235 Downloads View citations (2)

2014

  1. High-Dimensional Methods and Inference on Structural and Treatment Effects
    Journal of Economic Perspectives, 2014, 28, (2), 29-50 Downloads View citations (102)
  2. Instrumental variables estimation with many weak instruments using regularized JIVE
    Journal of Econometrics, 2014, 182, (2), 290-308 Downloads View citations (24)

2013

  1. Quantile Models with Endogeneity
    Annual Review of Economics, 2013, 5, (1), 57-81 Downloads View citations (19)
    See also Working Paper (2013)

2012

  1. Plausibly Exogenous
    The Review of Economics and Statistics, 2012, 94, (1), 260-272 Downloads View citations (114)
  2. Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
    Econometrica, 2012, 80, (6), 2369-2429 Downloads View citations (210)
    See also Working Paper (2010)

2011

  1. Inference with dependent data using cluster covariance estimators
    Journal of Econometrics, 2011, 165, (2), 137-151 Downloads View citations (120)

2010

  1. Instrumental Variables Estimation With Flexible Distributions
    Journal of Business & Economic Statistics, 2010, 28, (1), 13-25 Downloads View citations (14)
    See also Working Paper (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 (45)
  2. ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
    Econometric Theory, 2009, 25, (3), 806-818 Downloads View citations (8)
  3. Finite sample inference for quantile regression models
    Journal of Econometrics, 2009, 152, (2), 93-103 Downloads View citations (27)
  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 (30)

2008

  1. A semi-parametric Bayesian approach to the instrumental variable problem
    Journal of Econometrics, 2008, 144, (1), 276-305 Downloads View citations (45)
  2. Estimation With Many Instrumental Variables
    Journal of Business & Economic Statistics, 2008, 26, 398-422 Downloads View citations (88)
    See also Working Paper (2006)
  3. Instrumental variable quantile regression: A robust inference approach
    Journal of Econometrics, 2008, 142, (1), 379-398 Downloads View citations (194)
  4. The reduced form: A simple approach to inference with weak instruments
    Economics Letters, 2008, 100, (1), 68-71 Downloads View citations (82)

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 (127)
  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 (75)
  3. Inference approaches for instrumental variable quantile regression
    Economics Letters, 2007, 95, (2), 272-277 Downloads View citations (21)
  4. Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-20 Downloads View citations (12)
    See also Working Paper (2007)

2006

  1. Instrumental quantile regression inference for structural and treatment effect models
    Journal of Econometrics, 2006, 132, (2), 491-525 Downloads View citations (229)

2005

  1. An IV Model of Quantile Treatment Effects
    Econometrica, 2005, 73, (1), 245-261 Downloads View citations (335)

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 (58)
 
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