Christian Hansen

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

7

DOWNLOADS

282

CITATIONS

0

Scholarly Papers (7)

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

MIT Department of Economics Working Paper No. 15-03
Number of pages: 35 Posted: 19 Feb 2015
Victor Chernozhukov, Christian Hansen and Martin Spindler
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Max Planck Institute for Social Law and Social Policy
Downloads 84 (270,924)

Abstract:

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Neyman, orthogonalization, C(α) statistics, post-selection and post-regularization inference, general framework

Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

Annual Review of Economics, Vol. 7, pp. 649-688, 2015
Posted: 07 Aug 2015
Victor Chernozhukov, Christian Hansen and Martin Spindler
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Max Planck Institute for Social Law and Social Policy

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2.

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments

MIT Department of Economics Working Paper No. 15-02
Number of pages: 9 Posted: 20 Feb 2015
Victor Chernozhukov, Christian Hansen and Martin Spindler
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Max Planck Institute for Social Law and Social Policy
Downloads 28 (318,488)

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3.

A Lava Attack on the Recovery of Sums of Dense and Sparse Signals

Number of pages: 34 Posted: 13 Feb 2015 Last Revised: 25 Mar 2015
Victor Chernozhukov, Christian Hansen and Yuan Liao
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 16 (389,356)

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high-dimensional models, penalization, shrinkage, non-sparse signal recovery

4.

Targeted Undersmoothing

University of Zurich, Department of Economics, Working Paper No. 282
Number of pages: 42 Posted: 09 May 2018
Christian Hansen, Damian Kozbur and Sanjog Misra
University of Chicago - Booth School of Business, ETH Zurich - Department of Humanities, Social and Political Sciences and University of Chicago - Booth School of Business
Downloads 0 (572,433)

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model selection, sparsity, dense functionals, hypothesis testing, sensitivity analysis

5.

Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

Econometrica, Vol. 80, No. 6, p. 2369–2429, November 2012 ,
Posted: 05 Jun 2017
Duke University - Fuqua School of Business, Toulouse School of Economics / Institute for Advanced Study / University of Toulouse, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business

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Inference on a Low-Dimensional Parameter after Model Selection, Imperfect Model Selection, Instrumental Variables, Lasso, Post-Lasso, Data-Driven Penalty, Heteroscedasticity, Non-Gaussian Errors, Moderate Deviations for Self-Normalized Sums

6.

Using Double-Lasso Regression for Principled Variable Selection

Number of pages: 70 Posted: 18 Feb 2016
Oleg Urminsky, Christian Hansen and Victor Chernozhukov
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 0 (248,570)

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research methods, covariate, regression, variable selection, confound, omitted variable bias

7.

Quantile Models with Endogeneity

Annual Review of Economics, Vol. 5, pp. 57-81, 2013
Posted: 07 Aug 2013
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business

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