Christian Hansen

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

5

DOWNLOADS

216

CITATIONS

0

Scholarly Papers (5)

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 79 (248,506)

Abstract:

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

Abstract:

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 (288,820)

Abstract:

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 - Rutgers University, New Brunswick/Piscataway
Downloads 16 (366,510)

Abstract:

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

4.

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 (326,769)

Abstract:

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

5.

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

Abstract: