Christian Hansen

University of Chicago - Booth School of Business - Econometrics and Statistics

Professor

Chicago, IL 60637

United States

  • University of Chicago - Booth School of Business - Econometrics and Statistics

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    • Tel: 773-834-1702
SCHOLARLY PAPERS

28

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470

CROSSREF CITATIONS

49

Scholarly Papers (28)

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1.

Plausibly Exogenous

Number of pages: 48 Posted: 18 May 2007 Last Revised: 04 Aug 2008
Timothy G. Conley, Christian Hansen and Peter E. Rossi
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 825 (42,110)
Citation 83

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Instrumental Variables, Sensitivity Analysis, Priors

2.

The Reduced Form: A Simple Approach to Inference with Weak Instruments

Number of pages: 36 Posted: 17 Oct 2006
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 720 (50,431)
Citation 37

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3.

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 - Econometrics and Statistics and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 615 (61,886)
Citation 8

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

4.

Finite Sample Inference for Quantile Regression Models

MIT Department of Economics Working Paper No. 06-03
Number of pages: 39 Posted: 03 Feb 2006
Victor Chernozhukov, Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Berkeley - Department of Economics
Downloads 520 (76,424)
Citation 2

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Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression

5.

A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem

Number of pages: 68 Posted: 19 Jul 2006
Timothy G. Conley, Christian Hansen, Robert E. McCulloch and Peter E. Rossi
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business - Econometrics and Statistics, University of Chicago - Booth School of Business and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 425 (97,186)
Citation 4

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instrumental variables, non-parametric Bayesian inference, Dirichlet process priors

6.

Instrumental Variable Quantile Regression

MIT Department of Economics Working Paper No. 06-19
Number of pages: 31 Posted: 19 Jun 2006
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 369 (114,224)
Citation 8

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Set estimator, contour sets, moment inequalities, moment equalities

7.

Inference for Distributional Effects Using Instrumental Quantile Regression

Number of pages: 38 Posted: 24 May 2002
Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 322 (132,433)

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Quantile Regression, Instrumental Quantile Regression, Treatment Effects, Endogeneity, Stochastic Dominance, Hausman Test, Supply-Demand Equations, Returns to Education

8.

Lasso Methods for Gaussian Instrumental Variables Models

MIT Department of Economics Working Paper No. 11-14
Number of pages: 35 Posted: 12 Aug 2011
Alexandre Belloni, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 320 (133,254)
Citation 21

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9.

Inference with Dependent Data in Accounting and Finance Applications

Downloads 188 (223,483)
Citation 9

Inference with Dependent Data in Accounting and Finance Applications

Number of pages: 91 Posted: 10 Nov 2017
Timothy G. Conley, Sílvia Gonçalves and Christian Hansen
University of Chicago - Booth School of Business, Independent and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 188 (223,437)
Citation 9

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clustering, HAC, Fama-MacBeth

Inference with Dependent Data in Accounting and Finance Applications

Journal of Accounting Research, Vol. 56, No. 4, 2018
Posted: 17 May 2019
Timothy G. Conley, Sílvia Gonçalves and Christian Hansen
University of Chicago - Booth School of Business, Independent and University of Chicago - Booth School of Business - Econometrics and Statistics

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hypothesis testing; confidence intervals; robust standard error estimation; spatial dependence; bootstrap; fixed-effects

10.

Inference on Treatment Effects after Selection Amongst High-Dimensional Controls

MIT Department of Economics Working Paper No. 12-13
Number of pages: 67 Posted: 05 May 2012
Alexandre Belloni, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 178 (234,265)
Citation 109

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treatment effects, partially linear model, high-dimensional-sparse regression, inference under imperfect model selection, uniformly valid inference after model selection

11.

Admissible Invariant Similar Tests for Instrumental Variables Regression

MIT Department of Economics Working Paper No. 07-09
Number of pages: 21 Posted: 03 Apr 2007
Victor Chernozhukov, Christian Hansen and Michael Jansson
Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics and University of California, Berkeley - Department of Economics
Downloads 170 (243,596)
Citation 6

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Instrumental Variables, Regression, Inference

12.

Bias Reduction for Bayesian and Frequentist Estimators

Number of pages: 45 Posted: 06 Nov 2006
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 161 (255,058)
Citation 5

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Bias, Objective Bayes, Penalized likelihood

13.

A Penalty Function Approach to Bias Reduction in Non-Linear Panel Models with Fixed Effects

Number of pages: 27 Posted: 29 Jul 2005
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 136 (291,761)
Citation 8

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Incidental Parameters, Fixed Effects, Panel Data, Bias

14.

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

MIT Department of Economics Working Paper No. 11-19
Number of pages: 63 Posted: 15 Aug 2011
Alexandre Belloni, Daniel Chen, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 133 (296,669)
Citation 79

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Instrumental Variables, Optimal Instruments, LASSO, Post-LASSO, Sparsity, Eminent Domain, Data-Driven Penalty, Heteroscedasticity, Non-Gaussian Errors, Moderate Deviations for Self-Normalized Sums

15.

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

Downloads 105 (351,145)
Citation 8

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 - Econometrics and Statistics and Max Planck Institute for Social Law and Social Policy
Downloads 105 (353,545)
Citation 8

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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 - Econometrics and Statistics and Max Planck Institute for Social Law and Social Policy

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16.

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Downloads 95 (374,526)
Citation 2

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-7
Number of pages: 20 Posted: 18 Dec 2010
Christian Hansen, James McDonald and Panayiotis Theodossiou
University of Chicago - Booth School of Business - Econometrics and Statistics, Brigham Young University and Cyprus University of Technology
Downloads 72 (445,929)

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Partially Adaptive Estimation, Econometric Models

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Economics Discussion Paper No. 2007-13
Number of pages: 11 Posted: 29 Nov 2010
Panayiotis Theodossiou, James McDonald and Christian Hansen
Cyprus University of Technology, Brigham Young University and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 23 (699,479)
Citation 3

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Partially Adaptive Estimation, Econometric Models

17.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 22 May 2022
Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey and James Robins
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - T.H. Chan School of Public Health
Downloads 93 (379,646)
Citation 16

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18.

Iassopack: Model Selection and Prediction with Regularized Regression in Stata

IZA Discussion Paper No. 12081
Number of pages: 55 Posted: 28 Jan 2019
Achim Ahrens, Christian Hansen and Mark E. Schaffer
Economic and Social Research Institute (ESRI), University of Chicago - Booth School of Business - Econometrics and Statistics and Heriot-Watt University - Centre for Economic Reform and Transformation
Downloads 83 (406,708)
Citation 6

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lasso2, cvlasso, rlasso, lasso, elastic net, square-root lasso, cross-validation

19.

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 - Econometrics and Statistics and Max Planck Institute for Social Law and Social Policy
Downloads 76 (427,884)
Citation 45

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20.

Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model

Number of pages: 38 Posted: 12 Sep 2007
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 76 (427,884)
Citation 3

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index, sufficient statistic, insider trading

21.

Pre-Event Trends in the Panel Event-Study Design

Downloads 71 (443,891)
Citation 23

Pre-Event Trends in the Panel Event-Study Design

NBER Working Paper No. w24565
Number of pages: 40 Posted: 02 May 2018 Last Revised: 14 Feb 2021
Simon Freyaldenhoven, Christian Hansen and Jesse M. Shapiro
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Chicago - Booth School of Business - Econometrics and Statistics and Harvard University - Department of Economics
Downloads 45 (558,437)
Citation 6

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Pre-Event Trends in the Panel Event-Study Design

FRB of Philadelphia Working Paper No. 19-27
Number of pages: 54 Posted: 06 Jun 2019 Last Revised: 29 Apr 2020
Simon Freyaldenhoven, Christian Hansen and Jesse M. Shapiro
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Chicago - Booth School of Business - Econometrics and Statistics and Harvard University - Department of Economics
Downloads 26 (675,683)
Citation 10

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pre-trends, event study, differences-in-differences

22.

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 - Econometrics and Statistics, ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) and University of Chicago - Booth School of Business
Downloads 64 (468,302)
Citation 3

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

23.

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 - Econometrics and Statistics and Rutgers, The State University of New Jersey - New Brunswick/Piscataway
Downloads 50 (524,703)
Citation 1

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

24.

Visualization, Identification, and Estimation in the Linear Panel Event-Study Design

NBER Working Paper No. w29170
Number of pages: 48 Posted: 23 Aug 2021 Last Revised: 16 Mar 2022
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez and Jesse M. Shapiro
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, University of Chicago - Booth School of Business - Econometrics and Statistics, Banco de México and Harvard University - Department of Economics
Downloads 11 (780,555)
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25.

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
Alexandre Belloni, Daniel L. Chen, Victor Chernozhukov and Christian Hansen
Duke University - Fuqua School of Business, Directeur de Recherche, Centre National de la Recherche Scientifique, Toulouse School of Economics, Institute for Advanced Study in Toulouse, University of Toulouse Capitole, Toulouse, France, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics

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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

26.

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 - Econometrics and Statistics

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27.

Grouped Effects Estimators in Fixed Effects Models

Posted: 05 Dec 2010
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics

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Fixed Effects, Panel Data, Hierarchical Models

28.

Inference with Dependent Data Using Cluster Covariance Estimators

Posted: 14 Nov 2010
Alan Bester, Timothy G. Conley and Christian Hansen
University of Chicago Graduate School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics

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HAC, panel, robust, spatial