Author Page for Christian Hansen

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 750 (31,719)

Citation 23

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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 555 (47,309)

Citation 16

Abstract:

3.

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 512 (52,408)

Citation 3

Abstract:

4.

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 384 (74,513)

Citation 8

Abstract:

5.

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 318 (92,397)

Citation 23

Abstract:

6.

Inference for Distributional Effects Using Instrumental Quantile Regression

MIT Department of Economics Working Paper No. 02-20

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 308 (95,733)

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7.

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 212 (140,450)

Citation 2

Abstract:

8.

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 161 (180,051)

Abstract:

9.

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 151 (190,120)

Citation 2

Abstract:

10.

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 135 (208,085)

Abstract:

11.

Inference with Dependent Data in Accounting and Finance Applications

Downloads 133 (210,595)

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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 133 (211,287)

Abstract:

12.

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 123 (223,669)

Citation 8

Abstract:

13.

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 120 (227,881)

Citation 5

Abstract:

14.

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Downloads 72 (317,118)

Citation 3

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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 54 (372,685)

Citation 3

Abstract:

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 18 (539,689)

Citation 3

Abstract:

15.

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 70 (322,075)

Citation 3

Abstract:

16.

Pre-Event Trends in the Panel Event-Study Design

NBER Working Paper No. w24565

Number of pages: 40 Posted: 02 May 2018

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 Brown University

Downloads 22 (498,426)

Add to Cart

Abstract:

17.

Double/Debiased Machine Learning for Treatment and Structural Parameters

Downloads 14 (543,959)

2

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564

Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 21 May 2018

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 13 (571,786)

Abstract:

Double/Debiased Machine Learning for Treatment and Structural Parameters

The Econometrics Journal, Vol. 21, Issue 1, pp. C1-C68, 2018

Number of pages: 68 Posted: 12 Feb 2018

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 1 (664,922)

Add to Cart

Abstract:

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 4 (604,389)

Abstract:

19.

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

Abstract:

20.

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

Christian Hansen

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

Assistant Professor

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Scholarly Papers (20)

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Pre-Event Trends in the Panel Event-Study Design

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Double/Debiased Machine Learning for Treatment and Structural Parameters

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