Christian Hansen

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

Assistant Professor

Chicago, IL 60637

United States

SCHOLARLY PAPERS

20

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CITATIONS
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in Total Papers Citations

96

Scholarly Papers (20)

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 750 (31,719)
Citation 23

Abstract:

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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 555 (47,309)
Citation 16

Abstract:

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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:

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Quantile Regression, Extremal Quantile Regression, Instrumental Quantile Regression

4.

A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem

Number of pages: 68 Posted: 19 Jul 2006
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

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

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:

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Set estimator, contour sets, moment inequalities, moment equalities

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

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:

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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:

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Instrumental Variables, Regression, Inference

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:

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

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:

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Bias, Objective Bayes, Penalized likelihood

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:

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clustering, HAC, Fama-MacBeth

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:

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Incidental Parameters, Fixed Effects, Panel Data, Bias

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
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:

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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

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

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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 18 (539,689)
Citation 3

Abstract:

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Partially Adaptive Estimation, Econometric Models

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:

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index, sufficient statistic, insider trading

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)
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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
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)

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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
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)
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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 4 (604,389)

Abstract:

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

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

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Fixed Effects, Panel Data, Hierarchical Models

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

Abstract:

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HAC, panel, robust, spatial