Author Page for Christian Hansen

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 909 (43,740)

Citation 8

Abstract:

2.

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 862 (47,064)

Citation 100

Abstract:

3.

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 770 (54,955)

Citation 37

Abstract:

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 540 (86,412)

Citation 2

Abstract:

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 449 (108,053)

Citation 6

Abstract:

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 404 (122,224)

Citation 10

Abstract:

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 348 (144,448)

Citation 20

Abstract:

8.

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 336 (149,961)

Abstract:

9.

Inference with Dependent Data in Accounting and Finance Applications

Downloads 216 (234,142)

2

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 216 (233,524)

Citation 9

Abstract:

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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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 211 (239,252)

Citation 109

Abstract:

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 185 (269,604)

Citation 6

Abstract:

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 178 (278,802)

Citation 5

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 153 (317,157)

Citation 120

Abstract:

14.

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 150 (322,377)

Citation 8

Abstract:

15.

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 131 (358,435)

Citation 6

Abstract:

16.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564

Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 12 Dec 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 121 (380,455)

Citation 59

Abstract:

17.

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

Downloads 120 (382,726)

Citation 8

2

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 120 (384,397)

Citation 8

Abstract:

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

Abstract:

18.

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Downloads 116 (392,114)

Citation 2

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 Ball State University

Downloads 86 (484,528)

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

Ball State University, Brigham Young University and University of Chicago - Booth School of Business - Econometrics and Statistics

Downloads 30 (789,321)

Citation 3

Abstract:

19.

Pre-Event Trends in the Panel Event-Study Design

Downloads 115 (394,637)

Citation 46

2

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 58 (604,887)

Citation 10

Abstract:

Pre-Event Trends in the Panel Event-Study Design

NBER Working Paper No. w24565

Number of pages: 40 Posted: 02 May 2018 Last Revised: 13 Feb 2023

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 57 (610,188)

Citation 6

Abstract:

20.

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 88 (473,285)

Citation 45

Abstract:

21.

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 85 (483,496)

Citation 4

Abstract:

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 83 (490,399)

Citation 3

Abstract:

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 - Department of Economics

Downloads 68 (548,972)

Citation 1

Abstract:

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 2023

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 39 (702,459)

Citation 6

Abstract:

25.

ddml: Double/Debiased Machine Learning in Stata

IZA Discussion Paper No. 15963

Number of pages: 52 Posted: 24 Feb 2023

Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas T. Wiemann

ETH Zurich, University of Chicago - Booth School of Business - Econometrics and Statistics, Heriot-Watt University and University of Chicago - Department of Economics

Downloads 21 (841,102)

Abstract:

26.

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

Abstract:

27.

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

Abstract:

28.

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:

29.

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

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Scholarly Papers (29)

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