Publications: Christian B Hansen
Download CSV for Christian B Hansen
| Title | Year | Citations | Score |
|---|---|---|---|
|
Double/debiased machine learning for treatment and structural parameters
The Econometrics Journal 21 (1), C1-C68, 2018 View Details |
2018 | 2841 | 99.7% |
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Inference on treatment effects after selection among high-dimensional controls
Review of Economic Studies 81 (2), 608-650, 2014 View Details |
2014 | 1707 | 99.3% |
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High-dimensional methods and inference on structural and treatment effects
Journal of Economic Perspectives 28 (2), 29-50, 2014 View Details |
2014 | 1007 | 98.6% |
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Plausibly exogenous
Review of Economics and Statistics 94 (1), 260-272, 2012 View Details |
2012 | 1199 | 98.6% |
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Sparse models and methods for optimal instruments with an application to eminent domain
Econometrica 80 (6), 2369-2429, 2012 View Details |
2012 | 1101 | 98.4% |
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An IV model of quantile treatment effects
Econometrica 73 (1), 245-261, 2005 View Details |
2005 | 1215 | 98.2% |
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Pre-event trends in the panel event-study design
American Economic Review 109 (9), 3307-3338, 2019 View Details |
2019 | 345 | 96.8% |
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Program evaluation and causal inference with high‐dimensional data
Econometrica 85 (1), 233-298, 2017 View Details |
2017 | 476 | 96.8% |
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Instrumental quantile regression inference for structural and treatment effect models
Journal of Econometrics 132 (2), 491-525, 2006 View Details |
2006 | 705 | 96.4% |
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Instrumental variable quantile regression: A robust inference approach
Journal of Econometrics 142 (1), 379-398, 2008 View Details |
2008 | 590 | 95.5% |
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lassopack: Model selection and prediction with regularized regression in Stata
The Stata Journal 20 (1), 176-235, 2020 View Details |
2020 | 194 | 94.7% |
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Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
Journal of Econometrics 140 (2), 670-694, 2007 View Details |
2007 | 417 | 93.0% |
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Estimation with many instrumental variables
Journal of Business & Economic Statistics 26 (4), 398-422, 2008 View Details |
2008 | 381 | 92.5% |
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Asymptotic properties of a robust variance matrix estimator for panel data when T is large
Journal of Econometrics 141 (2), 597-620, 2007 View Details |
2007 | 380 | 92.2% |
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Inference with dependent data using cluster covariance estimators
Journal of Econometrics 165 (2), 137-151, 2011 View Details |
2011 | 306 | 91.5% |
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Quantile Models with Endogeneity
Annual Review of Economics 5 (1), 2013 View Details |
2013 | 262 | 91.2% |
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Post-selection and post-regularization inference in linear models with many controls and instruments
American Economic Review 105 (5), 486-490, 2015 View Details |
2015 | 229 | 91.1% |
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Valid post-selection and post-regularization inference: An elementary, general approach
Annu. Rev. Econ. 7 (1), 649-688, 2015 View Details |
2015 | 208 | 90.0% |
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Inference in high-dimensional panel models with an application to gun control
Journal of Business & Economic Statistics 34 (4), 590-605, 2016 View Details |
2016 | 183 | 89.5% |
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The reduced form: A simple approach to inference with weak instruments
Economics Letters 100 (1), 68-71, 2008 View Details |
2008 | 272 | 89.0% |
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Inference for high-dimensional sparse econometric models
arXiv preprint arXiv:1201.0220, 2011 View Details |
2011 | 218 | 87.5% |
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The effects of 401 (k) participation on the wealth distribution: an instrumental quantile regression analysis
Review of Economics and statistics 86 (3), 735-751, 2004 View Details |
2004 | 234 | 84.9% |
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Grouped effects estimators in fixed effects models
Journal of Econometrics 190 (1), 197-208, 2016 View Details |
2016 | 114 | 82.6% |
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LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation
Boston College Department of Economics, 2020 View Details |
2020 | 60 | 80.7% |
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Instrumental variable quantile regression
Handbook of quantile regression, 119-143, 2017 View Details |
2017 | 91 | 79.8% |
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Instrumental variables estimation with many weak instruments using regularized JIVE
Journal of Econometrics 182 (2), 290-308, 2014 View Details |
2014 | 111 | 79.3% |
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A semi-parametric Bayesian approach to the instrumental variable problem
Journal of Econometrics 144 (1), 276-305, 2008 View Details |
2008 | 144 | 79.0% |
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Inference with dependent data in accounting and finance applications
Journal of Accounting Research 56 (4), 1139-1203, 2018 View Details |
2018 | 79 | 78.9% |
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PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
View Details |
2018 | 78 | 78.7% |
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High-dimensional econometrics and regularized GMM
arXiv preprint arXiv:1806.01888, 2018 View Details |
2018 | 72 | 77.1% |
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Using double-lasso regression for principled variable selection
Available at SSRN 2733374, 2016 View Details |
2016 | 80 | 75.3% |
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hdm: High-dimensional metrics
arXiv preprint arXiv:1608.00354, 2016 View Details |
2016 | 76 | 74.1% |
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Finite sample inference for quantile regression models
Journal of Econometrics 152 (2), 93-103, 2009 View Details |
2009 | 96 | 71.1% |
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A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Journal of Business & Economic Statistics 27 (2), 2009 View Details |
2009 | 93 | 70.4% |
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Lasso methods for gaussian instrumental variables models
arXiv preprint arXiv:1012.1297, 2010 View Details |
2010 | 88 | 69.4% |
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A lava attack on the recovery of sums of dense and sparse signals
View Details |
2017 | 54 | 67.7% |
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Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators
Econometric Theory 32 (1), 154-186, 2016 View Details |
2016 | 56 | 66.8% |
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Instrumental variables estimation with flexible distributions
Journal of Business & Economic Statistics 28 (1), 13-25, 2010 View Details |
2010 | 70 | 64.1% |
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Identification of marginal effects in a nonparametric correlated random effects model
Journal of Business & Economic Statistics 27 (2), 235-250, 2009 View Details |
2009 | 68 | 63.2% |
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THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
Econometric Theory 35 (3), 465-509, 2019 View Details |
2019 | 33 | 62.1% |
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Inference for heterogeneous effects using low-rank estimations
CEMMAP working paper, 2019 View Details |
2019 | 28 | 57.5% |
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Inference approaches for instrumental variable quantile regression
Economics Letters 95 (2), 272-277, 2007 View Details |
2007 | 52 | 56.2% |
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Some flexible parametric models for partially adaptive estimators of econometric models
Economics: The Open-Access, Open-Assessment E-Journal 1, 7, 2007 View Details |
2007 | 44 | 52.6% |
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PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
Boston College Department of Economics, 2019 View Details |
2019 | 23 | 52.0% |
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High-dimensional metrics in R
arXiv preprint arXiv:1603.01700, 2016 View Details |
2016 | 29 | 49.0% |
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Admissible invariant similar tests for instrumental variables regression
Econometric Theory 25 (3), 806-818, 2009 View Details |
2009 | 30 | 45.4% |
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Bias reduction for Bayesian and frequentist estimators
Available at SSRN 942803, 2005 View Details |
2005 | 18 | 36.5% |
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Many instruments, weak instruments and microeconometric practice
WorkingPaper, MIT, 2006 View Details |
2006 | 17 | 35.5% |
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The Double-Lasso Method for Principled Variable Selection.
PsyArXiv, 2019 View Details |
2019 | 11 | 33.5% |
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Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables
arXiv preprint arXiv:1712.08102, 2017 View Details |
2017 | 12 | 30.8% |
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Flexible correlated random effects estimation in panel models with unobserved heterogeneity
Unpublished manuscript, Grad. Sch. Bus., Univ. Chicago, 2007 View Details |
2007 | 12 | 29.4% |
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Inference for heterogeneous effects using low-rank estimation of factor slopes
arXiv preprint arXiv:1812.08089, 2018 View Details |
2018 | 10 | 28.8% |
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Inference in linear panel data models with serial correlation and an essay on the impact of 401 (k) participation on the wealth distribution
Massachusetts Institute of Technology, 2004 View Details |
2004 | 10 | 27.7% |
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A penalty function approach to bias reduction in non-linear panel models with fixed effects
Available at SSRN 762504, 2005 View Details |
2005 | 7 | 23.0% |
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Targeted undersmoothing: sensitivity analysis for sparse estimators
Review of Economics and Statistics 105 (1), 101-112, 2023 View Details |
2023 | 2 | 21.2% |
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Targeted undersmoothing
arXiv preprint arXiv:1706.07328, 2017 View Details |
2017 | 5 | 17.2% |
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Lasso methods for gaussian instrumental variables models. 2010 arXiv:[math. ST]
View Details |
2010 | 5 | 17.0% |
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Econometrics of high-dimensional sparse models
Lecture, NBER, Cambridge, MA, 2013 View Details |
2013 | 5 | 16.6% |
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LASSOPACK and PDSLASSO: Prediction, model selection and causal inference with regularized regression
London Stata Conference 2018, 2018 View Details |
2018 | 4 | 14.8% |
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Frequentist bias reduction via Bayesian priors
unpublished manuscript, Graduate School of Business, University of Chicago, 2007 View Details |
2007 | 3 | 11.4% |
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Lasso methods for gaussian instrumental variables models. arXiv:[math. ST]
View Details |
2010 | 3 | 11.3% |
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Instrumental Variables Estimation with Very Many Instruments and Controls
View Details |
2015 | 2 | 6.4% |
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Program evaluation with high-dimensional data
CeMMAP working papers, 2013 View Details |
2013 | 1 | 0.0% |
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PDSLASSO & LASSOPACK: Stata module for post-selection and post-regularization OLS or IV estimation and inference
View Details |
2019 | 1 | 0.0% |