Christian B Hansen

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Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MIT;Verifisert e-postadresse på mit.edu
Alexandre BelloniDuke UniversityVerifisert e-postadresse på duke.edu
Timothy G Conleyprofessor of economics, university of western ontarioVerifisert e-postadresse på uwo.ca
Martin SpindlerUniversity of Hamburg & Economic AIVerifisert e-postadresse på uni-hamburg.de
Peter E. RossiJames Collins Professor of Economics, Marketing, and StatisticsVerifisert e-postadresse på anderson.ucla.edu
Ivan Fernandez-ValProfessor of Economics, Boston UniversityVerifisert e-postadresse på bu.edu
Damian KozburAssistant Professor of Econometrics, University of ZürichVerifisert e-postadresse på econ.uzh.ch
Daniel L. ChenRadcliffe Institute for Advanced Study at HarvardVerifisert e-postadresse på nber.org
Michael JanssonProfessor of Economics, UC BerkeleyVerifisert e-postadresse på berkeley.edu
James McDonaldProfessor of economics, Brigham Young UniversityVerifisert e-postadresse på byu.edu
Oleg UrminskyProfessor, University of Chicago Booth School of Business, MarketingVerifisert e-postadresse på chicagobooth.edu
Timothy J. VogelsangAddy Professor of Economics, Michigan State UniversityVerifisert e-postadresse på msu.edu

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Christian B Hansen

Professor of Econometrics and Statistics, University of Chicago, Booth School of Business

Verifisert e-postadresse på chicagobooth.edu

econometrics high-dimensional methods quantile regression panel data


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
Double/debiased machine learning for treatment and structural parameters V Chernozhukov, D Chetverikov, M Demirer, E Duflo, C Hansen, ... The econometrics journal 21 (1), C1-C68, 2018	3842*	2018
Inference on treatment effects after selection among high-dimensional controls A Belloni, V Chernozhukov, C Hansen Review of Economic Studies 81 (2), 608-650, 2014	2023	2014
Plausibly exogenous TG Conley, CB Hansen, PE Rossi Review of Economics and Statistics 94 (1), 260-272, 2012	1364	2012
An IV model of quantile treatment effects V Chernozhukov, C Hansen Econometrica 73 (1), 245-261, 2005	1297	2005
Sparse models and methods for optimal instruments with an application to eminent domain A Belloni, D Chen, V Chernozhukov, C Hansen Econometrica 80 (6), 2369-2429, 2012	1227	2012
High-dimensional methods and inference on structural and treatment effects A Belloni, V Chernozhukov, C Hansen Journal of Economic Perspectives 28 (2), 29-50, 2014	1106	2014
Instrumental quantile regression inference for structural and treatment effect models V Chernozhukov, C Hansen Journal of Econometrics 132 (2), 491-525, 2006	750	2006
Instrumental variable quantile regression: A robust inference approach V Chernozhukov, C Hansen Journal of Econometrics 142 (1), 379-398, 2008	663	2008
Program evaluation and causal inference with high‐dimensional data A Belloni, V Chernozhukov, I Fernandez‐Val, C Hansen Econometrica 85 (1), 233-298, 2017	577	2017
Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects CB Hansen Journal of Econometrics 140 (2), 670-694, 2007	472	2007
Pre-event trends in the panel event-study design S Freyaldenhoven, C Hansen, JM Shapiro American Economic Review 109 (9), 3307-3338, 2019	458	2019
Estimation with many instrumental variables C Hansen, J Hausman, W Newey Journal of Business & Economic Statistics 26 (4), 398-422, 2008	416	2008
Asymptotic properties of a robust variance matrix estimator for panel data when T is large CB Hansen Journal of Econometrics 141 (2), 597-620, 2007	406	2007
Inference with dependent data using cluster covariance estimators CA Bester, TG Conley, CB Hansen Journal of Econometrics 165 (2), 137-151, 2011	337	2011
The reduced form: A simple approach to inference with weak instruments V Chernozhukov, C Hansen Economics Letters 100 (1), 68-71, 2008	292	2008
Quantile Models with Endogeneity CB Hansen, V Chernozhukov Annual Review of Economics 5 (1), 2013	278*	2013
Post-selection and post-regularization inference in linear models with many controls and instruments V Chernozhukov, C Hansen, M Spindler American Economic Review 105 (5), 486-490, 2015	269	2015
lassopack: Model selection and prediction with regularized regression in Stata A Ahrens, CB Hansen, ME Schaffer The Stata Journal 20 (1), 176-235, 2020	262	2020
The effects of 401 (k) participation on the wealth distribution: an instrumental quantile regression analysis V Chernozhukov, C Hansen Review of Economics and statistics 86 (3), 735-751, 2004	255	2004
Valid post-selection and post-regularization inference: An elementary, general approach V Chernozhukov, C Hansen, M Spindler Annu. Rev. Econ. 7 (1), 649-688, 2015	239	2015

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