Christian B Hansen
Christian B Hansen
Professor of Econometrics and Statistics, University of Chicago, Booth School of Business
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Cited by
Cited by
An IV model of quantile treatment effects
V Chernozhukov, C Hansen
Econometrica 73 (1), 245-261, 2005
Inference on treatment effects after selection among high-dimensional controls
A Belloni, V Chernozhukov, C Hansen
The Review of Economic Studies 81 (2), 608-650, 2014
Plausibly exogenous
TG Conley, CB Hansen, PE Rossi
Review of Economics and Statistics 94 (1), 260-272, 2012
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
Instrumental quantile regression inference for structural and treatment effect models
V Chernozhukov, C Hansen
Journal of Econometrics 132 (2), 491-525, 2006
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
Instrumental variable quantile regression: A robust inference approach
V Chernozhukov, C Hansen
Journal of Econometrics 142 (1), 379-398, 2008
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
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
Estimation with many instrumental variables
C Hansen, J Hausman, W Newey
Journal of Business & Economic Statistics 26 (4), 398-422, 2008
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
Program evaluation and causal inference with high‐dimensional data
A Belloni, V Chernozhukov, I Fernández‐Val, C Hansen
Econometrica 85 (1), 233-298, 2017
Inference with dependent data using cluster covariance estimators
CA Bester, TG Conley, CB Hansen
Journal of Econometrics 165 (2), 137-151, 2011
The reduced form: A simple approach to inference with weak instruments
V Chernozhukov, C Hansen
Economics Letters 100 (1), 68-71, 2008
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
Quantile Models with Endogeneity
CB Hansen, V Chernozhukov
Annual Review of Economics 5 (1), 2013
Inference for high-dimensional sparse econometric models
A Belloni, V Chernozhukov, C Hansen
arXiv preprint arXiv:1201.0220, 2011
A semi-parametric Bayesian approach to the instrumental variable problem
TG Conley, CB Hansen, RE McCulloch, PE Rossi
Journal of Econometrics 144 (1), 276-305, 2008
Valid post-selection and post-regularization inference: An elementary, general approach
V Chernozhukov, C Hansen, M Spindler
Annual Reviews, 2015
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), 486-90, 2015
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