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Selected Bibliography for Christian B. Hansen
Professor of Econometrics and Statistics



Accessing Articles

"Finite Sample Inference for Quantile Regression Models." Victor Chernozhukov, Christian Hansen and Michael Jansson; Journal of Econometrics, 2009, 152(2), pp. 93-103.

http://dx.doi.org/10.1016/j.jeconom.2009.01.004

"Admissible Invariant Similar Tests for Instrumental Variables Regression." Victor Chernozhukov, Christian Hansen and Michael Jansson; Econometric Theory, 2009, 25(03), pp. 806-18.

http://dx.doi.org/10.1017/S0266466608090312

"Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model." C. Alan Bester and Christian Hansen; Journal of Business and Economic Statistics, 2009, 27(2), pp. 235-50.

http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.0017

"A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects." C. Alan Bester and Christian Hansen; Journal of Business and Economic Statistics, 2009, 27(2), pp. 131-48.

http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.0012

"Estimation with Many Instrumental Variables." Christian Hansen, Jerry Hausman and Whitney Newey; Journal of Business and Economic Statistics, 2008, 26, pp. 398-422.

http://dx.doi.org/10.1198/073500108000000024

"The Reduced Form: A Simple Approach to Inference with Weak Instruments." Victor Chernozhukov and Christian Hansen; Economics Letters, 2008, 100(1), pp. 68-71.

http://dx.doi.org/10.1016/j.econlet.2007.11.012

"A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem." Timothy G. Conley, Christian B. Hansen, Robert E. McCulloch and Peter E. Rossi; Journal of Econometrics, 2008, 144(1), pp. 276-305.

http://dx.doi.org/10.1016/j.jeconom.2008.01.007

"Instrumental Variable Quantile Regression: A Robust Inference Approach." Victor Chernozhukov and Christian B. Hansen; Journal of Econometrics, 2008, 142(1), pp. 379-98.

http://dx.doi.org/10.1016/j.jeconom.2007.06.005

"Asymptotic Properties of a Robust Variance Matrix Estimator for Panel Data When T Is Large." Christian B. Hansen; Journal of Econometrics, 2007, 141(2), pp. 597-620.

http://dx.doi.org/10.1016/j.jeconom.2006.10.009

"Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models " Christian B. Hansen, James B. McDonald and Panayiotis Theodossiou; economics, 2007.

http://www.economics-ejournal.org/economics/journalarticles/2007-7

"Inference Approaches for Instrumental Variable Quantile Regression." Victor Chernozhukov, Christian Hansen and Michael Jansson; Economics Letters, 2007, 95(2), pp. 272-77.

http://dx.doi.org/10.1016/j.econlet.2006.10.016

"Generalized Least Squares Inference in Panel and Multilevel Models with Serial Correlation and Fixed Effects." Christian B. Hansen; Journal of Econometrics, 2007, 140(2), pp. 670-94.

http://dx.doi.org.proxy/10.1016/j.jeconom.2006.07.011

"Instrumental Quantile Regression Inference for Structural and Treatment Effect Models." Victor Chernozhukov and Christian Hansen; Journal of Econometrics, 2006, 132(2), pp. 491-525.

http://dx.doi.org/10.1016/j.jeconom.2005.02.009

"An IV Model of Quantile Treatment Effects." Victor Chernozhukov and Christian Hansen; Econometrica, 2005, 73(1), pp. 245-61.

http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0262.2005.00570.x

"The Effects of 401(K) Participation on Wealth Distribution: An Instrumental Quantile Regression Analysis." Victor Chernozhukov and Christian Hansen; Review of Economics & Statistics, 2004, 86(3), pp. 735-51.

http://search.epnet.com/login.aspx?direct=true&AuthType=cookie,ip,url,uid&db=bth&an=14309992

Inference in Linear Panel Data Models with Serial Correlation and an Essay on the Impact of 401(K) Participation on the Wealth Distribution; Christian Hansen; Ph.D Dissertation, Massachusetts Institute of Technology, 2004.

http://proquest.umi.com/pqdweb?did=765922161&Fmt=7&clientId=13392&RQT=309&VName=PQD

Inference for Distributional Effects Using Instrumental Quantile Regression; Victor Chernozhukov and Christian Hansen; Massachusetts Institute of Technology, Department of Economics Working Paper, 2002.

An IV Model of Quantile Treatment Effects; Victor Chernozhukov and Christian Hansen; Massachusetts Institute of Technology, Department of Economics Working Paper, 2001.

 

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