Selected Bibliography for Christian B. Hansen

Wallace W. Booth Professor of Econometrics and Statistics

Home page of Christian B. Hansen
Christian B. Hansen author profile at Scopus

Published Works

"High-Dimensional Linear Models with Many Endogenous Variables." Alexandre Belloni, Christian Hansen and Whitney Newey; Journal of Econometrics, 2022, 228(1), pp. 4-26.

"Lassopack: Model Selection and Prediction with Regularized Regression in Stata." Achim Ahrens, Christian B. Hansen and Mark E. Schaffer; The Stata Journal, 2020, 20(1), pp. 176-235.

"The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications." Christian Hansen and Yuan Liao; Econometric Theory, 2019, 35(3), pp. 465-509.

"Pre-Event Trends in the Panel Event-Study Design." Simon Freyaldenhoven, Christian Hansen and Jesse M. Shapiro; American Economic Review, 2019, 109(9), pp. 3307-38.

"Inference with Dependent Data in Accounting and Finance Applications." Timothy Conley, Silvia GonÇAlves and Christian Hansen; Journal of Accounting Research, 2018, 56(4), pp. 1139-203.

"Double/Debiased Machine Learning for Treatment and Structural Parameters." Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey and James Robins; The Econometrics Journal, 2018, 21(1), pp. C1-C68.

"Double/Debiased/Neyman Machine Learning of Treatment Effects." Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen and Whitney Newey; American Economic Review, 2017, 107(5), pp. 261-65.

"A Lava Attack on the Recovery of Sums of Dense and Sparse Signals." Chernozhukov Victor, Hansen Christian and Liao Yuan; The Annals of Statistics, 2017, 45(1), pp. 39-76.

"Instrumental Variable Quantile Regression," Victor Chernozhukov, Christian Hansen and Kaspar Wüthrich, in Handbook of Quantile Regression. R. Koenker, V. Chernozhukov, X. He and L. Peng, New York: Chapman, 2017, pp. 119–43.

"Program Evaluation and Causal Inference with High-Dimensional Data." Alexandre Belloni, Victor Chernozhukov, I. Fernández-Val and Christian Hansen; Econometrica, 2017, 85(1), pp. 233-98.

"Inference in High-Dimensional Panel Models with an Application to Gun Control." Alexandre Belloni, Victor Chernozhukov, Christian Hansen and Damian Kozbur; Journal of Business & Economic Statistics, 2016, 34(4), pp. 590-605.

"Hdm: High-Dimensional Metrics." Victor Chernozhukov, Christian Hansen and Martin Spindler; R Journal, 2016, 8(2), pp. 185-99.

"Grouped Effects Estimators in Fixed Effects Models." C. Alan Bester and Christian B. Hansen; Journal of Econometrics, 2016, 190(1), pp. 197-208.

"Fixed-B Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix Estimators." C. Alan Bester, Timothy G. Conley, Christian B. Hansen and Timothy J. Vogelsang; Econometric Theory, 2016, 32(1), pp. 154-86.

"Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach." Victor Chernozhukov, Christian Hansen and Martin Spindler; Annual Review of Economics, 2015, 7(1), pp. 649-88.

"Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments." Victor Chernozhukov, Christian Hansen and Martin Spindler; American Economic Review, 2015, 105(5), pp. 486-90.

"Inference on Treatment Effects after Selection among High-Dimensional Controls†." Alexandre Belloni, Victor Chernozhukov and Christian Hansen; The Review of Economic Studies, 2014, 81(2), pp. 608-50.

"Instrumental Variables Estimation with Many Weak Instruments Using Regularized Jive." Christian Hansen and Damian Kozbur; Journal of Econometrics, 2014, 182(2), pp. 290-308.

"High-Dimensional Methods and Inference on Structural and Treatment Effects." Alexandre Belloni, Victor Chernozhukov and Christian Hansen; Journal of Economic Perspectives, 2014, 28(2), pp. 29-50.

"Quantile Models with Endogeneity." Victor Chernozhukov and Christian B. Hansen; Annual Review of Economics, 2013, 5(1), pp. 57-81.

"Plausibly Exogenous." Timothy G. Conley, Christian B. Hansen and Peter E. Rossi; Review of Economics and Statistics, 2012, 94(1), pp. 260-72.

"Inference for High-Dimensional Sparse Econometric Models," Alexandre Belloni, Victor Chernozhukov and Christian B. Hansen, in Advances in Economics and Econometrics, 10th World Congress of Econometric Society. D. Acemoglu, M. Arellano and E. Deke, Cambridge: Cambridge University Press, 2011, pp. 245-95.

"Inference with Dependent Data Using Cluster Covariance Estimators." C. Alan Bester, Timothy G. Conley and Christian B. Hansen; Journal of Econometrics, 2011, 165(2), pp. 137-51.

"Instrumental Variables Estimation with Flexible Distributions." Christian Hansen, James B. McDonald and Whitney K. Newey; Journal of Business and Economic Statistics, 2010, 28(1), pp. 13-25.

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

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

"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.

"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.

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

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

"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.

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

"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.

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

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

"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.

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

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

"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.

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.