Christian B Hansen

Citado por

	Total	Desde 2019
Citas	17820	11943
Índice h	41	37
Índice i10	53	49

2800

1400

700

2100

200720082009201020112012201320142015201620172018201920202021202220232024103 113 175 256 308 345 399 429 569 620 807 1089 1306 1644 2008 2155 2752 2073

Acceso público

Ver todo

9 artículos

0 artículos

disponibles

no disponibles

Basado en requisitos de financiación

Coautores

Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MIT;Dirección de correo verificada de mit.edu
Alexandre BelloniDuke UniversityDirección de correo verificada de duke.edu
Timothy G Conleyprofessor of economics, university of western ontarioDirección de correo verificada de uwo.ca
Martin SpindlerUniversity of Hamburg & Economic AIDirección de correo verificada de uni-hamburg.de
Peter E. RossiJames Collins Professor of Economics, Marketing, and StatisticsDirección de correo verificada de anderson.ucla.edu
Ivan Fernandez-ValProfessor of Economics, Boston UniversityDirección de correo verificada de bu.edu
Damian KozburAssistant Professor of Econometrics, University of ZürichDirección de correo verificada de econ.uzh.ch
Daniel L. ChenRadcliffe Institute for Advanced Study at HarvardDirección de correo verificada de nber.org
Michael JanssonProfessor of Economics, UC BerkeleyDirección de correo verificada de berkeley.edu
James McDonaldProfessor of economics, Brigham Young UniversityDirección de correo verificada de byu.edu
Oleg UrminskyProfessor, University of Chicago Booth School of Business, MarketingDirección de correo verificada de chicagobooth.edu
Timothy J. VogelsangAddy Professor of Economics, Michigan State UniversityDirección de correo verificada de msu.edu

Seguir

Christian B Hansen

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

Dirección de correo verificada de chicagobooth.edu

econometrics high-dimensional methods quantile regression panel data


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
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	3370*	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	1896	2014
Plausibly exogenous TG Conley, CB Hansen, PE Rossi Review of Economics and Statistics 94 (1), 260-272, 2012	1291	2012
An IV model of quantile treatment effects V Chernozhukov, C Hansen Econometrica 73 (1), 245-261, 2005	1275	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	1166	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	1050	2014
Instrumental quantile regression inference for structural and treatment effect models V Chernozhukov, C Hansen Journal of Econometrics 132 (2), 491-525, 2006	728	2006
Instrumental variable quantile regression: A robust inference approach V Chernozhukov, C Hansen Journal of Econometrics 142 (1), 379-398, 2008	642	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	534	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	444	2007
Pre-event trends in the panel event-study design S Freyaldenhoven, C Hansen, JM Shapiro American Economic Review 109 (9), 3307-3338, 2019	408	2019
Estimation with many instrumental variables C Hansen, J Hausman, W Newey Journal of Business & Economic Statistics 26 (4), 398-422, 2008	405	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	389	2007
Inference with dependent data using cluster covariance estimators CA Bester, TG Conley, CB Hansen Journal of Econometrics 165 (2), 137-151, 2011	326	2011
The reduced form: A simple approach to inference with weak instruments V Chernozhukov, C Hansen Economics Letters 100 (1), 68-71, 2008	284	2008
Quantile Models with Endogeneity CB Hansen, V Chernozhukov Annual Review of Economics 5 (1), 2013	278*	2013
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	248	2004
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	244	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	232	2020
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	228	2015

El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.

Artículos 1–20

Citas por año

Citas duplicadas

Citas combinadas

Añadir coautoresCoautores

Seguir

Citado por

Coautores