Christian Hansen
Selected Publications
We study a panel data model with general heterogeneous effects, where slopes are allowed to be […]
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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In this article the package High-dimensional Metrics (hdm) is introduced. It is a collection of statistical […]
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional […]
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In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
Previous version
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]