Christian Hansen
Selected Publications
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
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We present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target […]
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We consider estimation of and inference about coefficients on endogenous variables in a linear instrumental variables […]
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Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]
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In this note, we offer an approach to estimating structural parameters in the presence of many […]
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We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich […]
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Data with a large number of variables relative to the sample size—”high-dimensional data”—are readily available and […]
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In the first part of the paper, we consider estimation and inference on policy relevant treatment […]
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The goal of many empirical papers in economics is to provide an estimate of the causal […]