Christian Hansen

Selected Publications

Program evaluation with high-dimensional data

We consider estimation of policy relevant treatment effects in a data-rich environment where there may be […]

Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
12 November 2013 | CWP57/13

Latest version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15
Quantile models with endogeneity

In this article, we review quantile models with endogeneity. We focus on models that achieve indentification […]

Victor Chernozhukov, Christian Hansen
31 August 2013 | Journal Article

Previous version

Quantile models with endogeneity
Victor Chernozhukov, Christian Hansen
3 June 2013 | CWP25/13
Inference on treatment effects after selection amongst high-dimensional controls

We propose robust methods for inference on the effect of a treatment variable on a scalar […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
22 July 2013 | CWP26/13

Previous version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Quantile models with endogeneity

In this article, we review quantile models with endogeneity. We focus on models that achieve identification […]

Victor Chernozhukov, Christian Hansen
3 June 2013 | CWP25/13

Latest version

Quantile models with endogeneity
Victor Chernozhukov, Christian Hansen
31 August 2013 | Journal Article
Sparse models and methods for optimal instruments with an application to eminent domain

We develop results for the use of Lasso and post-Lasso methods to form first-stage predictions and […]

Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
26 December 2012 | Journal Article

Previous version

Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
22 October 2010 | CWP31/10
Inference on treatment effects after selection amongst high-dimensional controls

We propose robust methods for inference on the effect of a treatment variable on a scalar […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
22 July 2013 | CWP26/13

Previous version

Estimation of treatment effects with high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11
Estimation of treatment effects with high-dimensional controls

We propose methods for inference on the average effect of a treatment on a scalar outcome […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
31 December 2011 | CWP42/11

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
7 May 2012 | CWP10/12
Inference for high-dimensional sparse econometric models

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in […]

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
30 December 2011 | CWP41/11
Sparse models and methods for optimal instruments with an application to eminent domain

We develop results for the use of LASSO and Post-LASSO methods to form first-stage predictions and […]

Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
22 October 2010 | CWP31/10

Latest version

Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
26 December 2012 | Journal Article
Instrumental variables estimation with flexible distribution

Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]

Christian Hansen, James B. McDonald, Whitney K. Newey
1 January 2010 | Journal Article

Previous version

Instrumental variables estimation with flexible distribution
Christian Hansen, James B. McDonald, Whitney K. Newey
20 August 2007 | CWP21/07