Christian Hansen
Selected Publications
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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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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Data with a large number of variables relative to the sample size—”high-dimensional data”—are readily available and […]
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In this article, we review quantile models with endogeneity. We focus on models that achieve indentification […]
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We develop results for the use of Lasso and post-Lasso methods to form first-stage predictions and […]
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Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]
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Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference […]