Christian Hansen
Selected Publications
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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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 […]
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We consider estimation of policy relevant treatment effects in a data-rich environment where there may be […]
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We propose robust methods for inference on the effect of a treatment variable on a scalar […]
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In this article, we review quantile models with endogeneity. We focus on models that achieve identification […]
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We propose robust methods for inference on the effect of a treatment variable on a scalar […]