Christian Hansen
Selected Publications
Estimation of treatment effects with high-dimensional controls
We propose methods for inference on the average effect of a treatment on a scalar outcome […]
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Inference for high-dimensional sparse econometric models
This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in […]
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 […]
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Instrumental variables estimation with flexible distribution
Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]
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Estimation with many instrumental variables
Using many valid instrumental variables has the potential to improve efficiencybut makes the usual inference procedures […]