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D-Index & Metrics

Mathematics

D-Index
40
Citations
17440
World Ranking
1977
National Ranking
834

Overview

Christian Hansen is affiliated with the University of Chicago in the United States. Their research primarily focuses on the field of Mathematics, with significant contributions in Statistics and Probability, Economics and Econometrics, Artificial Intelligence, General Economics, Econometrics and Finance, and Computational Mechanics.

The main topics addressed in their work include:

  • Statistical Methods and Inference
  • Advanced Causal Inference Techniques
  • Monetary Policy and Economic Impact
  • Spatial and Panel Data Analysis
  • Probability and Statistical Research
  • Statistical and numerical algorithms
  • Sparse and Compressive Sensing Techniques

Hansen's recent scholarly output comprises the following papers:

  • "Visualization, Identification, and Estimation in the Linear Panel Event-Study Design," 2021, published as a Working paper
  • "lassopack: Model selection and prediction with regularized regression in Stata," 2020, published in The Stata Journal Promoting communications on statistics and Stata
  • "Applied Causal Inference Powered by ML and AI," 2024, published on arXiv (Cornell University)
  • "ddml: Double/debiased machine learning in Stata," 2024, published in The Stata Journal Promoting communications on statistics and Stata
  • "pystacked: Stacking generalization and machine learning in Stata," 2023, published in The Stata Journal Promoting communications on statistics and Stata

Their collaborative network includes frequent co-authors such as Achim Ahrens, Mark E. Schaffer, Simon Freyaldenhoven, Jesse M. Shapiro, and Thomas Wiemann. This network reflects ongoing joint research efforts across various domains of econometrics and statistical methodology.

Christian Hansen often publishes in venues that focus on both applied and theoretical aspects of statistics and economics. These frequent venues include:

  • arXiv (Cornell University)
  • The Stata Journal Promoting communications on statistics and Stata
  • SSRN Electronic Journal
  • Working paper
  • The Review of Economics and Statistics

Best Publications

  • Double/Debiased Machine Learning for Treatment and Structural Parameters

    Victor Chernozhukov;Denis Chetverikov;Mert Demirer;Esther Duflo

  • Inference on Treatment Effects after Selection among High-Dimensional Controls

    Alexandre Belloni;Victor Chernozhukov;Christian Hansen

  • An IV Model of Quantile Treatment Effects

    Victor Chernozhukov;Christian Bailey Hansen

  • Plausibly Exogenous

    Unknown

  • Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

    Alexandre Belloni;Daniel Chen;Victor Chernozhukov;Christian Hansen

  • High-Dimensional Methods and Inference on Structural and Treatment Effects

    Alexandre Belloni;Victor Chernozhukov;Christian Hansen

  • Instrumental quantile regression inference for structural and treatment effect models

    Victor Chernozhukov;Christian Hansen

  • Estimation With Many Instrumental Variables

    Christian Hansen;Jerry Hausman;Whitney K. Newey

  • Instrumental variable quantile regression : A robust inference approach

    Victor Chernozhukov;Christian Hansen

  • Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects

    Christian B. Hansen

  • Pre-event Trends in the Panel Event-Study Design

    Simon Freyaldenhoven;Christian Hansen;Jesse M. Shapiro

  • Program evaluation and causal inference with high-dimensional data

    Alexandre Belloni;Victor Chernozhukov;Ivan Fernandez-Val;Christian Hansen

  • Asymptotic properties of a robust variance matrix estimator for panel data when T is large

    Christian B. Hansen

  • Double/Debiased/Neyman Machine Learning of Treatment Effects

    Victor Chernozhukov;Denis Chetverikov;Mert Demirer;Esther Duflo

  • Inference with dependent data using cluster covariance estimators

    C. Alan Bester;Timothy G. Conley;Christian B. Hansen

  • The reduced form: A simple approach to inference with weak instruments

    Victor Chernozhukov;Christian Hansen

  • Post-selection and post-regularization inference in linear models with many controls and instruments

    Victor Chernozhukov;Christian Hansen;Martin Spindler

  • The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis

    Victor Chernozhukov;Christian Hansen

  • Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

    Victor Chernozhukov;Christian Hansen;Martin Spindler

  • lassopack: Model selection and prediction with regularized regression in Stata:

    Achim Ahrens;Christian B. Hansen;Mark E. Schaffer

  • A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem

    Timothy G. Conley;Christian B. Hansen;Robert E. McCulloch;Peter E. Rossi

Frequent Co-Authors

Mark E. Schaffer
Mark E. Schaffer Heriot-Watt University
Jesse M. Shapiro
Jesse M. Shapiro Harvard University
James B. McDonald
James B. McDonald Brigham Young University
James M. Robins
James M. Robins Harvard University
Peter E. Rossi
Peter E. Rossi University of California, Los Angeles
Robert E. McCulloch
Robert E. McCulloch Arizona State University

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