Christian Hansen

Institution: University of Chicago

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://voices.uchicago.edu/christianhansen/

First Publication: 2004

Most Recent: 2023

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	2.69	0.00	0.00	2.69	65%
Last 10 Years	6.05	5.72	1.51	0.00	13.29	93%
All Time	11.44	26.91	2.19	0.84	41.37	97%

Publication Statistics

Raw Publications 24

Coauthorship-Adjusted Count 20.19

Publications (24)

Year	Article	Journal	Tier	Authors
2023	Targeted Undersmoothing: Sensitivity Analysis for Sparse Estimators	Review of Economics and Statistics	A	3
2022	High-dimensional linear models with many endogenous variables	Journal of Econometrics	A	3
2019	Pre-event Trends in the Panel Event-Study Design	American Economic Review	S	3
2019	THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS	Econometric Theory	B	2
2017	Double/Debiased/Neyman Machine Learning of Treatment Effects	American Economic Review	S	6
2017	Program Evaluation and Causal Inference With High‐Dimensional Data	Econometrica	S	4
2016	Inference in High-Dimensional Panel Models With an Application to Gun Control	Journal of Business & Economic Statistics	A	4
2016	FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS	Econometric Theory	B	4
2016	Grouped effects estimators in fixed effects models	Journal of Econometrics	A	2
2015	Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments	American Economic Review	S	3
2014	Inference on Treatment Effects after Selection among High-Dimensional Controls†	Review of Economic Studies	S	3
2014	Instrumental variables estimation with many weak instruments using regularized JIVE	Journal of Econometrics	A	2
2012	Plausibly Exogenous	Review of Economics and Statistics	A	3
2011	Inference with dependent data using cluster covariance estimators	Journal of Econometrics	A	3
2009	ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION	Econometric Theory	B	3
2009	Finite sample inference for quantile regression models	Journal of Econometrics	A	3
2008	The reduced form: A simple approach to inference with weak instruments	Economics Letters	C	2
2008	Instrumental variable quantile regression: A robust inference approach	Journal of Econometrics	A	2
2008	A semi-parametric Bayesian approach to the instrumental variable problem	Journal of Econometrics	A	4
2007	Inference approaches for instrumental variable quantile regression	Economics Letters	C	3
2007	Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects	Journal of Econometrics	A	1
2007	Asymptotic properties of a robust variance matrix estimator for panel data when T is large	Journal of Econometrics	A	1
2006	Instrumental quantile regression inference for structural and treatment effect models	Journal of Econometrics	A	2
2004	The Effects of 401(K) Participation on the Wealth Distribution: An Instrumental Quantile Regression Analysis	Review of Economics and Statistics	A	2