Christian Hansen

Selected Publications

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 […]

Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
22 October 2010 | CWP31/10

Latest version

Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni, D. Chen, Victor Chernozhukov, Christian Hansen
26 December 2012 | Journal Article
Instrumental variables estimation with flexible distribution

Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]

Christian Hansen, James B. McDonald, Whitney K. Newey
1 January 2010 | Journal Article

Previous version

Instrumental variables estimation with flexible distribution
Christian Hansen, James B. McDonald, Whitney K. Newey
20 August 2007 | CWP21/07
Estimation with many instrumental variables

Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference […]

Christian Hansen, Jerry Hausman, Whitney K. Newey
3 October 2008 | Journal Article

Previous version

Estimation with many instrumental variables
Christian Hansen, Jerry Hausman, Whitney K. Newey
29 September 2006 | CWP19/06
Instrumental variables estimation with flexible distribution

Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might […]

Christian Hansen, James B. McDonald, Whitney K. Newey
20 August 2007 | CWP21/07

Latest version

Instrumental variables estimation with flexible distribution
Christian Hansen, James B. McDonald, Whitney K. Newey
1 January 2010 | Journal Article
Estimation with many instrumental variables

Using many valid instrumental variables has the potential to improve efficiencybut makes the usual inference procedures […]

Christian Hansen, Jerry Hausman, Whitney K. Newey
29 September 2006 | CWP19/06

Latest version

Estimation with many instrumental variables
Christian Hansen, Jerry Hausman, Whitney K. Newey
3 October 2008 | Journal Article