152 citations · 285 across the 23 of their papers we have counts for
5 papers · 1 filter
Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables
Alexandre Belloni, Christian Hansen, Whitney Newey
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In this work we allow for models with many endogenous…
Smart City Analytics: Ensemble-Learned Prediction of Citizen Home Care
Casper Hansen, Christian Hansen, Stephen Alstrup +1
We present an ensemble learning method that predicts large increases in the hours of home care received by citizens. The method is supervised, and uses different ensembles of eithe…
Sequence Modelling For Analysing Student Interaction with Educational Systems
Christian Hansen, Casper Hansen, Niklas Hjuler +2
The analysis of log data generated by online educational systems is an important task for improving the systems, and furthering our knowledge of how students learn. This paper uses…
Targeted Undersmoothing
Christian Hansen, Damian Kozbur, Sanjog Misra
This paper proposes a post-model selection inference procedure, called targeted undersmoothing, designed to construct uniformly valid confidence sets for a broad class of functiona…
Double/Debiased/Neyman Machine Learning of Treatment Effects
Victor Chernozhukov, Denis Chetverikov, Mert Demirer +3
Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements ab…