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Christian Hansen

Christian Hansen

Academic outputs

Cemmap Working Paper CWP35/18
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to the sample size.
Cemmap Working Paper CWP63/17
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature.

Reports and comment

Presentations