Christian B. Hansen studies applied and theoretical econometrics, the uses of high-dimensional statistical methods in economic applications, estimation of panel data models, quantile regression, and weak instruments. In 2008, Hansen was named a Neubauer Family Faculty Fellow.
Hansen's recent research has focused on the uses of high-dimensional data and methods in economics applications. The working papers “Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain” with A. Belloni, D. Chen, and V. Chernzhukov and “Inference on Treatment Effects after Selection amongst High-Dimensional Controls” with A. Belloni and V. Chernozhukov present approaches to estimating structural or treatment effects from economic data in canonical instrumental variables and treatment effects models. Hansen has published articles regarding identification and estimation in panel data models, inference with data that may be spatially and temporally dependent, quantile regression, and instrumental variables models with weak or many instruments. His published work has appeared in several journals including Econometrica, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Review of Economics and Statistics.
Hansen graduated from Brigham Young University with a bachelor's degree in economics in 2000. In 2004, he received a PhD in economics from the Massachusetts Institute of Technology, where he was a graduate research fellow of the National Science Foundation. He joined the Chicago Booth faculty in 2004.
2014 - 2015 Course Schedule
||Applied Regression Analysis
Applied and theoretical econometrics; high-dimensional data analysis; identification and estimation of panel data models; quantile regression; weak instruments.
With Timothy Conley and Peter Rossi, “Plausibly Exogenous,” Review of Economics and Statistics (2012).
With C. Alan Bester and Timothy Conley, “Inference with Dependent Data Using Cluster Covariance Estimators,” Journal of Economtrics (2011).
With C. Alan Bester, “Identification of Marginal Effects in a Nonparametric Correlation Random Effects Model,” Journal of Business and Economic Statistics (2009).
With Timothy Conley, Rob McCulloch, and Peter Rossi, “A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem,” Journal of Econometrics (2008).
With Victor Chernozhukov, "An IV Model of Quantile Treatment Effects," Econometrica (2005).
For a listing of research publications please visit
’s university library listing