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Timothy Christensen

Timothy Christensen

New York University

H-index: 11

North America-United States

Contact Timothy Christensen

About Timothy Christensen

Timothy Christensen, With an exceptional h-index of 11 and a recent h-index of 11 (since 2020), a distinguished researcher at New York University, specializes in the field of Econometrics, Finance, Statistics, Machine Learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities

Inference for Regression with Variables Generated from Unstructured Data

Counterfactual sensitivity and robustness

Factor Glut in Asset Pricing through a Modern Optimization Lens

Externally valid treatment choice

Existence and uniqueness of recursive utilities without boundedness

Optimal discrete decisions when payoffs are partially identified

Robust forecasting

Timothy Christensen Information

University

Position

___

Citations(all)

895

Citations(since 2020)

603

Cited By

487

hIndex(all)

11

hIndex(since 2020)

11

i10Index(all)

13

i10Index(since 2020)

11

Email

University Profile Page

Google Scholar

Timothy Christensen Skills & Research Interests

Econometrics

Finance

Statistics

Machine Learning

Top articles of Timothy Christensen

Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities

The Review of Economic Studies

2024/3/18

Timothy Christensen
Timothy Christensen

H-Index: 8

Xiaohong Chen
Xiaohong Chen

H-Index: 50

Inference for Regression with Variables Generated from Unstructured Data

arXiv preprint arXiv:2402.15585

2024/2/23

Timothy Christensen
Timothy Christensen

H-Index: 8

Stephen Hansen
Stephen Hansen

H-Index: 10

Counterfactual sensitivity and robustness

Econometrica

2023/1

Timothy Christensen
Timothy Christensen

H-Index: 8

Factor Glut in Asset Pricing through a Modern Optimization Lens

Available at SSRN 4470335

2023/6/1

Timothy Christensen
Timothy Christensen

H-Index: 8

Xiaohui Gao
Xiaohui Gao

H-Index: 6

Externally valid treatment choice

arXiv preprint arXiv:2205.05561

2022/5

Timothy Christensen
Timothy Christensen

H-Index: 8

Existence and uniqueness of recursive utilities without boundedness

Journal of Economic Theory

2022/3/1

Optimal discrete decisions when payoffs are partially identified

arXiv preprint arXiv:2204.11748

2022/4/25

Timothy Christensen
Timothy Christensen

H-Index: 8

Hyungsik Roger Moon
Hyungsik Roger Moon

H-Index: 21

Frank Schorfheide
Frank Schorfheide

H-Index: 39

Robust forecasting

arXiv preprint arXiv:2011.03153

2020/11/6

Timothy Christensen
Timothy Christensen

H-Index: 8

Hyungsik Roger Moon
Hyungsik Roger Moon

H-Index: 21

Frank Schorfheide
Frank Schorfheide

H-Index: 39

See List of Professors in Timothy Christensen University(New York University)