Access Statistics for Anders Bredahl Kock

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Ridge-Regularised Jackknifed Anderson-Rubin Test 0 0 0 8 0 1 2 14
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 0 1 2 4
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 0 1 90
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 7 35 0 2 7 14
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 2 2 0 0 3 3
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 0 1 1 92
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 0 50
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 1 2 351 0 2 4 632
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 1 157 1 1 2 249
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 0 0 1 197
Forecasting with nonlinear time series models 0 0 0 696 0 0 0 1,426
Functional Sequential Treatment Allocation 0 0 0 2 0 0 1 32
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 1 2 8
Inference in High-dimensional Dynamic Panel Data Models 0 1 3 46 0 1 3 117
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 0 1 83
Lassoing the Determinants of Retirement 0 0 0 70 0 1 1 142
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 1 108 1 1 3 298
Optimal sequential treatment allocation 0 0 0 8 0 0 1 47
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 1 1 106 0 1 2 307
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 0 0 0 237
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 1 1 95
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 1 109 0 1 3 290
Oracle inequalities for high-dimensional panel data models 0 0 2 102 0 0 3 105
Power in High-dimensional testing Problems 0 0 0 35 0 0 3 94
Regularizing Discrimination in Optimal Policy Learning with Distributional Targets 0 0 0 3 0 1 1 4
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 0 0 95
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 0 0 65
Superconsistency of Tests in High Dimensions 0 0 1 22 0 1 2 45
Treatment recommendation with distributional targets 0 0 0 2 0 0 0 21
Total Working Papers 0 3 21 2,306 2 17 50 4,856

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Ridge-Regularized Jackknifed Anderson-Rubin Test 0 0 0 0 2 5 7 7
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 0 0 0 0
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 0 23 1 1 5 99
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 0 0 27 0 1 3 92
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 19 0 1 2 57
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 1 1 3 38 1 1 4 123
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 6 47 0 0 8 116
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 0 0 0 103
Functional Sequential Treatment Allocation 0 0 2 5 0 0 2 7
Lassoing the Determinants of Retirement 0 0 0 7 0 1 1 42
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 1 3 69
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 1 1 1 19 1 1 3 66
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 0 0 25
Oracle inequalities for high dimensional vector autoregressions 0 4 10 108 0 5 18 297
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 0 0 3 98
Power in High‐Dimensional Testing Problems 0 0 0 8 0 0 1 68
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 1 3 20
Treatment recommendation with distributional targets 0 0 0 0 0 0 0 2
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 1 1 8 1 6 8 32
Total Journal Articles 2 7 24 385 6 24 71 1,323

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Statistics updated 2025-05-12