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 1 9 3 5 11 24
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 3 3 5 8
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 2 6 10 100
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 1 1 36 2 4 9 21
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 1 3 2 5 6 9
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 3 6 7 98
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 2 4 9 59
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 351 5 9 13 643
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 1 2 5 253
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 3 5 6 203
Forecasting with nonlinear time series models 0 0 0 696 1 7 7 1,433
Functional Sequential Treatment Allocation 0 0 0 2 5 12 14 46
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 3 4 7 14
Inference in High-dimensional Dynamic Panel Data Models 0 0 1 46 3 6 10 126
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 2 4 4 87
Lassoing the Determinants of Retirement 0 0 0 70 1 4 6 147
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 1 109 2 6 10 307
Optimal sequential treatment allocation 0 0 0 8 0 2 6 53
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 1 106 2 4 8 314
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 3 6 7 244
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 3 4 7 101
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 5 6 8 297
Oracle inequalities for high-dimensional panel data models 0 0 1 103 3 4 6 111
Power in High-dimensional testing Problems 0 0 0 35 8 8 8 102
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 0 0 0 3 3 7 9 12
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 7 9 10 105
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 4 5 6 71
Superconsistency of Tests in High Dimensions 0 0 0 22 8 8 11 55
Treatment recommendation with distributional targets 0 0 0 2 2 5 8 29
Total Working Papers 0 1 8 2,311 91 160 233 5,072

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 3 13 15
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 1 2 3 3
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 1 2 25 1 9 18 116
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 0 1 28 2 5 8 99
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 7 8 14 14
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 6 6 15 71
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 1 38 4 4 8 130
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 47 5 10 13 129
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 4 6 9 112
Functional Sequential Treatment Allocation 0 0 0 5 15 17 18 25
Lassoing the Determinants of Retirement 0 0 0 7 2 3 5 46
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 1 2 3 71
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 0 0 1 19 1 3 8 73
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 3 4 5 30
Oracle inequalities for high dimensional vector autoregressions 1 1 7 111 4 5 15 307
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 6 7 13 111
Power in High‐Dimensional Testing Problems 0 0 0 8 1 3 6 74
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 2 6 8 27
Treatment recommendation with distributional targets 0 0 0 0 3 6 10 12
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 1 8 3 5 13 39
Total Journal Articles 1 2 14 392 73 114 205 1,504

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Statistics updated 2026-02-12