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 0 1 12 29
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 0 0 7 11
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 3 12 105
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 1 36 0 2 10 26
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 1 3 0 2 15 18
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 10 60
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 1 3 15 107
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 2 353 0 2 20 653
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 0 8 259
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 0 2 11 209
Forecasting with nonlinear time series models 0 0 0 696 0 0 9 1,435
Functional Sequential Treatment Allocation 0 0 0 2 2 3 21 54
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 1 11 21
Inference in High-dimensional Dynamic Panel Data Models 0 0 0 46 0 0 12 131
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 0 8 91
Lassoing the Determinants of Retirement 0 0 0 70 0 3 16 158
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 0 109 0 2 18 318
Optimal sequential treatment allocation 0 0 0 8 0 1 8 58
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 0 2 12 319
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 0 1 9 247
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 3 10 105
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 0 2 13 304
Oracle inequalities for high-dimensional panel data models 0 0 0 103 1 1 7 114
Power in High-dimensional testing Problems 0 0 0 35 0 1 15 109
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 0 0 1 4 0 2 17 21
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 1 1 18 0 1 17 113
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 1 9 75
Superconsistency of Tests in High Dimensions 0 0 0 22 0 1 13 58
Treatment recommendation with distributional targets 0 0 0 2 1 2 11 34
Total Working Papers 0 1 7 2,315 5 42 356 5,242

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 1 1 1 0 2 13 23
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 0 0 6 6
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 1 25 1 3 24 128
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 0 1 29 0 0 8 102
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 0 0 0 2 4 4
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 0 12 15
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 1 2 21 2 3 14 77
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 0 1 12 137
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 1 1 48 0 1 16 134
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 0 0 10 115
Functional Sequential Treatment Allocation 0 0 0 5 1 4 24 31
Lassoing the Determinants of Retirement 0 0 0 7 0 0 8 51
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 1 5 74
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 0 0 0 19 0 0 9 79
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 0 8 34
Oracle inequalities for high dimensional vector autoregressions 0 0 3 112 1 3 18 319
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 0 0 16 119
Power in High‐Dimensional Testing Problems 0 0 0 8 0 0 5 75
Regularizing fairness in optimal policy learning with distributional targets 0 0 0 0 1 2 4 4
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 1 2 15 36
Treatment recommendation with distributional targets 0 0 0 0 1 3 21 23
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 0 8 1 2 12 46
Total Journal Articles 0 3 10 398 9 29 264 1,632

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Statistics updated 2026-10-11