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 3 13 27
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 1 3 7 11
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 2 12 102
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 1 36 1 3 10 24
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 1 3 4 5 11 14
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 9 59
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 3 5 11 103
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 1 1 352 2 6 17 649
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 3 4 8 257
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 1 2 8 205
Forecasting with nonlinear time series models 0 0 0 696 2 2 9 1,435
Functional Sequential Treatment Allocation 0 0 0 2 3 5 19 51
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 4 6 12 20
Inference in High-dimensional Dynamic Panel Data Models 0 0 0 46 4 5 14 131
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 2 4 8 91
Lassoing the Determinants of Retirement 0 0 0 70 6 6 11 153
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 1 109 1 6 15 313
Optimal sequential treatment allocation 0 0 0 8 2 2 8 55
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 1 1 8 315
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 2 2 9 246
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 1 1 7 102
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 3 5 12 302
Oracle inequalities for high-dimensional panel data models 0 0 1 103 2 2 8 113
Power in High-dimensional testing Problems 0 0 0 35 2 4 12 106
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 0 1 1 4 1 5 13 17
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 3 7 17 112
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 2 8 73
Superconsistency of Tests in High Dimensions 0 0 0 22 1 2 12 57
Treatment recommendation with distributional targets 0 0 0 2 2 2 10 31
Total Working Papers 0 2 7 2,313 57 102 318 5,174

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 1 3 11 18
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 2 3 6 6
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 2 25 3 7 24 123
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 0 1 28 1 2 9 101
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 1 1 14 15
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 1 1 20 1 2 16 73
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 2 3 10 133
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 47 3 4 17 133
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 1 2 11 114
Functional Sequential Treatment Allocation 0 0 0 5 1 2 20 27
Lassoing the Determinants of Retirement 0 0 0 7 4 4 8 50
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 2 2 4 73
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 0 0 0 19 0 6 13 79
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 3 4 9 34
Oracle inequalities for high dimensional vector autoregressions 0 0 3 111 1 3 13 310
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 2 3 16 114
Power in High‐Dimensional Testing Problems 0 0 0 8 0 0 6 74
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 4 6 13 33
Treatment recommendation with distributional targets 0 0 0 0 4 5 15 17
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 0 8 4 5 12 44
Total Journal Articles 0 1 8 393 40 67 247 1,571

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Statistics updated 2026-05-06