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 1 1 14 28
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 0 1 7 11
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 0 12 102
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 1 36 0 1 8 24
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 1 3 1 6 13 16
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 0 4 12 104
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 1 1 10 60
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 1 1 2 353 2 4 19 651
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 1 5 10 259
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 1 3 9 207
Forecasting with nonlinear time series models 0 0 0 696 0 2 9 1,435
Functional Sequential Treatment Allocation 0 0 0 2 0 3 19 51
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 4 11 20
Inference in High-dimensional Dynamic Panel Data Models 0 0 0 46 0 4 13 131
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 2 8 91
Lassoing the Determinants of Retirement 0 0 0 70 1 8 13 155
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 0 109 3 4 16 316
Optimal sequential treatment allocation 0 0 0 8 2 4 9 57
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 1 3 10 317
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 0 2 9 246
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 1 7 102
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 0 3 12 302
Oracle inequalities for high-dimensional panel data models 0 0 1 103 0 2 8 113
Power in High-dimensional testing Problems 0 0 0 35 1 4 14 108
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 0 0 1 4 2 3 15 19
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 3 17 112
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 1 9 74
Superconsistency of Tests in High Dimensions 0 0 0 22 0 1 12 57
Treatment recommendation with distributional targets 0 0 0 2 1 3 11 32
Total Working Papers 1 1 7 2,314 18 83 336 5,200

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 4 13 21
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 0 2 6 6
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 0 1 25 1 5 23 125
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 1 1 29 0 2 9 102
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 0 0 0 2 2 2
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 1 14 15
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 20 1 2 15 74
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 1 5 12 136
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 47 0 3 17 133
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 0 2 11 115
Functional Sequential Treatment Allocation 0 0 0 5 0 1 20 27
Lassoing the Determinants of Retirement 0 0 0 7 0 5 9 51
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 2 4 73
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 0 0 0 19 0 0 11 79
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 3 9 34
Oracle inequalities for high dimensional vector autoregressions 1 1 3 112 5 7 17 316
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 1 7 21 119
Power in High‐Dimensional Testing Problems 0 0 0 8 0 1 7 75
Regularizing fairness in optimal policy learning with distributional targets 0 0 0 0 1 1 2 2
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 5 14 34
Treatment recommendation with distributional targets 0 0 0 0 1 7 18 20
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 0 8 0 4 12 44
Total Journal Articles 1 2 7 395 13 71 266 1,603

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Statistics updated 2026-07-10