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 2 14 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 3 3 15 105
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 1 36 1 2 10 26
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 1 3 2 3 15 18
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 1 10 60
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 1 2 14 106
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 1 2 353 1 4 20 653
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 1 8 259
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 2 3 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 1 1 19 52
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 1 1 11 21
Inference in High-dimensional Dynamic Panel Data Models 0 0 0 46 0 0 13 131
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 3 4 16 158
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 0 109 1 5 18 318
Optimal sequential treatment allocation 0 0 0 8 1 3 9 58
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 1 3 12 319
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 1 1 9 247
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 1 3 10 105
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 1 2 13 304
Oracle inequalities for high-dimensional panel data models 0 0 1 103 0 0 7 113
Power in High-dimensional testing Problems 0 0 0 35 1 2 15 109
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 0 0 1 4 2 4 17 21
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 1 1 1 18 1 1 18 113
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 1 1 10 75
Superconsistency of Tests in High Dimensions 0 0 0 22 1 1 13 58
Treatment recommendation with distributional targets 0 0 0 2 1 2 10 33
Total Working Papers 1 2 8 2,315 29 55 361 5,237

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 4 14 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 0 3 25 127
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 1 2 4 4
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 0 14 15
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 1 1 2 21 1 2 12 75
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 0 2 12 137
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 1 1 1 48 1 1 18 134
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 0 0 10 115
Functional Sequential Treatment Allocation 0 0 0 5 3 3 23 30
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 1 3 112 1 7 18 318
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 0 1 18 119
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 0 2 3 3
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 1 14 35
Treatment recommendation with distributional targets 0 0 0 0 0 3 20 22
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 0 8 1 1 11 45
Total Journal Articles 2 4 10 398 8 33 265 1,623

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Statistics updated 2026-09-10