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 0 8 0 0 2 14
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 0 0 2 4
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 0 0 1 90
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 2 35 0 2 8 16
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 2 2 0 0 3 3
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 0 50
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 0 0 1 92
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 2 351 0 0 3 632
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 0 1 249
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 0 1 2 198
Forecasting with nonlinear time series models 0 0 0 696 0 0 0 1,426
Functional Sequential Treatment Allocation 0 0 0 2 0 0 1 32
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 0 1 3 9
Inference in High-dimensional Dynamic Panel Data Models 0 0 3 46 0 1 4 118
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 0 1 83
Lassoing the Determinants of Retirement 0 0 0 70 0 0 1 142
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 1 2 109 0 2 4 300
Optimal sequential treatment allocation 0 0 0 8 0 1 2 48
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 1 106 0 0 2 307
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 0 0 0 237
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 0 1 95
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 1 109 1 1 3 291
Oracle inequalities for high-dimensional panel data models 0 0 0 102 0 0 1 105
Power in High-dimensional testing Problems 0 0 0 35 0 0 2 94
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 0 0 0 3 0 0 1 4
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 0 0 0 95
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 0 0 0 65
Superconsistency of Tests in High Dimensions 0 0 0 22 0 0 1 45
Treatment recommendation with distributional targets 0 0 0 2 1 1 1 22
Total Working Papers 0 1 13 2,307 2 10 51 4,866

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 0 1 8 8
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 0 0 0 0
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 1 1 24 0 3 7 102
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 1 1 28 0 1 3 93
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 1 3 4 60
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 1 38 0 1 3 124
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 4 47 0 0 5 116
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 0 1 1 104
Functional Sequential Treatment Allocation 0 0 2 5 0 0 2 7
Lassoing the Determinants of Retirement 0 0 0 7 1 1 2 43
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 0 2 69
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 0 0 1 19 2 4 5 70
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 1 1 1 26
Oracle inequalities for high dimensional vector autoregressions 0 1 9 109 0 2 16 299
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 3 3 5 101
Power in High‐Dimensional Testing Problems 0 0 0 8 2 2 3 70
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 1 1 3 21
Treatment recommendation with distributional targets 0 0 0 0 0 0 0 2
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 1 8 1 1 8 33
Total Journal Articles 0 3 20 388 12 25 78 1,348

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Statistics updated 2025-08-05