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 1 1 3 15
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 1 35 0 2 7 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 59 0 0 1 92
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 0 0 50
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 351 1 1 3 633
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 2 2 3 251
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 1 1 2 33
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 1 1 4 10
Inference in High-dimensional Dynamic Panel Data Models 0 0 2 46 0 1 3 118
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 0 2 109 0 1 4 300
Optimal sequential treatment allocation 0 0 0 8 1 2 3 49
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 1 1 1 238
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 0 1 3 291
Oracle inequalities for high-dimensional panel data models 0 0 0 102 1 1 2 106
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 2 2 23
Total Working Papers 0 0 10 2,307 10 18 58 4,876

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 1 9 9
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 0 1 24 0 1 6 102
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 0 1 28 1 1 4 94
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 3 6 7 63
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 1 38 1 2 4 125
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 1 2 2 105
Functional Sequential Treatment Allocation 0 0 2 5 0 0 2 7
Lassoing the Determinants of Retirement 0 0 0 7 0 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 0 4 5 70
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 1 1 26
Oracle inequalities for high dimensional vector autoregressions 0 0 9 109 1 2 17 300
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 0 3 5 101
Power in High‐Dimensional Testing Problems 0 0 0 8 0 2 3 70
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 0 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 2 9 34
Total Journal Articles 0 0 20 388 9 29 86 1,357

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05