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 2 6 12 26
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 1 1 4 6 9
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso 0 0 0 43 1 3 11 101
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions 0 0 1 36 1 4 9 22
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm 0 0 1 3 1 6 7 10
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 59 1 7 8 99
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice 0 0 0 41 0 3 9 59
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 351 3 11 15 646
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 1 5 253
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 113 1 6 7 204
Forecasting with nonlinear time series models 0 0 0 696 0 5 7 1,433
Functional Sequential Treatment Allocation 0 0 0 2 2 8 16 48
Functional Sequential Treatment Allocation with Covariates 0 0 0 0 2 5 9 16
Inference in High-dimensional Dynamic Panel Data Models 0 0 0 46 1 6 10 127
Inference in partially identified models with many moment inequalities using Lasso 0 0 0 37 0 3 4 87
Lassoing the Determinants of Retirement 0 0 0 70 0 3 5 147
On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions 0 0 1 109 3 7 13 310
Optimal sequential treatment allocation 0 0 0 8 0 2 6 53
Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions 0 0 0 106 0 4 7 314
Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models 0 0 0 93 0 5 7 244
Oracle Inequalities for Convex Loss Functions with Non-Linear Targets 0 0 0 26 0 3 7 101
Oracle Inequalities for High Dimensional Vector Autoregressions 0 0 0 109 1 7 8 298
Oracle inequalities for high-dimensional panel data models 0 0 1 103 0 4 6 111
Power in High-dimensional testing Problems 0 0 0 35 1 9 9 103
Regularizing Fairness in Optimal Policy Learning with Distributional Targets 1 1 1 4 4 9 13 16
Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models 0 0 0 17 3 11 13 108
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models 0 0 0 14 2 7 8 73
Superconsistency of Tests in High Dimensions 0 0 0 22 1 9 11 56
Treatment recommendation with distributional targets 0 0 0 2 0 4 8 29
Total Working Papers 1 1 7 2,312 31 162 256 5,103

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 4 12 16
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations 0 0 0 0 1 2 4 4
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso 0 1 2 25 2 9 20 118
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS 0 0 1 28 1 5 8 100
FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES 0 0 1 1 0 7 13 14
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 0 6 15 71
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 1 38 1 5 9 131
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 47 1 10 14 130
Forecasting with Universal Approximators and a Learning Algorithm 0 0 0 25 0 5 9 112
Functional Sequential Treatment Allocation 0 0 0 5 1 17 19 26
Lassoing the Determinants of Retirement 0 0 0 7 0 3 4 46
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice 0 0 0 23 0 2 2 71
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS 0 0 1 19 3 4 11 76
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets 0 0 0 0 0 4 5 30
Oracle inequalities for high dimensional vector autoregressions 0 1 5 111 0 5 12 307
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models 0 0 0 27 1 8 14 112
Power in High‐Dimensional Testing Problems 0 0 0 8 0 3 6 74
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models 0 0 0 1 2 8 9 29
Treatment recommendation with distributional targets 0 0 0 0 1 5 11 13
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS 0 0 0 8 0 5 9 39
Total Journal Articles 0 2 11 392 15 117 206 1,519

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Statistics updated 2026-03-04