Следене
Anders Bredahl Kock
Anders Bredahl Kock
Потвърден имейл адрес: economics.ox.ac.uk
Заглавие
Позовавания
Позовавания
Година
Oracle inequalities for high dimensional vector autoregressions
AB Kock, L Callot
Journal of Econometrics 186 (2), 325-344, 2015
2442015
Modeling and forecasting large realized covariance matrices and portfolio choice
LAF Callot, AB Kock, MC Medeiros
Journal of Applied Econometrics 32 (1), 140-158, 2017
962017
Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
AB Kock
Econometric Theory 32 (1), 243-259, 2016
83*2016
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative lasso
M Caner, AB Kock
Journal of Econometrics 203 (1), 143-168, 2018
702018
Forecasting with nonlinear time series models
AB Kock, T Teräsvirta
68*2011
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
A Bredahl Kock, T Teräsvirta
Econometric Reviews 35 (8-10), 1753-1779, 2016
572016
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009
AB Kock, T Teräsvirta
International Journal of Forecasting 30 (3), 616-631, 2014
512014
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
AB Kock, H Tang
Econometric Theory 35 (2), 295-359, 2019
43*2019
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
AB Kock
Journal of Econometrics 195 (1), 71-85, 2016
342016
Oracle efficient estimation and forecasting with the adaptive lasso and the adaptive group lasso in vector autoregressions
LAF Callot, AB Kock
Essays in nonlinear time series econometrics, 238-268, 2014
322014
Oracle efficient variable selection in random and fixed effects panel data models
AB Kock
Econometric Theory 29 (1), 115-152, 2013
312013
Power in High‐Dimensional Testing Problems
AB Kock, D Preinerstorfer
Econometrica 87 (3), 1055-1069, 2019
252019
High dimensional linear gmm
M Caner, AB Kock
arXiv preprint arXiv:1811.08779, 2018
182018
Optimal sequential treatment allocation
AB Kock, M Thyrsgaard
arXiv preprint arXiv:1705.09952, 2017
182017
Forecasting the Finnish consumer price inflation using artificial neural network models and three automated model selection techniques
AB Kock, T Teräsvirta
Finnish Economic Papers 26 (1), 13-24, 2013
182013
Lassoing the determinants of retirement
M Kallestrup-Lamb, AB Kock, JT Kristensen
Econometric Reviews 35 (8-10), 1522-1561, 2016
142016
Functional sequential treatment allocation
AB Kock, D Preinerstorfer, B Veliyev
Journal of the American Statistical Association 117 (539), 1311-1323, 2022
122022
Penalized time series regression
AB Kock, M Medeiros, G Vasconcelos
Macroeconomic Forecasting in the Era of Big Data: Theory and Practice, 193-228, 2020
122020
Inference in partially identified models with many moment inequalities using Lasso
FA Bugni, M Caner, AB Kock, S Lahiri
Journal of Statistical Planning and Inference 206, 211-248, 2020
112020
Sharp threshold detection based on sup-norm error rates in high-dimensional models
L Callot, M Caner, AB Kock, JA Riquelme
Journal of Business & Economic Statistics 35 (2), 250-264, 2017
92017
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