| Oracle inequalities for high dimensional vector autoregressions AB Kock, L Callot Journal of Econometrics 186 (2), 325-344, 2015 | 205 | 2015 |
| 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 | 83 | 2017 |
| Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions AB Kock Econometric Theory 32 (1), 243-259, 2016 | 71* | 2016 |
| Forecasting with nonlinear time series models AB Kock, T Teräsvirta | 65 | 2011 |
| 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 | 64 | 2018 |
| 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 | 44 | 2014 |
| 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 | 35 | 2016 |
| 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 | 34* | 2019 |
| 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 | 32* | 2014 |
| 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 | 29 | 2016 |
| Oracle efficient variable selection in random and fixed effects panel data models AB Kock Econometric Theory 29 (1), 115-152, 2013 | 26 | 2013 |
| Power in High‐Dimensional Testing Problems AB Kock, D Preinerstorfer Econometrica 87 (3), 1055-1069, 2019 | 19 | 2019 |
| 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 | 19 | 2013 |
| Lassoing the determinants of retirement M Kallestrup-Lamb, AB Kock, JT Kristensen Econometric Reviews 35 (8-10), 1522-1561, 2016 | 17 | 2016 |
| High dimensional linear gmm M Caner, AB Kock arXiv preprint arXiv:1811.08779, 2018 | 16 | 2018 |
| Optimal sequential treatment allocation AB Kock, M Thyrsgaard arXiv preprint arXiv:1705.09952, 2017 | 16 | 2017 |
| Forecasting macroeconomic variables using neural network models and three automated model selection techniques AB Kock, T Teräsvirta School of Economics and Management, 2011 | 16 | 2011 |
| 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 | 10 | 2020 |
| Functional sequential treatment allocation AB Kock, D Preinerstorfer, B Veliyev Journal of the American Statistical Association 117 (539), 1311-1323, 2022 | 9 | 2022 |
| 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 | 8 | 2017 |
Laurent CallotAmazon ResearchПотвърден имейл адрес: amazon.com
