Department of Economics and Business Economics

Anders Bredahl Kock

  1. 2018
  2. Published

    Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso. / Caner, Mehmet; Kock, Anders Bredahl.

    In: Journal of Econometrics, Vol. 203, No. 1, 2018, p. 143-168.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2017
  4. Published

    Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice. / Callot, Laurent; Kock, Anders Bredahl; Medeiros, Marcelo.

    In: Journal of Applied Econometrics, Vol. 32, No. 1, 2017, p. 140-158.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. Accepted/In press

    Sharp threshold detection based on sup-norm error rates in high-dimensional models. / Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; Riquelme, Juan Andres.

    In: Journal of Business and Economic Statistics, 2017.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. 2016
  7. Published

    Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models. / Kock, Anders Bredahl.

    In: Journal of Econometrics, Vol. 195, No. 1, 11.2016, p. 71-85.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. Published

    Inference in partially identified models with many moment inequalities using Lasso. / Bugni, Federico A.; Caner, Mehmet; Kock, Anders Bredahl; Lahiri, Soumendra.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paperResearch

  9. Published

    Consistent and Conservative Model Selection with the Adaptive LASSO in Stationary and Nonstationary Autoregressions. / Kock, Anders Bredahl.

    In: Econometric Theory, Vol. 32, No. 1, 2016, p. 243-259.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. Published

    Forecasting macroeconomic variables using neural network models and three automated model selection techniques. / Kock, Anders Bredahl; Teräsvirta, Timo.

    In: Econometric Reviews, Vol. 35, No. 8-10, 2016, p. 1753-1779.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. Published

    Lassoing the Determinants of Retirement. / Kallestrup-Lamb, Malene; Kock, Anders Bredahl; Kristensen, Johannes Tang.

    In: Econometric Reviews, Vol. 35, No. 8-10, 2016, p. 1522-1561.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  12. Published

    Oracle Inequalities for Convex Loss Functions with Non-Linear Targets. / Caner, Mehmet; Kock, Anders Bredahl.

    In: Econometric Reviews, Vol. 35, No. 8-10, 2016, p. 1377-1411.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2015
  14. Published

    Oracle Inequalities for High-Dimensional Vector Autoregressions. / Kock, Anders Bredahl; Callot, Laurent.

    In: Journal of Econometrics, Vol. 186, No. 2, 06.2015, p. 325–344.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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