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Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl - In: Journal of time series econometrics 3 (2011) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10009623564
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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
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Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
Kock, Anders Bredahl - In: Econometric theory 32 (2016) 1, pp. 243-259
Persistent link: https://www.econbiz.de/10011578467
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Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl - In: Journal of time series econometrics 3 (2011) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10010029892
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Forecasting With Nonlinear Time Series Models
Kock, Anders Bredahl; Teräsvirta, Timo - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882026
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Treatment recommendation with distributional targets
Kock, Anders Bredahl; Preinerstorfer, David; Veliyev, … - In: Journal of econometrics 234 (2023) 2, pp. 624-646
Persistent link: https://www.econbiz.de/10014434355
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Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Caner, Mehmet; Kock, Anders Bredahl - In: Journal of econometrics 203 (2018) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10011974644
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Modeling and forecasting large realized covariance matrices and portfolio choice
Callot, Laurent A. F.; Kock, Anders Bredahl; Medeiros, … - In: Journal of applied econometrics 32 (2017) 1, pp. 140-158
Persistent link: https://www.econbiz.de/10011688494
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Sharp threshold detection based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10011704188
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Oracle inequalities for convex loss functions with nonlinear targets
Caner, Mehmet; Kock, Anders Bredahl - In: Econometric reviews 35 (2016) 8/10, pp. 1377-1411
Persistent link: https://www.econbiz.de/10011592343