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Oracle efficient variable selection in random and fixed effects panel data models
Kock, Anders Bredahl - In: Econometric theory 29 (2013) 1, pp. 115-152
Persistent link: https://www.econbiz.de/10009747867
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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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Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl; Tang, Haihan - In: Econometric theory 35 (2019) 2, pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
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Superconsistency of tests in high dimensions
Kock, Anders Bredahl; Preinerstorfer, David - In: Econometric theory 40 (2024) 3, pp. 688-704
Persistent link: https://www.econbiz.de/10015055111
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ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
Kock, Anders Bredahl - In: Econometric theory 29 (2012) 1, pp. 115-152
Persistent link: https://www.econbiz.de/10010073738