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ECONIS (ZBW)
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Oracle efficient variable selection in random and fixed effects panel data models
Kock, Anders Bredahl
-
2010
Persistent link: https://www.econbiz.de/10008651645
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2
On the miracle property of the adaptive LASSO in stationary and nonstationary autoregressions
Kock, Anders Bredahl
-
2012
Persistent link: https://www.econbiz.de/10009485767
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3
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
Saved in:
4
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
Saved in:
5
Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
Saved in:
10
Oracle inequalities for convex loss functions with non-linear targets
Caner, Mehmet
;
Kock, Anders Bredahl
-
2013
Persistent link: https://www.econbiz.de/10010226777
Saved in:
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