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Oracle inequalities for high-d...
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stochastic volatility
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Kock, Anders Bredahl
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Teräsvirta, Timo
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Callot, Laurent A. F.
2
Callot, Laurent
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Caner, Mehmet
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CREATES research paper
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International journal of forecasting
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Aarhus University, CREATES Research Paper 2012-16
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Econometric reviews
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Essays in nonlinear time series econometrics
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Macroeconomic forecasting in the era of big data : theory and practice
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ECONIS (ZBW)
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On the miracle property of the adaptive LASSO in stationary and nonstationary autoregressions
Kock, Anders Bredahl
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2012
Persistent link: https://www.econbiz.de/10009485767
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2
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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3
Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl
-
2009
Persistent link: https://www.econbiz.de/10003849546
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4
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:
5
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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6
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:
7
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
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8
Asymptotically honest confidence regions for high dimensional
Caner, Mehmet
;
Kock, Anders Bredahl
-
2014
Persistent link: https://www.econbiz.de/10010416896
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9
Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions
Callot, Laurent A. F.
;
Kock, Anders Bredahl
- In:
Essays in nonlinear time series econometrics
,
(pp. 238-266)
.
2014
Persistent link: https://www.econbiz.de/10010385848
Saved in:
10
Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
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