2

Forecasting with Universal Approximators and a Learning Algorithm

Kock, Anders Bredahl
Journal:
Journal of Time Series Econometrics
Year:
2011
Language:
english
File:
PDF, 608 KB
english, 2011
3

Oracle inequalities for high dimensional vector autoregressions

Kock, Anders Bredahl, Callot, Laurent
Journal:
Journal of Econometrics
Year:
2015
Language:
english
File:
PDF, 617 KB
english, 2015
6

Power in High‐Dimensional Testing Problems

Kock, Anders Bredahl, Preinerstorfer, David
Journal:
Econometrica
Year:
2019
Language:
english
File:
PDF, 140 KB
english, 2019
9

Oracle Inequalities for Convex Loss Functions with Nonlinear Targets

Caner, Mehmet, Kock, Anders Bredahl
Journal:
Econometric Reviews
Year:
2015
Language:
english
File:
PDF, 501 KB
english, 2015
10

Lassoing the Determinants of Retirement

Kallestrup-Lamb, Malene, Kock, Anders Bredahl, Kristensen, Johannes Tang
Journal:
Econometric Reviews
Year:
2015
Language:
english
File:
PDF, 463 KB
english, 2015
11

ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS

Kock, Anders Bredahl
Journal:
Econometric Theory
Year:
2013
Language:
english
File:
PDF, 254 KB
english, 2013
16

Forecasting with Nonlinear Time Series Models

Terasvirta, Timo, Kock, Anders Bredahl
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 306 KB
english, 2010