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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~person:"Kock, Anders Bredahl"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
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Estimation theory
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Kock, Anders Bredahl
Nielsen, Morten Ørregaard
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11
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Kristensen, Dennis
8
Podolskij, Mark
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Journal of forecasting
Applied economics
CREATES research paper
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Aarhus University, CREATES Research Paper 2012-16
1
Econometric theory
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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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Tinbergen Institute Discussion Paper 14-147/III
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Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
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2016
Persistent link: https://www.econbiz.de/10011474717
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2
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
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3
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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