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Anders Bredahl Kock

Personal Details

First Name:Anders
Middle Name:Bredahl
Last Name:Kock
Suffix:
RePEc Short-ID:pko276
[This author has chosen not to make the email address public]

Affiliation

(5%) School of Economics and Management
Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://www.econ.au.dk/
RePEc:edi:anaaudk (more details at EDIRC)

(90%) Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/
RePEc:edi:sfeixuk (more details at EDIRC)

(5%) Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://www.creates.au.dk/
RePEc:edi:creaudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anders Bredahl Kock & David Preinerstorfer, 2024. "Regularizing Discrimination in Optimal Policy Learning with Distributional Targets," Papers 2401.17909, arXiv.org.
  2. Anders Bredahl Kock & David Preinerstorfer, 2023. "A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations," Papers 2310.12863, arXiv.org, revised Feb 2024.
  3. Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis, 2022. "A Ridge-Regularised Jackknifed Anderson-Rubin Test," Papers 2209.03259, arXiv.org, revised Nov 2023.
  4. Anders Bredahl Kock & David Preinerstorfer, 2021. "Superconsistency of Tests in High Dimensions," Papers 2106.03700, arXiv.org, revised Jan 2022.
  5. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2020. "Treatment recommendation with distributional targets," Papers 2005.09717, arXiv.org, revised Apr 2022.
  6. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2020. "Functional Sequential Treatment Allocation with Covariates," Papers 2001.10996, arXiv.org.
  7. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2018. "Functional Sequential Treatment Allocation," Papers 1812.09408, arXiv.org, revised Aug 2020.
  8. Anders Bredahl Kock & Martin Thyrsgaard, 2017. "Optimal sequential treatment allocation," Papers 1705.09952, arXiv.org, revised Aug 2018.
  9. Anders Bredahl Kock & David Preinerstorfer, 2017. "Power in High-dimensional testing Problems," Working Papers ECARES ECARES 2017-42, ULB -- Universite Libre de Bruxelles.
  10. Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri, 2016. "Inference in partially identified models with many moment inequalities using Lasso," CREATES Research Papers 2016-12, Department of Economics and Business Economics, Aarhus University.
  11. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2015. "Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models," CREATES Research Papers 2015-10, Department of Economics and Business Economics, Aarhus University.
  12. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, Department of Economics and Business Economics, Aarhus University.
  13. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, Department of Economics and Business Economics, Aarhus University.
  14. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
  15. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, Department of Economics and Business Economics, Aarhus University.
  16. Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
  17. Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2013. "Lassoing the Determinants of Retirement," CREATES Research Papers 2013-21, Department of Economics and Business Economics, Aarhus University.
  18. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, Department of Economics and Business Economics, Aarhus University.
  19. Anders Bredahl Kock, 2012. "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers 2012-05, Department of Economics and Business Economics, Aarhus University.
  20. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions," CREATES Research Papers 2012-38, Department of Economics and Business Economics, Aarhus University.
  21. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
  22. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, Department of Economics and Business Economics, Aarhus University.
  23. Anders Bredahl Kock, 2010. "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers 2010-56, Department of Economics and Business Economics, Aarhus University.
  24. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
  25. Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, Department of Economics and Business Economics, Aarhus University.

Articles

  1. Kock, Anders Bredahl & Preinerstorfer, David & Veliyev, Bezirgen, 2023. "Treatment recommendation with distributional targets," Journal of Econometrics, Elsevier, vol. 234(2), pages 624-646.
  2. Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev, 2022. "Functional Sequential Treatment Allocation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(539), pages 1311-1323, September.
  3. Anders Bredahl Kock & David Preinerstorfer, 2019. "Power in High‐Dimensional Testing Problems," Econometrica, Econometric Society, vol. 87(3), pages 1055-1069, May.
  4. Kock, Anders Bredahl & Tang, Haihan, 2019. "Uniform Inference In High-Dimensional Dynamic Panel Data Models With Approximately Sparse Fixed Effects," Econometric Theory, Cambridge University Press, vol. 35(2), pages 295-359, April.
  5. Caner, Mehmet & Kock, Anders Bredahl, 2018. "Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso," Journal of Econometrics, Elsevier, vol. 203(1), pages 143-168.
  6. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
  7. Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2017. "Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 140-158, January.
  8. Kock, Anders Bredahl, 2016. "Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models," Journal of Econometrics, Elsevier, vol. 195(1), pages 71-85.
  9. Mehmet Caner & Anders Bredahl Kock, 2016. "Oracle Inequalities for Convex Loss Functions with Nonlinear Targets," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1377-1411, December.
  10. Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2016. "Lassoing the Determinants of Retirement," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1522-1561, December.
  11. Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
  12. Kock, Anders Bredahl, 2016. "Consistent And Conservative Model Selection With The Adaptive Lasso In Stationary And Nonstationary Autoregressions," Econometric Theory, Cambridge University Press, vol. 32(1), pages 243-259, February.
  13. Kock, Anders Bredahl & Callot, Laurent, 2015. "Oracle inequalities for high dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 186(2), pages 325-344.
  14. Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
  15. Kock, Anders Bredahl, 2013. "Oracle Efficient Variable Selection In Random And Fixed Effects Panel Data Models," Econometric Theory, Cambridge University Press, vol. 29(1), pages 115-152, February.
  16. Anders Bredahl Kock & Timo Teräsvirta, 2013. "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, vol. 26(1), pages 13-24, Spring.
  17. Kock Anders Bredahl, 2011. "Forecasting with Universal Approximators and a Learning Algorithm," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (18) 2009-05-16 2010-01-16 2010-09-11 2011-09-16 2011-09-16 2012-03-14 2012-05-15 2013-06-24 2013-12-29 2014-11-01 2014-12-08 2015-01-31 2015-04-25 2015-04-25 2016-05-28 2017-11-26 2021-06-28 2022-10-17. Author is listed
  2. NEP-FOR: Forecasting (7) 2009-05-16 2010-01-16 2011-09-16 2011-09-16 2014-12-03 2014-12-08 2015-04-25. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2009-05-16 2010-01-16 2011-09-16 2011-09-16 2012-03-14 2012-05-15. Author is listed
  4. NEP-CMP: Computational Economics (4) 2009-05-16 2010-01-16 2011-09-16 2011-09-16
  5. NEP-AGE: Economics of Ageing (2) 2013-07-05 2014-12-03
  6. NEP-ORE: Operations Research (2) 2011-09-16 2014-12-03
  7. NEP-CBA: Central Banking (1) 2011-09-16
  8. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  9. NEP-DEM: Demographic Economics (1) 2013-07-05
  10. NEP-EUR: Microeconomic European Issues (1) 2013-07-05
  11. NEP-EXP: Experimental Economics (1) 2020-06-29
  12. NEP-HEA: Health Economics (1) 2014-12-03
  13. NEP-LAB: Labour Economics (1) 2013-07-05
  14. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2013-07-05
  15. NEP-MIC: Microeconomics (1) 2024-03-11

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