Anders Bredahl Kock : Citation Profile

Are you Anders Bredahl Kock?

Aarhus Universitet (5% share)
Oxford University (90% share)
Aarhus Universitet (5% share)

10

H index

10

i10 index

369

Citations

RESEARCH PRODUCTION:

16

Articles

27

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 24
   Journals where Anders Bredahl Kock has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 20 (5.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko276
   Updated: 2024-12-03    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Veliyev, Bezirgen (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Bredahl Kock.

Is cited by:

Medeiros, Marcelo (24)

Smeekes, Stephan (13)

Caner, Mehmet (11)

Audrino, Francesco (10)

Barigozzi, Matteo (10)

Shi, Zhentao (10)

Claveria, Oscar (10)

Babii, Andrii (9)

Brownlees, Christian (9)

Wilms, Ines (8)

Phillips, Peter (8)

Cites to:

Fan, Jianqing (26)

Chernozhukov, Victor (22)

Leeb, Hannes (15)

Pötscher, Benedikt (15)

Tetenov, Aleksey (12)

Hansen, Christian (12)

Caner, Mehmet (10)

Marcellino, Massimiliano (9)

Stoye, Jörg (9)

Teräsvirta, Timo (8)

Swanson, Norman (6)

Main data

Where Anders Bredahl Kock has published?

Journals with more than one article published# docs
Journal of Econometrics4
Econometric Reviews3
Econometric Theory3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Anders Bredahl Kock (2024 and 2023)

YearTitle of citing document
2024Online Action Learning in High Dimensions: A New Exploration Rule for Contextual $\epsilon_t$-Greedy Heuristics. (2020). Medeiros, Marcelo C ; Flores, Claudio C. In: Papers. RePEc:arx:papers:2009.13961.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2024Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraint. (2021). Sakaguchi, Shosei. In: Papers. RePEc:arx:papers:2106.05031.

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2023High Dimensional Generalised Penalised Least Squares. (2022). Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2207.07055.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

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2023Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Estimating Time-Varying Networks for High-Dimensional Time Series. (2023). Linton, Oliver ; Chen, Jia. In: Papers. RePEc:arx:papers:2302.02476.

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2023Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2023). Porter, Jack R ; Hirano, Keisuke. In: Papers. RePEc:arx:papers:2302.03117.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. (2023). Ribeiro, Ruy M ; Medeiros, Marcelo C ; de Brito, Diego S ; Alves, Rafael. In: Papers. RePEc:arx:papers:2303.16151.

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2023Artificial neural networks and time series of counts: A class of nonlinear INGARCH models. (2023). Jahn, Malte. In: Papers. RePEc:arx:papers:2304.01025.

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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Regressing on distributions: The nonlinear effect of temperature on regional economic growth. (2023). Jahn, Malte. In: Papers. RePEc:arx:papers:2309.10481.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2024). Tabord-Meehan, Max ; Shaikh, Azeem M ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910.

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2024Robust Inference for High-Dimensional Panel Data Models. (2024). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Papers. RePEc:arx:papers:2405.07420.

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2024.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2024â„“1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. (2016). Medeiros, Marcelo ; Mendes, Eduardo F. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:255-271.

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2023Who should get vaccinated? Individualized allocation of vaccines over SIR network. (2023). Wang, Guanyi ; Kitagawa, Toru. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:109-131.

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2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

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2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

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2023Forward-selected panel data approach for program evaluation. (2023). Huang, Jingyi ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:512-535.

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2023Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64.

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2023Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143.

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2023Wild bootstrap inference for penalized quantile regression for longitudinal data. (2023). Parker, Thomas ; Lamarche, Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1799-1826.

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2023Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models. (2023). Medeiros, Marcelo ; Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:393-417.

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2023Generalized linear models with structured sparsity estimators. (2023). Caner, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s030440762300194x.

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2023Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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2023Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (2023). Park, Hyeonseok ; Han, Fang ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002294.

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2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application. (2023). Babii, Andrii ; Ghysels, Eric ; Ball, Ryan T ; Striaukas, Jonas. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282.

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2023Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach. (2023). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002111.

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2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

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2024Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Wijler, Etienne ; Reuvers, Hanno. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002361.

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2023Unrestricted maximum likelihood estimation of multivariate realized volatility models. (2023). Golosnoy, Vasyl ; Vogler, Jan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1063-1074.

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2023Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures. (2023). Reh, Laura ; Hartkopf, Jan Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005019.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development. (2023). Ren, Xiaohang ; Duan, Xiaoping ; Taghizadeh-Hesary, Farhad ; Xiao, YA. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001915.

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2023An Interpretable Machine Learning Workflow with an Application to Economic Forecasting. (2023). Joseph, Andreas ; Buckmann, Marcus. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:10.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1.

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2023Variable selection in threshold model with a covariate-dependent threshold. (2023). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02340-3.

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2023Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5.

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2023The impact of pandemic on dynamic volatility spillover network of international stock markets. (2023). Shao, Liuguo ; Lan, Tingting ; Yuan, Caijun ; Zhang, Hua. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02422-w.

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2023Lasso regression in sparse linear model with $$\varphi $$ ? -mixing errors. (2023). Zhong, Wenxuan ; Zhu, Yan ; Peng, Ling. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:1:d:10.1007_s00184-022-00860-7.

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2023Causal Machine Learning and its use for public policy. (2023). Lechner, Michael. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00113-y.

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2023Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010.

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2023Nonlinear inflation forecasting with recurrent neural networks. (2023). Andresen, Niek ; Almosova, Anna. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:240-259.

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2023.

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Works by Anders Bredahl Kock:

YearTitleTypeCited
2009Forecasting with Universal Approximators and a Learning Algorithm In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2011Forecasting with Universal Approximators and a Learning Algorithm.(2011) In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2010Forecasting with nonlinear time series models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2010Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2013ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS.(2013) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2011Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques In: CREATES Research Papers.
[Full Text][Citation analysis]		paper15
2016Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2011Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 In: CREATES Research Papers.
[Full Text][Citation analysis]		paper20
2014Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2012On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper9
2012Oracle Inequalities for High Dimensional Vector Autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper110
2015Oracle inequalities for high dimensional vector autoregressions.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		article
2012Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper9
2013Oracle inequalities for high-dimensional panel data models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2013Lassoing the Determinants of Retirement In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2016Lassoing the Determinants of Retirement.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0		article
2013Oracle Inequalities for Convex Loss Functions with Non-Linear Targets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2016Oracle Inequalities for Convex Loss Functions with Nonlinear Targets.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 1		article
2014Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso In: CREATES Research Papers.
[Full Text][Citation analysis]		paper33
2018Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso.(2018) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 33		article
2014Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2014Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Inference in High-dimensional Dynamic Panel Data Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2015Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2017Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2015Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2016Inference in partially identified models with many moment inequalities using Lasso In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2018Optimal sequential treatment allocation In: Papers.
[Full Text][Citation analysis]		paper1
2020Functional Sequential Treatment Allocation In: Papers.
[Full Text][Citation analysis]		paper9
2022Functional Sequential Treatment Allocation.(2022) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 9		article
2020Functional Sequential Treatment Allocation with Covariates In: Papers.
[Full Text][Citation analysis]		paper3
2022Treatment recommendation with distributional targets In: Papers.
[Full Text][Citation analysis]		paper2
2023Treatment recommendation with distributional targets.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2		article
2022Superconsistency of Tests in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper1
2023A Ridge-Regularised Jackknifed Anderson-Rubin Test In: Papers.
[Full Text][Citation analysis]		paper0
2024A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations In: Papers.
[Full Text][Citation analysis]		paper0
2024Regularizing Discrimination in Optimal Policy Learning with Distributional Targets In: Papers.
[Full Text][Citation analysis]		paper0
2016CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS In: Econometric Theory.
[Full Text][Citation analysis]		article23
2019UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2017Power in High-dimensional testing Problems In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2016Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2013Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques In: Finnish Economic Papers.
[Full Text][Citation analysis]		article16
2017Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article51

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