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Anders Bredahl Kock

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Personal Details

First Name:Anders
Middle Name:Bredahl
Last Name:Kock
Suffix:
RePEc Short-ID:pko276
Email:[This author has chosen not to make the email address public]
Homepage:
Postal Address:
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(in no particular order)
Location: Aarhus, Denmark
Homepage: http://www.econ.au.dk/
Email:
Phone: +45 8942 1133
Fax: +45 8613 6334
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:anaaudk (more details at EDIRC)
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  1. 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, School of Economics and Management, University of Aarhus.
  2. 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, School of Economics and Management, University of Aarhus.
  3. Mehmet Caner & Anders Bredahl Kock, 2014. "Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso," CREATES Research Papers 2014-36, School of Economics and Management, University of Aarhus.
  4. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, School of Economics and Management, University of Aarhus.
  5. Anders Bredahl Kock, 2013. "Oracle inequalities for high-dimensional panel data models," CREATES Research Papers 2013-20, School of Economics and Management, University of Aarhus.
  6. Mehmet Caner & Anders Bredahl Kock, 2013. "Oracle Inequalities for Convex Loss Functions with Non-Linear Targets," CREATES Research Papers 2013-51, School of Economics and Management, University of Aarhus.
  7. Malene Kallestrup-Lamb & Anders Bredahl Kock & Johannes Tang Kristensen, 2013. "Lassoing the Determinants of Retirement," CREATES Research Papers 2013-21, School of Economics and Management, University of Aarhus.
  8. 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, School of Economics and Management, University of Aarhus.
  9. Anders Bredahl Kock, 2012. "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers 2012-05, School of Economics and Management, University of Aarhus.
  10. Anders Bredahl Kock & Laurent A.F. Callot, 2012. "Oracle Inequalities for High Dimensional Vector Autoregressions," CREATES Research Papers 2012-16, School of Economics and Management, University of Aarhus.
  11. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, School of Economics and Management, University of Aarhus.
  12. Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, School of Economics and Management, University of Aarhus.
  13. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, School of Economics and Management, University of Aarhus.
  14. Anders Bredahl Kock, 2010. "Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models," CREATES Research Papers 2010-56, School of Economics and Management, University of Aarhus.
  15. Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, School of Economics and Management, University of Aarhus.
  1. 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.
  2. 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.
  3. Kock, Anders Bredahl, 2013. "Oracle Efficient Variable Selection In Random And Fixed Effects Panel Data Models," Econometric Theory, Cambridge University Press, vol. 29(01), pages 115-152, February.
  4. 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.
12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (2) 2013-07-05 2014-12-03
  2. NEP-CBA: Central Banking (1) 2011-09-16
  3. NEP-CMP: Computational Economics (4) 2009-05-16 2010-01-16 2011-09-16 2011-09-16. Author is listed
  4. NEP-DEM: Demographic Economics (1) 2013-07-05
  5. NEP-ECM: Econometrics (13) 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 2015-01-31 2015-04-25 2015-04-25. Author is listed
  6. 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
  7. NEP-EUR: Microeconomic European Issues (1) 2013-07-05
  8. NEP-FOR: Forecasting (6) 2009-05-16 2010-01-16 2011-09-16 2011-09-16 2014-12-03 2015-04-25. Author is listed
  9. NEP-HEA: Health Economics (1) 2014-12-03
  10. NEP-LAB: Labour Economics (1) 2013-07-05
  11. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2013-07-05
  12. NEP-ORE: Operations Research (2) 2011-09-16 2014-12-03

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