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Jesper Sørensen

University of Copenhagen (per OpenAlex) · ORCID · OpenAlex

7 papers in scope · 5 published · 3 on the econ.EM arXiv · 42 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Victor Chernozhukov
  2. Alexandre Belloni
  3. Denis Chetverikov
  4. Christian Hansen
  5. Stephan Smeekes
  6. Ines Wilms
  7. Ilias Zadik
  8. Daniel Chen
  9. Robert Adamek
  10. Wolfgang Karl Härdle
  11. Eduardo Mendes
  12. Koen Jochmans
  13. Kengo Kato
  14. Chen Huang
  15. Ying Wei
  16. Aleh Tsyvinski
  17. Ricardo Masini
  18. Ning Wang
  19. Marie Corillon
  20. Marcelo C. Medeiros

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 7)

Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
working paper2026 · arXiv
with Denis Chetverikov, Jesper R. -V. ~Sørensen, Bo Honoré
Paper profile arXiv arXiv:2605.17052
Triple/Double-Debiased Lasso
working paper2026 · arXiv
with Denis Chetverikov, Jesper R. -V. Sørensen, Aleh Tsyvinski
Paper profile arXiv arXiv:2603.20134
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
published2025 · Journal of the American Statistical Association · 20 citations
with Anders Kock, Rasmus S. Pedersen
Paper profile Journal of the American Statistical Association arXiv:2403.06657
Selecting Penalty Parameters of High-Dimensional M-Estimators Using Bootstrapping after Cross Validation
published2025 · Journal of Political Economy · 3 citations · first circulated 2021
with Denis Chetverikov
Paper profile Journal of Political Economy arXiv:2104.04716
TESTING A CLASS OF SEMI-OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS
published2022 · Econometric Theory · first circulated 2020
Econometric Theory
How McFadden met Rockafellar and learned to do more with less
published2021 · Journal of Mathematical Economics · 13 citations · first circulated 2020
with Mogens Fosgerau, Jesper R.-V. Soerensen
Journal of Mathematical Economics
Some remarks on CCP-based estimators of dynamic models
published2021 · Economics Letters · 6 citations
with Mogens Fosgerau, Emerson Melo, Matthew Shum
Economics Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.