← All authors Anders Kock University of Oxford (from arXiv:2401.17909, 2024) · OpenAlex
27 papers in scope · 26 published · 8 on the econ.EM arXiv · 461 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
David Preinerstorfer Bezirgen Veliyev Martin Thyrsgaard Wei Xiong Binghui Liu Tiefeng Jiang Long Feng Yuta Koike Kengo Kato Victor Chernozhukov Benedikt M. Pötscher Denis Chetverikov Stephan Smeekes Keisuke Hirano Anna Mikusheva Ines Wilms Jeff Rowley Toru Kitagawa Max-Sebastian Dovì Alexandre Belloni 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 (10 of 27)
published 2026 · Journal of Econometrics · first circulated 2024
published 2025 · Journal of the American Statistical Association · first circulated 2024
published 2025 · Journal of the American Statistical Association · 20 citations
published 2024 · Statistics & Probability Letters · 2 citations · first circulated 2023
published 2023 · Journal of Business and Economic Statistics · 6 citations · first circulated 2022
Consistency of p-norm based tests in high dimensions: Characterization, monotonicity, domination
published 2023 · Bernoulli · 2 citations · first circulated 2021
published 2023 · Econometric Theory · 2 citations · first circulated 2020
published 2022 · Econometric Theory · first circulated 2021
published 2022 · Journal of Econometrics · 3 citations · first circulated 2020
published 2020 · Journal of the American Statistical Association
Inference in partially identified models with many moment inequalities using Lasso
published 2019 · Journal of Statistical Planning and Inference · 4 citations · first circulated 2016
Power in High‐Dimensional Testing Problems
published 2019 · Econometrica
UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS
published 2018 · Econometric Theory · 27 citations · first circulated 2014
with Haihan Tang
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
published 2017 · Journal of Econometrics · 9 citations · first circulated 2014
working paper 2017 · arXiv · 7 citations
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
published 2016 · Journal of Econometrics · 33 citations · first circulated 2013
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice
published 2016 · Journal of Applied Econometrics · 107 citations · first circulated 2014
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques
published 2015 · Econometric Reviews · 45 citations · first circulated 2011
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
published 2015 · Econometric Reviews
Lassoing the Determinants of Retirement
published 2015 · Econometric Reviews · 3 citations
with Malene Kallestrup-Lamb, Johannes Tang Kristensen
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS
published 2015 · Econometric Theory · 54 citations
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
published 2015 · Journal of Business and Economic Statistics · 12 citations
Oracle inequalities for high dimensional vector autoregressions
published 2015 · Journal of Econometrics · 56 citations · first circulated 2012
with Laurent Callot
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009
published 2013 · International Journal of Forecasting · 31 citations
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
published 2012 · Econometric Theory · 28 citations · first circulated 2010
Forecasting with Universal Approximators and a Learning Algorithm
published 2011 · Journal of Time Series Econometrics · 4 citations · first circulated 2009
Mathematical structure of physical quantities
published 1989 · Archive for Rational Mechanics and Analysis · 6 citations
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