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Anders Bredahl Kock

Global rank #4200 95%

Institution: Oxford University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2013

Most Recent: 2024

RePEc ID: pko276 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.34 1.34 0.00 4.02
Last 10 Years 1.01 4.86 5.03 0.00 18.77
All Time 1.01 5.87 8.04 0.00 23.80

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 14.98

Publications (14)

Year Article Journal Tier Authors
2024 FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES Econometric Theory B 3
2024 A Ridge-Regularized Jackknifed Anderson-Rubin Test Journal of Business & Economic Statistics A 3
2023 Treatment recommendation with distributional targets Journal of Econometrics A 3
2022 Functional Sequential Treatment Allocation Journal of the American Statistical Association B 3
2019 UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS Econometric Theory B 2
2019 Power in High‐Dimensional Testing Problems Econometrica S 2
2018 Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso Journal of Econometrics A 2
2017 Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models Journal of Business & Economic Statistics A 4
2017 Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice Journal of Applied Econometrics B 3
2016 CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS Econometric Theory B 1
2016 Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models Journal of Econometrics A 1
2015 Oracle inequalities for high dimensional vector autoregressions Journal of Econometrics A 2
2014 Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 International Journal of Forecasting B 2
2013 ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS Econometric Theory B 1