Jesper Riis-Vestergaard Sørensen

Jesper Riis-Vestergaard Sørensen

Assistant professor, tenure track


Publication year:
  1. 2022
  2. Published

    How McFadden met Rockafellar and learned to do more with less

    Sørensen, Jesper Riis-Vestergaard & Fosgerau, Mogens, 2022, In: Journal of Mathematical Economics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2021
  4. E-pub ahead of print

    How McFadden met Rockafellar and learned to do more with less

    Sørensen, Jesper Riis-Vestergaard & Fosgerau, Mogens, Dec 2021, (E-pub ahead of print) In: Journal of Mathematical Economics. 102629.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Some remarks on CCP-based estimators of dynamic models

    Fosgerau, Mogens, Melo, E., Shum, M. & Sørensen, Jesper Riis-Vestergaard, Jul 2021, In: Economics Letters. 204, 109911.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators

    Chetverikov, D. & Sørensen, Jesper Riis-Vestergaard, 10 Apr 2021, 63 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 04, Vol. 21).

    Research output: Working paperResearch

  7. 2020
  8. Published

    Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods

    Sørensen, Jesper Riis-Vestergaard, 3 Sep 2020, 92 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-04).

    Research output: Working paperResearch

  9. Published

    How McFadden Met Rockafellar and Learnt to Do More With Less

    Sørensen, Jesper Riis-Vestergaard & Fosgerau, Mogens, 30 Apr 2020, 29 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-01).

    Research output: Working paperResearch

ID: 200171379