Jesper Riis-Vestergaard Sørensen
Tenure Track Assistant Professor
Department of Economics
Øster Farimagsgade 5
1353 København K
ORCID: 0000-0002-0838-7479
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- 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 paper › Research
- 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 journal › Journal article › Research › peer-review
ID: 200171379
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Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
Research output: Working paper › Research
Published -
31
downloads
Some remarks on CCP-based estimators of dynamic models
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
19
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How McFadden met Rockafellar and learned to do more with less
Research output: Contribution to journal › Journal article › Research › peer-review
Published