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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- 2021
- 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
ID: 200171379
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Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
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Some remarks on CCP-based estimators of dynamic models
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How McFadden met Rockafellar and learned to do more with less
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