Research output per year
Research output per year
Search results
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2024
TESTING A CLASS of SEMI- or NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS
Sørensen, J. R. V., 2024, In: Econometric Theory.Research output: Contribution to journal › Journal article › Research › peer-review
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2022
How McFadden met Rockafellar and learned to do more with less
Sørensen, J. R-V. & Fosgerau, M., 2022, In: Journal of Mathematical Economics. 100, 102629.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile36 Downloads (Pure) -
2021
Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators
Chetverikov, D. & Sørensen, J. R-V., 10 Apr 2021, 63 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 04, Vol. 21).Research output: Working paper
Open AccessFile83 Downloads (Pure) -
Some remarks on CCP-based estimators of dynamic models
Fosgerau, M., Melo, E., Shum, M. & Sørensen, J. R. V., Jul 2021, In: Economics Letters. 204, 109911.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile1 Citation (Scopus)43 Downloads (Pure) -
2020
How McFadden Met Rockafellar and Learnt to Do More With Less
Sørensen, J. R-V. & Fosgerau, M., 30 Apr 2020, 29 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-01).Research output: Working paper › Research
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Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods
Sørensen, J. R-V., 3 Sep 2020, 92 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-04).Research output: Working paper › Research