| How McFadden met Rockafellar and learned to do more with less JRV Sørensen, M Fosgerau Journal of Mathematical Economics 100, 102629, 2022 | 19 | 2022 |
| Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators DN Chetverikov, JRV Sørensen cemmap working paper, 2022 | 11 | 2022 |
| Some remarks on CCP-based estimators of dynamic models M Fosgerau, E Melo, M Shum, JRV Sørensen Economics Letters 204, 109911, 2021 | 4 | 2021 |
| Testing a class of semi-or nonparametric conditional moment restriction models using series methods JRV Sørensen Econometric Theory, 1-32, 2022 | 2 | 2022 |
| Essays on Nonparametric and High-Dimensional Econometrics JRV Soerensen University of California, Los Angeles, 2018 | 1 | 2018 |
| Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions AB Kock, RS Pedersen, JRV Sørensen arXiv preprint arXiv:2403.06657, 2024 | | 2024 |
| Analytic and Bootstrap-after-cross-validation Methods for Selecting Penalty Parameters of High-dimensional M-estimators JRV Sørensen, D Chetverikov Available at SSRN 3844536, 2022 | | 2022 |
| Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation D Chetverikov, JRV Sørensen arXiv preprint arXiv:2104.04716, 2021 | | 2021 |
| Econometric Models of Alcohol Demand in Danish Households JRV Sørensen | | 2011 |
| Taxation as a Health Policy Instrument A Munk-Nielsen, JRV Sørensen | | |
Denis ChetverikovProfessor, Department of Economics, UCLAVerified email at econ.ucla.edu