Regularizing Discrimination in Optimal Policy Learning with Distributional Targets, with Anders Bredahl Kock.
A Remark on Moment-Dependent Phase Transitions in High-Dimensional Gaussian Approximations, with Anders Bredahl Kock, to appear in Statistics & Probability Letters.
Valid Heteroskedasticity Robust Testing, with Benedikt M. Pötscher, to appear in Econometric Theory.
Functional Sequential Treatment Allocation with Covariates, with Anders Bredahl Kock and Bezirgen Veliyev, to appear in Econometric Theory.
A comment on: "A Modern Gauss-Markov Theorem", with Benedikt M. Pötscher, Econometrica, (2024), 92, 913--924. (longer version)
Superconsistency of Tests in High Dimensions, with Anders Bredahl Kock, Econometric Theory, (2024), 40, 688--704.
How to Avoid the Zero-Power Trap in Testing for Correlation, Econometric Theory, (2023), 39, 1292--1324.
How Reliable are Bootstrap-Based Heteroskedasticity Robust Tests? with Benedikt M. Pötscher, Econometric Theory, (2023), 39, 789--847.
Consistency of p-norm Based Tests in High Dimensions: Characterization, Monotonicity, Domination, with Anders Bredahl Kock, Bernoulli, (2023), 29, 2544--2573.
Treatment Recommendation with Distributional Targets, with Anders Bredahl Kock and Bezirgen Veliyev, Journal of Econometrics, (2023), 234, 624--646.
Functional Sequential Treatment Allocation, with Anders Bredahl Kock and Bezirgen Veliyev, Journal of the American Statistical Association, (2022), 117, 1311--1323.
Uniformly Valid Confidence Intervals Post-Model-Selection, with François Bachoc and Lukas Steinberger, Annals of Statistics, (2020), 48, 440--463.
Power in High-Dimensional Testing Problems, with Anders Bredahl Kock, Econometrica, (2019), 87, 1055--1069.
Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing, with Benedikt M. Pötscher, Electronic Journal of Statistics, (2019), 13, 3893--3942.
Controlling the Size of Autocorrelation Robust Tests, with Benedikt M. Pötscher, Journal of Econometrics, (2018), 207, 406--431.
Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators, Electronic Journal of Statistics, (2017), 11, 2097--2167.
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix, with Benedikt M. Pötscher, Econometric Theory, (2017), 33, 1--68.
On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with Benedikt M. Pötscher, Econometric Theory, (2016), 32, 261--358.
Non-monotonic Penalizing for the Number of Structural Breaks, with Erhard Reschenhofer and Lukas Steinberger, Computational Statistics, (2013), 28, 2585--2598.
Parameter Recovery and Model Selection in Mixed Rasch Models, with Anton K. Formann, British Journal of Mathematical and Statistical Psychology, (2012), 65, 251--262.