Jesper R.-V. Sørensen

University of Copenhagen

Assistant Professor

Øster Farimagsgade 5, Bygn 26

Copenhagen, 1353

Denmark

http://https://sites.google.com/site/jesperrvs

SCHOLARLY PAPERS

4

DOWNLOADS

285

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

How McFadden Met Rockafellar and Learned to Do More With Less

Number of pages: 31 Posted: 29 Apr 2020 Last Revised: 05 Nov 2021
Jesper R.-V. Sørensen and Mogens Fosgerau
University of Copenhagen and University of Copenhagen
Downloads 165 (233,128)
Citation 1

Abstract:

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Additive random utility model; Discrete choice; Convex duality; Demand inversion; Partial identification

2.

Testing a Class of Semi- or Nonparametric Conditional Moment Restriction Models using Series Methods

Number of pages: 92 Posted: 03 Sep 2020 Last Revised: 22 Mar 2021
Jesper R.-V. Sørensen
University of Copenhagen
Downloads 61 (450,392)

Abstract:

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Omnibus specification testing; Semiparametric; Conditional moment restrictions; Conditional expectation; Series estimation; Bootstrap; Cramer-von Mises distance

3.

Some Remarks on CCP-based Estimators of Dynamic Models

Economics Letters, Forthcoming
Number of pages: 17 Posted: 22 Mar 2021 Last Revised: 20 Aug 2021
Mogens Fosgerau, Emerson Melo, Matthew Shum and Jesper R.-V. Sørensen
University of Copenhagen, Indiana University Bloomington, California Institute of Technology and University of Copenhagen
Downloads 45 (515,037)

Abstract:

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dynamic discrete choice, random utility, linear programming, convex analysis, convex optimization

4.

Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators

Number of pages: 81 Posted: 13 May 2021 Last Revised: 12 Jan 2022
Jesper R.-V. Sørensen and Denis Chetverikov
University of Copenhagen and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 14 (703,783)

Abstract:

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penalty parameter selection, penalized M-estimation, high-dimensional models, sparsity, cross-validation, bootstrap,