Access Statistics for Ines Wilms

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An algorithm for the multivariate group lasso with covariance estimation 0 0 0 1 0 0 2 21
Cellwise robust regularized discriminant analysis 0 0 0 14 0 0 2 15
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 0 0 0 28
Commodity dynamics: a sparse multi-class approach 0 1 1 10 0 1 2 33
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 1 19 0 1 6 13
Detecting Anti-dumping Circumvention: A Network Approach 0 0 1 10 0 0 8 30
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 1 5 0 0 5 6
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 1 47 0 0 1 57
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 10 1 2 5 28
Lasso Inference for High-Dimensional Time Series 0 0 1 33 0 1 4 99
Lasso-based forecast combinations for forecasting realized variances 0 0 0 55 0 0 2 34
Local Projection Inference in High Dimensions 0 0 1 54 0 1 13 40
Multi-class vector autoregressive models for multi-store sales data 0 1 1 33 0 3 4 39
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 20 20 1 1 22 22
Robust sparse canonical correlation analysis 0 0 0 1 0 0 0 9
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 0 18 0 1 2 9
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 0 0 0 21
Transmission Channel Analysis in Dynamic Models 0 0 4 4 0 3 13 13
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 0 0 0 17
Vector AutoRegressive Moving Average Models: A Review 0 0 21 21 0 1 39 39
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 0 0 2 37
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 0 41 0 1 2 28
White heteroscedasticty testing after outlier removal 0 0 0 59 1 2 3 142
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 1 29
Total Working Papers 0 2 54 588 3 18 138 809

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An algorithm for the multivariate group lasso with covariance estimation 0 0 0 1 0 0 0 16
Commodity dynamics: A sparse multi-class approach 0 0 0 5 0 1 1 36
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ 0 0 0 0 0 0 0 4
Forecasting using sparse cointegration 0 0 0 44 0 2 5 114
Heteroscedasticity testing after outlier removal 0 0 1 7 0 0 4 26
Identifying Demand Effects in a Large Network of Product Categories 0 0 2 14 0 0 2 61
Lasso inference for high-dimensional time series 0 0 0 1 1 1 8 16
Local projection inference in high dimensions 0 0 0 0 0 0 1 1
Multiclass vector auto‐regressive models for multistore sales data 0 1 2 5 0 3 4 23
Multivariate volatility forecasts for stock market indices 0 0 0 21 0 1 6 69
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 0 1 0 0 0 3
Sparse regression for large data sets with outliers 1 2 5 26 1 5 28 122
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 1 1 1 1 1 2 2 17
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 0 0 15 0 0 0 80
Total Journal Articles 2 4 11 141 3 15 61 588

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Statistics updated 2025-05-12