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 2 2 2 23
Cellwise robust regularized discriminant analysis 0 0 0 14 0 1 1 16
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 1 3 3 31
Commodity dynamics: a sparse multi-class approach 0 0 1 10 1 2 5 37
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 0 19 1 2 6 15
Detecting Anti-dumping Circumvention: A Network Approach 0 0 2 11 3 4 9 38
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 0 5 0 2 5 10
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 2 3 4 61
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 1 6 9 35
Lasso Inference for High-Dimensional Time Series 0 0 1 33 2 11 19 116
Lasso-based forecast combinations for forecasting realized variances 0 0 1 56 3 3 4 38
Local Projection Inference in High Dimensions 1 2 2 56 3 13 20 59
Multi-class vector autoregressive models for multi-store sales data 0 0 1 33 1 2 7 43
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 2 6 12 32
Robust sparse canonical correlation analysis 0 0 0 1 0 1 1 10
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 1 1 19 1 3 5 12
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 3 3 4 25
Transmission Channel Analysis in Dynamic Models 0 0 0 4 6 12 20 27
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 0 1 2 19
Vector AutoRegressive Moving Average Models: A Review 0 2 5 25 1 11 23 56
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 5 6 8 44
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 1 42 0 2 4 31
White heteroscedasticty testing after outlier removal 0 0 0 59 2 5 7 147
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 0 29
Total Working Papers 1 5 16 599 40 104 180 954

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 1 1 1 17
Commodity dynamics: A sparse multi-class approach 0 0 0 5 0 3 4 39
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ 0 0 0 0 1 1 1 5
Forecasting using sparse cointegration 0 0 0 44 1 3 5 117
Heteroscedasticity testing after outlier removal 0 0 0 7 0 1 3 27
Identifying Demand Effects in a Large Network of Product Categories 0 1 1 15 3 6 11 72
Lasso inference for high-dimensional time series 0 0 0 1 1 4 10 23
Local projection inference in high dimensions 0 0 2 2 0 3 7 7
Multiclass vector auto‐regressive models for multistore sales data 0 0 2 5 2 2 7 26
Multivariate volatility forecasts for stock market indices 0 0 0 21 1 2 5 72
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 0 1 1 1 1 4
Sparse regression for large data sets with outliers 0 0 4 28 2 3 19 132
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 2 2 2 3 8 23
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 1 2 17 0 1 3 83
Total Journal Articles 0 2 13 149 15 34 85 647

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Statistics updated 2026-01-09