Access Statistics for Ines Wilms

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	0	2	18
Cellwise robust regularized discriminant analysis	0	0	0	14	1	2	3	13
Commodity Dynamics: A Sparse Multi-class Approach	0	0	2	11	0	0	2	28
Commodity dynamics: a sparse multi-class approach	0	0	0	9	0	0	0	30
Detecting Anti-dumping Circumvention: A Network Approach	0	0	9	9	1	1	13	13
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions	0	0	5	44	0	2	8	46
Lasso Inference for High-Dimensional Time Series	0	0	1	30	0	2	18	86
Lasso-based forecast combinations for forecasting realized variances	0	0	1	55	0	0	1	32
Local Projection Inference in High Dimensions	0	1	51	51	0	3	18	18
Multi-class vector autoregressive models for multi-store sales data	0	0	0	32	1	1	2	35
Robust sparse canonical correlation analysis	0	0	0	1	0	0	3	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
Tree-based Node Aggregation in Sparse Graphical Models	0	0	1	16	1	1	3	17
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach	0	0	1	82	0	0	1	34
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach	0	0	0	41	0	1	2	25
White heteroscedasticty testing after outlier removal	0	0	0	59	0	1	6	139
bootUR: An R Package for Bootstrap Unit Root Tests	0	0	1	17	0	0	2	24
Total Working Papers	0	1	72	478	4	14	84	588

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	0	35
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	3	7	41	0	3	11	103
Heteroscedasticity testing after outlier removal	0	1	1	5	0	1	3	16
Identifying Demand Effects in a Large Network of Product Categories	0	0	1	11	0	1	5	55
Multiclass vector auto‐regressive models for multistore sales data	0	0	0	3	1	1	3	19
Multivariate volatility forecasts for stock market indices	0	1	3	19	0	1	11	56
Sparse regression for large data sets with outliers	0	1	9	14	3	9	39	56
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach	0	0	0	0	0	0	0	15
Volatility spillovers in commodity markets: A large t-vector autoregressive approach	0	1	2	15	1	9	16	73
Total Journal Articles	0	7	23	114	5	25	88	448

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Statistics updated 2023-05-07