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 0 1 1 9 15
Cellwise robust regularized discriminant analysis 0 0 0 14 0 1 3 9
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 9 0 2 3 25
Commodity dynamics: a sparse multi-class approach 0 0 0 8 0 2 6 27
Lasso Inference for High-Dimensional Time Series 0 20 21 21 1 21 22 22
Lasso-based forecast combinations for forecasting realized variances 0 0 0 53 0 0 1 28
Multi-class vector autoregressive models for multi-store sales data 0 0 0 30 2 4 7 28
Robust sparse canonical correlation analysis 0 0 0 0 1 1 4 4
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 1 6 0 0 4 15
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 1 1 1 80 1 3 7 30
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 0 39 0 1 5 13
White heteroscedasticty testing after outlier removal 1 1 8 49 2 7 49 92
bootUR: An R Package for Bootstrap Unit Root Tests 0 16 16 16 0 11 11 11
Total Working Papers 2 38 47 325 8 54 131 319


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 1 1 1 1 6 11
Commodity dynamics: A sparse multi-class approach 0 0 1 3 0 2 4 24
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ 0 0 0 0 0 2 3 3
Forecasting using sparse cointegration 0 1 4 18 0 1 10 57
Identifying Demand Effects in a Large Network of Product Categories 0 0 3 7 3 3 19 33
Multiclass vector auto‐regressive models for multistore sales data 1 1 1 1 2 3 8 12
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 0 0 0 0 11
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 3 3 3 3 12 19 19
Total Journal Articles 1 5 13 33 9 24 69 170


Statistics updated 2020-11-03