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 1 1 1 1 1 1 1 19
Cellwise robust regularized discriminant analysis 0 0 0 14 0 0 0 13
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 0 0 0 28
Commodity dynamics: a sparse multi-class approach 0 0 0 9 0 0 1 31
Detecting Anti-dumping Circumvention: A Network Approach 0 0 0 9 0 2 9 22
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 0 4 0 0 1 1
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 2 46 0 2 10 56
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 1 2 7 9 1 5 15 23
Lasso Inference for High-Dimensional Time Series 0 0 2 32 1 3 9 95
Lasso-based forecast combinations for forecasting realized variances 0 0 0 55 0 0 0 32
Local Projection Inference in High Dimensions 0 0 2 53 0 2 9 27
Multi-class vector autoregressive models for multi-store sales data 0 0 0 32 0 0 0 35
Robust sparse canonical correlation analysis 0 0 0 1 0 0 0 9
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 18 0 0 3 7
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 0 16 0 0 0 17
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 0 0 1 35
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 0 41 0 0 1 26
White heteroscedasticty testing after outlier removal 0 0 0 59 0 0 0 139
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 1 1 4 28
Total Working Papers 2 3 15 516 4 16 64 664


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 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 0 3 44 0 1 6 109
Heteroscedasticity testing after outlier removal 0 0 1 6 0 0 6 22
Identifying Demand Effects in a Large Network of Product Categories 0 0 1 12 0 0 4 59
Lasso inference for high-dimensional time series 0 1 1 1 2 6 8 8
Multiclass vector auto‐regressive models for multistore sales data 0 0 0 3 0 0 0 19
Multivariate volatility forecasts for stock market indices 0 1 2 21 0 3 7 63
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 1 1 0 0 3 3
Sparse regression for large data sets with outliers 3 4 7 21 6 12 38 94
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 0 0 15 0 0 7 80
Total Journal Articles 3 6 16 130 8 22 79 527


Statistics updated 2024-05-04