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 1 6 27
Cellwise robust regularized discriminant analysis 0 0 0 14 0 2 10 25
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 0 2 9 37
Commodity dynamics: a sparse multi-class approach 0 0 0 10 0 3 8 42
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 0 19 2 11 16 29
Detecting Anti-dumping Circumvention: A Network Approach 0 0 2 12 3 6 15 46
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 0 5 0 1 7 14
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 3 11 68
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 1 1 11 1 4 17 45
Lasso Inference for High-Dimensional Time Series 1 1 1 34 3 10 25 129
Lasso-based forecast combinations for forecasting realized variances 0 0 1 56 1 6 11 45
Local Projection Inference in High Dimensions 0 1 5 59 1 5 30 72
Multi-class vector autoregressive models for multi-store sales data 1 1 1 34 1 1 7 46
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 1 6 23 45
Robust sparse canonical correlation analysis 0 0 0 1 0 4 7 16
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 0 1 7 16
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 0 0 8 29
Transmission Channel Analysis in Dynamic Models 0 0 1 5 0 9 26 39
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 0 5 13 30
Vector AutoRegressive Moving Average Models: A Review 0 1 6 27 3 8 31 71
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 0 7 17 54
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 1 42 0 0 9 37
White heteroscedasticty testing after outlier removal 0 0 0 59 0 4 13 155
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 1 4 33
Total Working Papers 2 5 21 609 17 100 330 1,150

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 3 5 21
Commodity dynamics: A sparse multi-class approach 0 0 0 5 0 3 10 46
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ 0 0 0 0 0 3 6 10
Forecasting using sparse cointegration 0 0 0 44 2 4 11 125
Heteroscedasticity testing after outlier removal 0 0 1 8 1 2 7 33
Identifying Demand Effects in a Large Network of Product Categories 0 0 1 15 0 1 15 76
Lasso inference for high-dimensional time series 0 0 0 1 5 18 31 47
Local projection inference in high dimensions 0 0 2 2 0 2 13 15
Multiclass vector auto‐regressive models for multistore sales data 0 0 0 5 0 3 7 30
Multivariate volatility forecasts for stock market indices 0 0 2 23 0 6 17 86
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 0 1 1 6 9 12
Sparse regression for large data sets with outliers 0 0 6 33 3 9 25 149
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 1 2 0 2 9 27
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 0 1 17 1 7 13 94
Total Journal Articles 0 0 14 157 13 69 178 771

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Statistics updated 2026-06-04