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 5 5 26
Cellwise robust regularized discriminant analysis 0 0 0 14 2 7 8 23
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 2 5 7 35
Commodity dynamics: a sparse multi-class approach 0 0 1 10 0 3 7 39
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 0 19 1 4 5 18
Detecting Anti-dumping Circumvention: A Network Approach 1 1 2 12 1 5 10 40
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 0 5 1 3 7 13
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 6 8 65
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 2 7 14 41
Lasso Inference for High-Dimensional Time Series 0 0 0 33 0 5 21 119
Lasso-based forecast combinations for forecasting realized variances 0 0 1 56 0 4 5 39
Local Projection Inference in High Dimensions 1 3 4 58 4 11 28 67
Multi-class vector autoregressive models for multi-store sales data 0 0 1 33 0 3 8 45
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 1 9 18 39
Robust sparse canonical correlation analysis 0 0 0 1 1 2 3 12
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 0 4 6 15
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 0 7 8 29
Transmission Channel Analysis in Dynamic Models 1 1 1 5 1 9 19 30
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 0 6 8 25
Vector AutoRegressive Moving Average Models: A Review 0 1 5 26 3 8 24 63
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 0 8 10 47
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 1 42 3 6 10 37
White heteroscedasticty testing after outlier removal 0 0 0 59 0 6 11 151
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 1 3 3 32
Total Working Papers 3 6 18 604 24 136 253 1,050

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 2 2 18
Commodity dynamics: A sparse multi-class approach 0 0 0 5 1 4 8 43
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ 0 0 0 0 0 3 3 7
Forecasting using sparse cointegration 0 0 0 44 0 5 7 121
Heteroscedasticity testing after outlier removal 1 1 1 8 2 4 5 31
Identifying Demand Effects in a Large Network of Product Categories 0 0 1 15 2 6 14 75
Lasso inference for high-dimensional time series 0 0 0 1 2 7 14 29
Local projection inference in high dimensions 0 0 2 2 0 6 12 13
Multiclass vector auto‐regressive models for multistore sales data 0 0 1 5 0 3 5 27
Multivariate volatility forecasts for stock market indices 1 2 2 23 1 9 11 80
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 0 1 0 3 3 6
Sparse regression for large data sets with outliers 4 5 9 33 4 10 20 140
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 2 2 0 4 10 25
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 0 2 17 1 4 7 87
Total Journal Articles 6 8 20 157 13 70 121 702

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Statistics updated 2026-03-04