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 1 1 7 28
Cellwise robust regularized discriminant analysis 0 1 1 15 0 2 12 27
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 0 0 10 38
Commodity dynamics: a sparse multi-class approach 0 0 0 10 0 1 8 43
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 0 19 0 1 19 32
Detecting Anti-dumping Circumvention: A Network Approach 0 0 1 12 2 2 14 48
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 0 5 0 3 9 17
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 0 1 11 69
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 11 0 1 17 46
Lasso Inference for High-Dimensional Time Series 0 0 1 34 0 1 27 132
Lasso-based forecast combinations for forecasting realized variances 0 0 0 56 0 1 11 46
Local Projection Inference in High Dimensions 1 1 6 60 1 1 27 73
Multi-class vector autoregressive models for multi-store sales data 0 0 1 34 0 0 5 46
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 22 1 1 21 47
Robust sparse canonical correlation analysis 0 0 0 1 0 0 7 16
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 0 0 7 16
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 0 1 8 30
Transmission Channel Analysis in Dynamic Models 1 1 2 6 2 4 28 43
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 0 0 12 30
Vector AutoRegressive Moving Average Models: A Review 0 0 4 27 0 3 30 75
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 0 2 18 56
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 0 42 0 0 9 38
White heteroscedasticty testing after outlier removal 0 0 0 59 1 3 16 158
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 1 2 6 35
Total Working Papers 2 3 19 613 9 31 339 1,189

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 5 21
Commodity dynamics: A sparse multi-class approach 0 0 0 5 0 0 10 46
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ 0 0 0 0 0 0 6 10
Forecasting using sparse cointegration 0 0 0 44 1 3 14 128
Heteroscedasticity testing after outlier removal 0 0 1 8 0 0 7 33
Identifying Demand Effects in a Large Network of Product Categories 0 0 2 16 1 2 13 79
Lasso inference for high-dimensional time series 0 0 0 1 0 1 29 48
Local projection inference in high dimensions 0 0 0 2 0 2 13 17
Multiclass vector auto‐regressive models for multistore sales data 0 0 0 5 0 2 8 32
Multivariate volatility forecasts for stock market indices 0 0 2 23 1 4 21 91
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 0 1 1 2 11 14
Sparse regression for large data sets with outliers 0 0 5 33 1 4 24 153
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 2 1 3 11 31
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 0 1 17 1 2 14 96
Total Journal Articles 0 0 11 158 7 25 186 799

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Statistics updated 2026-10-11