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 0 0 21
Cellwise robust regularized discriminant analysis 0 0 0 14 0 0 2 15
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 0 0 0 28
Commodity dynamics: a sparse multi-class approach 0 0 1 10 1 1 3 35
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 0 19 0 0 5 13
Detecting Anti-dumping Circumvention: A Network Approach 0 0 1 10 0 2 5 33
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 1 5 0 1 7 8
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 0 0 0 57
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 1 10 0 1 6 29
Lasso Inference for High-Dimensional Time Series 0 0 1 33 0 1 8 105
Lasso-based forecast combinations for forecasting realized variances 1 1 1 56 1 1 2 35
Local Projection Inference in High Dimensions 0 0 0 54 2 4 12 46
Multi-class vector autoregressive models for multi-store sales data 0 0 1 33 0 2 6 41
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 1 19 21 1 4 23 26
Robust sparse canonical correlation analysis 0 0 0 1 0 0 0 9
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 0 18 0 0 2 9
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 0 1 1 22
Transmission Channel Analysis in Dynamic Models 0 0 0 4 1 2 10 15
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 1 1 1 18
Vector AutoRegressive Moving Average Models: A Review 0 1 7 22 0 1 20 41
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 1 1 3 38
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 1 1 42 0 1 2 29
White heteroscedasticty testing after outlier removal 0 0 0 59 0 0 3 142
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 1 29
Total Working Papers 1 4 34 592 8 24 122 844

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 1 36
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 0 44 0 0 3 114
Heteroscedasticity testing after outlier removal 0 0 0 7 0 0 2 26
Identifying Demand Effects in a Large Network of Product Categories 0 0 1 14 3 3 4 64
Lasso inference for high-dimensional time series 0 0 0 1 2 3 6 19
Local projection inference in high dimensions 0 1 1 1 0 1 3 3
Multiclass vector auto‐regressive models for multistore sales data 0 0 2 5 1 1 5 24
Multivariate volatility forecasts for stock market indices 0 0 0 21 0 1 4 70
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages 0 0 0 1 0 0 0 3
Sparse regression for large data sets with outliers 0 1 5 28 1 4 21 128
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 1 2 2 1 2 5 20
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 0 1 16 0 1 2 82
Total Journal Articles 0 3 12 146 8 16 56 609

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Statistics updated 2025-09-05