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 1 1 1 16
Commodity Dynamics: A Sparse Multi-class Approach 0 0 0 11 2 2 2 30
Commodity dynamics: a sparse multi-class approach 0 0 1 10 1 1 4 36
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning 0 0 0 19 0 1 5 14
Detecting Anti-dumping Circumvention: A Network Approach 0 1 2 11 1 2 6 35
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 0 0 0 5 1 2 5 10
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions 0 0 0 47 1 2 2 59
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions 0 0 0 10 3 5 9 34
Lasso Inference for High-Dimensional Time Series 0 0 1 33 4 9 17 114
Lasso-based forecast combinations for forecasting realized variances 0 0 1 56 0 0 1 35
Local Projection Inference in High Dimensions 1 1 1 55 6 10 20 56
Multi-class vector autoregressive models for multi-store sales data 0 0 1 33 0 1 7 42
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach 0 0 1 21 3 4 12 30
Robust sparse canonical correlation analysis 0 0 0 1 0 1 1 10
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 1 1 19 1 2 4 11
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 0 7 0 0 1 22
Transmission Channel Analysis in Dynamic Models 0 0 0 4 5 6 15 21
Tree-based Node Aggregation in Sparse Graphical Models 0 0 0 16 1 1 2 19
Vector AutoRegressive Moving Average Models: A Review 2 3 5 25 8 14 24 55
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach 0 0 0 82 1 1 3 39
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach 0 0 1 42 2 2 4 31
White heteroscedasticty testing after outlier removal 0 0 0 59 1 3 5 145
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 0 29
Total Working Papers 3 6 15 598 42 70 150 914

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 3 3 4 39
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 2 4 116
Heteroscedasticity testing after outlier removal 0 0 0 7 1 1 3 27
Identifying Demand Effects in a Large Network of Product Categories 0 1 1 15 1 5 8 69
Lasso inference for high-dimensional time series 0 0 0 1 1 3 9 22
Local projection inference in high dimensions 0 1 2 2 0 4 7 7
Multiclass vector auto‐regressive models for multistore sales data 0 0 2 5 0 0 5 24
Multivariate volatility forecasts for stock market indices 0 0 0 21 0 1 4 71
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 0 4 28 0 2 17 130
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach 0 0 2 2 1 1 6 21
Volatility spillovers in commodity markets: A large t-vector autoregressive approach 0 1 2 17 0 1 3 83
Total Journal Articles 0 3 13 149 7 23 70 632

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Statistics updated 2025-12-06