Details about Ines Wilms

Access statistics for papers by Ines Wilms.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pwi441

Working Papers

2025

1. Sparse High-Dimensional Vector Autoregressive Bootstrap
   Papers, arXiv.org
2. Transmission Channel Analysis in Dynamic Models
   Papers, arXiv.org

2024

3. Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
   Papers, arXiv.org View citations (1)
4. Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
   Papers, arXiv.org
5. Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
   Papers, arXiv.org View citations (1)
6. Local Projection Inference in High Dimensions
   Papers, arXiv.org
   See also Journal Article Local projection inference in high dimensions, The Econometrics Journal, Royal Economic Society (2024) (2024)
7. Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
   Papers, arXiv.org View citations (1)
8. Vector AutoRegressive Moving Average Models: A Review
   Papers, arXiv.org

2022

9. Detecting Anti-dumping Circumvention: A Network Approach
   Papers, arXiv.org
10. Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
    Papers, arXiv.org View citations (2)
11. Lasso Inference for High-Dimensional Time Series
    Papers, arXiv.org View citations (4)
    See also Journal Article Lasso inference for high-dimensional time series, Journal of Econometrics, Elsevier (2023) View citations (8) (2023)
12. bootUR: An R Package for Bootstrap Unit Root Tests
    Papers, arXiv.org View citations (1)

2021

13. Tree-based Node Aggregation in Sparse Graphical Models
    Papers, arXiv.org

2018

14. White heteroscedasticty testing after outlier removal
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)

2017

15. Cellwise robust regularized discriminant analysis
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
16. Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach
    Papers, arXiv.org
    Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2017) View citations (1)

2016

17. Commodity Dynamics: A Sparse Multi-class Approach
    Papers, arXiv.org View citations (8)
    Also in Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven (2016)
    See also Journal Article Commodity dynamics: A sparse multi-class approach, Energy Economics, Elsevier (2016) View citations (8) (2016)
18. Lasso-based forecast combinations for forecasting realized variances
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
19. Multi-class vector autoregressive models for multi-store sales data
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
    See also Journal Article Multiclass vector auto‐regressive models for multistore sales data, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2018) View citations (1) (2018)

2015

20. An algorithm for the multivariate group lasso with covariance estimation
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
    See also Journal Article An algorithm for the multivariate group lasso with covariance estimation, Journal of Applied Statistics, Taylor & Francis Journals (2018) View citations (3) (2018)
21. The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
    See also Journal Article The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach, European Journal of Operational Research, Elsevier (2016) View citations (13) (2016)

2014

22. Robust sparse canonical correlation analysis
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven

Journal Articles

2024

1. Local projection inference in high dimensions
   The Econometrics Journal, 2024, 27, (3), 323-342
   See also Working Paper Local Projection Inference in High Dimensions, Papers (2024) (2024)

2023

2. Lasso inference for high-dimensional time series
   Journal of Econometrics, 2023, 235, (2), 1114-1143 View citations (8)
   See also Working Paper Lasso Inference for High-Dimensional Time Series, Papers (2022) View citations (4) (2022)
3. Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
   Journal of the American Statistical Association, 2023, 118, (541), 571-582 View citations (3)

2022

4. Sparse regression for large data sets with outliers
   European Journal of Operational Research, 2022, 297, (2), 782-794 View citations (8)

2021

5. Heteroscedasticity testing after outlier removal
   Econometric Reviews, 2021, 40, (1), 51-85 View citations (1)
6. Multivariate volatility forecasts for stock market indices
   International Journal of Forecasting, 2021, 37, (2), 484-499 View citations (23)

2020

7. Volatility spillovers in commodity markets: A large t-vector autoregressive approach
   Energy Economics, 2020, 85, (C) View citations (45)

2018

8. An algorithm for the multivariate group lasso with covariance estimation
   Journal of Applied Statistics, 2018, 45, (4), 668-681 View citations (3)
   See also Working Paper An algorithm for the multivariate group lasso with covariance estimation, Working Papers of Department of Decision Sciences and Information Management, Leuven (2015) (2015)
9. Multiclass vector auto‐regressive models for multistore sales data
   Journal of the Royal Statistical Society Series C, 2018, 67, (2), 435-452 View citations (1)
   See also Working Paper Multi-class vector autoregressive models for multi-store sales data, Working Papers of Department of Decision Sciences and Information Management, Leuven (2016) (2016)

2016

10. Commodity dynamics: A sparse multi-class approach
    Energy Economics, 2016, 60, (C), 62-72 View citations (8)
    See also Working Paper Commodity Dynamics: A Sparse Multi-class Approach, Papers (2016) View citations (8) (2016)
11. Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’
    Scandinavian Journal of Statistics, 2016, 43, (2), 353-356
12. Forecasting using sparse cointegration
    International Journal of Forecasting, 2016, 32, (4), 1256-1267 View citations (24)
13. Identifying Demand Effects in a Large Network of Product Categories
    Journal of Retailing, 2016, 92, (1), 25-39 View citations (18)
14. The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach
    European Journal of Operational Research, 2016, 254, (1), 138-147 View citations (13)
    See also Working Paper The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach, Working Papers of Department of Decision Sciences and Information Management, Leuven (2015) (2015)