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Wilms, Ines
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1

Cross-temporal forecast reconciliation at digital platforms..:

Rombouts, Jeroen ; Ternes, Marie ; Wilms, Ines
International Journal of Forecasting.  , 2024
Link: https://doi.org/10.1016/..
 
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2

Local projection inference in high dimensions:

Adamek, Robert ; Smeekes, Stephan ; Wilms, Ines
The Econometrics Journal.  , 2024
Link: https://doi.org/10.1093/..
 
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3

The Influence Function of Graphical Lasso Estimators:

Louvet, Gaëtan ; Raymaekers, Jakob ; Van Bever, Germain.
Econometrics and Statistics.  , 2023
Link: https://doi.org/10.1016/..
 
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4

Lasso inference for high-dimensional time series:

Adamek, Robert ; Smeekes, Stephan ; Wilms, Ines
Journal of Econometrics.  235 (2023)  2 - p. 1114-1143 , 2023
Link: https://doi.org/10.1016/..
 
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5

Hierarchical Regularizers for Mixed-Frequency Vector Autore..:

Hecq, Alain ; Ternes, Marie ; Wilms, Ines
Journal of Computational and Graphical Statistics.  31 (2022)  4 - p. 1076-1090 , 2022
Link: https://doi.org/10.1080/..
 
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6

Sparse regression for large data sets with outliers:

Bottmer, Lea ; Croux, Christophe ; Wilms, Ines
European Journal of Operational Research.  297 (2022)  2 - p. 782-794 , 2022
Link: https://doi.org/10.1016/..
 
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7

Data Science in Science: Special Issue on Data Science in E..:

Friedrich, Marina ; Mahieu, Emmanuel ; Smeekes, Stephan...
Data Science in Science.  1 (2022)  1 - p. 5-5 , 2022
Link: https://doi.org/10.1080/..
 
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8

Data Science in Science: Special Issue on Data Science in M..:

Getmansky Sherman, Mila ; Tsay, Ruey S. ; Chen, Rong...
Data Science in Science.  1 (2022)  1 - p. 3-4 , 2022
Link: https://doi.org/10.1080/..
 
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9

Regularized Predictive Models for Beef Eating Quality of In..:

Tarr, Garth ; Wilms, Ines
Data Science in Science.  1 (2022)  1 - p. 20-33 , 2022
Link: https://doi.org/10.1080/..
 
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10

Graphical Influence Diagnostics for Changepoint Models:

Wilms, Ines ; Killick, Rebecca ; Matteson, David S.
Journal of Computational and Graphical Statistics.  31 (2022)  3 - p. 753-765 , 2022
Link: https://doi.org/10.1080/..
 
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11

Sparse Identification and Estimation of Large-Scale Vector ..:

Wilms, Ines ; Basu, Sumanta ; Bien, Jacob.
Journal of the American Statistical Association.  118 (2021)  541 - p. 571-582 , 2021
Link: https://doi.org/10.1080/..
 
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12

Multivariate volatility forecasts for stock market indices:

Wilms, Ines ; Rombouts, Jeroen ; Croux, Christophe
International Journal of Forecasting.  37 (2021)  2 - p. 484-499 , 2021
Link: https://doi.org/10.1016/..
 
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13

Heteroscedasticity testing after outlier removal:

Berenguer-Rico, Vanessa ; Wilms, Ines
Econometric Reviews.  40 (2020)  1 - p. 51-85 , 2020
Link: https://doi.org/10.1080/..
 
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14

Volatility spillovers in commodity markets: A large t-vecto..:

Barbaglia, Luca ; Croux, Christophe ; Wilms, Ines
Energy Economics.  85 (2020)  - p. 104555 , 2020
Link: https://doi.org/10.1016/..
 
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15

Multiclass vector auto-regressive models for multistore sal..:

Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe
Journal of the Royal Statistical Society. Series C (Applied Statistics).  67 (2018)  2 - p. 435-452 , 2018
Link: https://www.jstor.org/st..
 
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