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bootUR: An R Package for Bootstrap Unit Root Tests,
Stephan Smeekes and Ines Wilms,
from arXiv.org
(2022)
Tree-based Node Aggregation in Sparse Graphical Models,
Ines Wilms and Jacob Bien,
from arXiv.org
(2021)
An algorithm for the multivariate group lasso with covariance estimation,
Ines Wilms and C. Croux,
in Journal of Applied Statistics
(2018)
Robust sparse canonical correlation analysis,
Ines Wilms and Christophe Croux,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2014)
Keywords: Canonical correlation analysis, Penalized regression, Robust regression, Sparse Least Trimmed Squares
An algorithm for the multivariate group lasso with covariance estimation,
Ines Wilms and Christophe Croux,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2015)
Keywords: Categorical variables, Group Lasso, Multivariate Regression, Penalized Maximum Likelihood, Sparsity, Time Series
Cellwise robust regularized discriminant analysis,
Stéphanie Aerts and Ines Wilms,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2017)
Keywords: Cellwise robust precision matrix, Classification, Discriminant analysis, Penalized estimation
Identifying Demand Effects in a Large Network of Product Categories,
Sarah Gelper, Ines Wilms and Christophe Croux,
in Journal of Retailing
(2016)
Keywords: Cross-category demand effects; Market response model; Sparse estimation; Vector AutoRegressive model;
Local projection inference in high dimensions,
Robert Adamek, Stephan Smeekes and Ines Wilms,
in The Econometrics Journal
(2024)
Keywords: Local projections, impulse response analysis, high-dimensional data, honest inference, lasso
Heteroscedasticity testing after outlier removal,
Vanessa Berenguer-Rico and Ines Wilms,
in Econometric Reviews
(2021)
Local Projection Inference in High Dimensions,
Robert Adamek, Stephan Smeekes and Ines Wilms,
from arXiv.org
(2024)
Multiclass vector auto‐regressive models for multistore sales data,
Ines Wilms, Luca Barbaglia and Christophe Croux,
in Journal of the Royal Statistical Society Series C
(2018)
Lasso inference for high-dimensional time series,
Robert Adamek, Stephan Smeekes and Ines Wilms,
in Journal of Econometrics
(2023)
Keywords: Honest inference; Lasso; Time series; High-dimensional data;
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach,
Ines Wilms, Sarah Gelper and Christophe Croux,
in European Journal of Operational Research
(2016)
Keywords: Bootstrap; Granger Causality; Lasso; Sentiment surveys; Time series forecasting;
Sparse regression for large data sets with outliers,
Lea Bottmer, Christophe Croux and Ines Wilms,
in European Journal of Operational Research
(2022)
Keywords: Data science; Lasso; Outliers; Robust regression; Variable selection;
Commodity dynamics: A sparse multi-class approach,
Luca Barbaglia, Ines Wilms and Christophe Croux,
in Energy Economics
(2016)
Keywords: Commodity prices; Multi-class estimation; Vector AutoRegressive model;
Volatility spillovers in commodity markets: A large t-vector autoregressive approach,
Luca Barbaglia, Christophe Croux and Ines Wilms,
in Energy Economics
(2020)
Keywords: Commodities; Forecasting; Lasso; Multivariate t-distribution; Vector autoregressive model; Volatility spillover;
Multivariate volatility forecasts for stock market indices,
Ines Wilms, Jeroen Rombouts and Christophe Croux,
in International Journal of Forecasting
(2021)
Keywords: International stock markets; Lasso; Option-implied variance; Realized variance; Volatility spillover;
Commodity Dynamics: A Sparse Multi-class Approach,
Luca Barbaglia, Ines Wilms and Christophe Croux,
from arXiv.org
(2016)
Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach,
Luca Barbaglia, Christophe Croux and Ines Wilms,
from arXiv.org
(2017)
Lasso Inference for High-Dimensional Time Series,
Robert Adamek, Stephan Smeekes and Ines Wilms,
from arXiv.org
(2022)
Detecting Anti-dumping Circumvention: A Network Approach,
Luca Barbaglia, Christophe Croux and Ines Wilms,
from arXiv.org
(2022)
Sparse High-Dimensional Vector Autoregressive Bootstrap,
Robert Adamek, Stephan Smeekes and Ines Wilms,
from arXiv.org
(2023)
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning,
Jeroen Rombouts, Marie Ternes and Ines Wilms,
from arXiv.org
(2024)
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions,
Alain Hecq, Marie Ternes and Ines Wilms,
from arXiv.org
(2022)
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions,
Alain Hecq, Marie Ternes and Ines Wilms,
from arXiv.org
(2024)
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach,
Alain Hecq, Ivan Ricardo and Ines Wilms,
from arXiv.org
(2024)
Cross-temporal forecast reconciliation at digital platforms with machine learning,
Jeroen Rombouts, Marie Ternes and Ines Wilms,
in International Journal of Forecasting
(2025)
Keywords: Hierarchical time series; Forecast reconciliation; Machine learning; Cross-temporal aggregation; Demand forecasting; Platform econometrics;
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach,
Ines Wilms, Sarah Gelper and Christophe Croux,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2015)
Keywords: Bootstrap, Granger Causality, Lasso, Sentiment surveys, Time series forecasting
Commodity dynamics: a sparse multi-class approach,
Luca Barbaglia, Ines Wilms and Christophe Croux,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2016)
Keywords: Commodity prices, Multi-class estimation, Vector AutoRegressive model
Multi-class vector autoregressive models for multi-store sales data,
Ines Wilms, Luca Barbaglia and Christophe Croux,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2016)
Keywords: Fused Lasso, Multi-class estimation, Multi-store sales application, Sparse estimation, Vector AutoRegressive model
Lasso-based forecast combinations for forecasting realized variances,
Ines Wilms, Jeroen Rombouts and Christophe Croux,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2016)
Keywords: Forecast combination, Hierarchical lasso, Lasso, Ordered Lasso, Realized variance, Volatility forecasting
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach,
Luca Barbaglia, Christophe Croux and Ines Wilms,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven
(2017)
Keywords: Commodities, Forecasting, Multivariate t-distribution, Vector AutoRegressive model, Volatility spillover
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series,
Alain Hecq, Ivan Ricardo and Ines Wilms,
from arXiv.org
(2024)
White heteroscedasticty testing after outlier removal,
Vanessa Berenguer Rico and Ines Wilms,
from University of Oxford, Department of Economics
(2018)
Keywords: Asymptotic theory, Empirical processes, Heteroscedasticity, Marked and Weighted Empirical processes, Outlier detection, Robust Statistics, White test
Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms,
Yu Jeffrey Hu, Jeroen Rombouts and Ines Wilms,
from arXiv.org
(2024)
Transmission Channel Analysis in Dynamic Models,
Enrico Wegner, Lenard Lieb, Stephan Smeekes and Ines Wilms,
from arXiv.org
(2024)
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages,
Ines Wilms, Sumanta Basu, Jacob Bien and David S. Matteson,
in Journal of the American Statistical Association
(2023)
Vector AutoRegressive Moving Average Models: A Review,
Marie-Christine D\"uker, David S. Matteson, Ruey S. Tsay and Ines Wilms,
from arXiv.org
(2024)
Volatilität, Unsicherheit, Komplexität, Ambiguität – Kybernetische Ansätze für die Unternehmensführung. Konferenz für Wirtschafts- und Sozialkybernetik vom 8. bis 9. November 2016 in Dornbirn,
Falko Wilms,
from Duncker & Humblot GmbH, Berlin
(2018)
Keywords: Komplexität, Kybernetik, Unsicherheit
Dynamic programming algorithms for computing power indices in weighted multi-tier games,
Ingo Wilms,
in Mathematical Social Sciences
(2020)
Keywords: Power indices; Banzhaf index; Shapley–Shubik index; Dynamic programming; Binary decision diagram; Council of the European Union;
Unity among black holes,
Jörn Wilms,
in Nature
(2006)
Bildungspolitik und wirtschaftliche Entwicklung,
Wilms Dorothee,
in Zeitschrift für Wirtschaftspolitik
(1985)
Comment on the proper interpretation of sales promotion effects: supplement elasticities with absolute sales effects,
Tom J. M. Wilms,
in Applied Stochastic Models in Business and Industry
(2005)
Effektivität und Effizienz durch Netzwerke. Wissenschaftliche Jahrestagung der Gesellschaft für Wirtschafts- und Sozialkybernetik vom 18. und 19. März 2004 in Lüneburg,
Falko E. P. Wilms,
from Duncker & Humblot GmbH, Berlin
(2015)
Keywords: Netzwerkmanagement, Prozesssteuerung, Systemanalyse, Wirtschaftskybernetik
Erste Konturen der philippinischen Außenpolitik unter Ferdinand Marcos jr.: Wie der Vater, so der Sohn,
Felix Heiduk and Tom Wilms,
from Stiftung Wissenschaft und Politik (SWP), German Institute for International and Security Affairs
(2022)
Keywords: Philippinen, China, USA, Ferdinand Marcos, Bongbong, Imelda Marcos, Rodrigo Duterte, Sara Duterte, Jose Faustino jr., Enrique Manalo, Südchinesisches Meer, United Nations Convention on the Law of the Sea, UNCLOS
Indonesiens G20-Präsidentschaft und der Krieg Russlands gegen die Ukraine: Jakarta zwischen allen Stühlen?,
Felix Heiduk and Tom Wilms,
from Stiftung Wissenschaft und Politik (SWP), German Institute for International and Security Affairs
(2022)
Early contours of Philippine foreign policy under Ferdinand Marcos Jr.: Like father, like son,
Felix Heiduk and Tom Wilms,
from Stiftung Wissenschaft und Politik (SWP), German Institute for International and Security Affairs
(2022)
Keywords: Philippine, foreign policy, presidential elections, Ferdinand Marcos Jr., Rodrigo Duterte, Southeast Asia, Indo-Pacific, China, US, EU
Health Insurance and Other Risk-Coping Strategies in Uganda: The Case of Microcare Insurance Ltd,
Marleen Dekker and Annegien Wilms,
in World Development
(2010)
Keywords: Uganda Sub-Sahara Africa health insurance micro-insurance poverty risk-coping strategies
A bookshelf on radiological health,
H.G. Wilms and C.E. Moss,
in American Journal of Public Health
(1975)
Segmentation for Metric Conjoint Analysis; A Monte Carlo Comparison,
M. Vriens, M. Wedel and T. Wilms,
from Groningen State, Institute of Economic Research-
(1992)
Keywords: econometrics ; economic models
ATOMIC STRUCTURES OF A Cu(111) SURFACE UNDER ELECTROCHEMICAL CONDITIONS: ANIN-SITUSTM STUDY,
P. Broekmann, M. Wilms and K. Wandelt,
in Surface Review and Letters (SRL)
(1999)
Adaptive Grids for the Estimation of Dynamic Models,
Andreas Lanz, Gregor Reich and Ole Wilms,
from HAL
(2020)
Keywords: Dynamic discrete choice models,Adaptive Grids,Balanced Errors,Equioscillation
Are we on the same page? The moderating role of value congruence in charismatic signaling-charismatic effects relationship,
Rafael Wilms and Clara Seif el Dahan,
from Center for Open Science
(2022)
The limit behavior of maxima modulo one and the number of maxima,
Y. Qi and R. J. G. Wilms,
in Statistics & Probability Letters
(1997)
Keywords: Distribution modulo 1 Fractional parts Number of maxima Extreme order statistics
The limit behavior of maxima modulo one and the number of maxima,
Yongcheng Qi and R. J. G. Wilms,
in Statistics & Probability Letters
(1997)
Keywords: Distribution modulo 1 Fractional parts Number of maxima Extreme order statistics
Asset pricing with time preference shocks: Existence and uniqueness,
John Stachurski, Ole Wilms and Junnan Zhang,
in Journal of Economic Theory
(2024)
Keywords: Asset pricing; Recursive preferences; Time preference shocks; Long-run risk;
Reading out a spatiotemporal population code by imaging neighbouring parallel fibre axons in vivo,
Christian D. Wilms and Michael Häusser,
in Nature Communications
(2015)
Adaptive grids for the estimation of dynamic models,
Andreas Lanz, Gregor Reich and Ole Wilms,
in Quantitative Marketing and Economics (QME)
(2022)
Keywords: Numerical dynamic programming, Mathematical programming with equilibrium constraints, r-adaptive grid refinement, Equi-oscillation
Adaptive Grids for the Estimation of Dynamic Models,
Andreas Lanz, Gregor Reich and Ole Wilms,
from HEC Paris
(2020)
Keywords: Numerical dynamic programming; mathematical programming with equilibrium constraints; r-adaptive grid refinement; equi-oscillatio
Higher-Order Effects in Asset-Pricing Models with Long-Run Risks,
Ole Wilms, Karl Schmedders and Walt Pohl,
from Society for Economic Dynamics
(2016)