Ines Wilms : Citation Profile


Are you Ines Wilms?

Maastricht University

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 10
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 1 (4.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi441
   Updated: 2019-10-15    RAS profile: 2019-03-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ines Wilms.

Is cited by:

Claveria, Oscar (4)

Hallin, Marc (3)

Smeekes, Stephan (3)

Barigozzi, Matteo (3)

Schienle, Melanie (2)

Lilea, Florin Paul Costel (1)

Margaritella, Luca (1)

Hecq, Alain (1)

Corona, Francisco (1)

Cites to:

serra, teresa (5)

Johansen, Soren (4)

Diebold, Francis (4)

Pindyck, Robert (3)

Zingales, Luigi (3)

Giannone, Domenico (3)

Korobilis, Dimitris (3)

Soytas, Ugur (3)

Chintagunta, Pradeep (2)

Marcellino, Massimiliano (2)

Leatham, David (2)

Main data


Where Ines Wilms has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Ines Wilms (2018 and 2017)


YearTitle of citing document
2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2017Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model. (2017). Zhao, Ziping ; Palomar, Daniel P. In: Papers. RePEc:arx:papers:1710.05513.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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2019Determination of vector error correction models in high dimensions. (2019). Schienle, Melanie ; Liang, Chong. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:418-441.

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2018Retail store operations: Literature review and research directions. (2018). Mou, Shandong ; Dehoratius, Nicole ; Robb, David J. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:399-422.

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2019The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018High-dimensional multivariate posterior consistency under global–local shrinkage priors. (2018). Bai, Ray ; Ghosh, Malay. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:157-170.

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2017A network analysis of the volatility of high-dimensionalfinancial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:67456.

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2017National Accounts System: Source of Information in Macroeconomic Forecast. (2017). Anghelache, Constantin ; Solomon, Alina-Georgiana ; Madalina - Gabriela Anghel, . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:2:p:76-82.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

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2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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2017METHODS AND TECHNIQUES FOR PREPARING FORECASTS. (2017). Anghelache, Constantin ; Stoica, Radu ; Samson, Tudor ; Madalina - Gabriela Anghel, . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:26-36.

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2017STRUCTURAL METHODS USED IN FORECASTING STUDIES. (2017). Lilea, Florin Paul Costel ; Bodo, Gyorgy ; Marinescu, Radu Titus ; Diaconu, Aurelian ; Costel, Florin Paul . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:66-74.

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2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

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Works by Ines Wilms:


YearTitleTypeCited
2016Commodity Dynamics: A Sparse Multi-class Approach In: Papers.
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paper1
2016Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics.
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This paper has another version. Agregated cites: 1
article
2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers.
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paper0
2018Multiclass vector auto†regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C.
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article0
2016Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ In: Scandinavian Journal of Statistics.
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article0
2016The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach In: European Journal of Operational Research.
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article5
2016Forecasting using sparse cointegration In: International Journal of Forecasting.
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article9
2016Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing.
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article5
2018White heteroscedasticty testing after outlier removal In: Economics Series Working Papers.
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paper0
2018An algorithm for the multivariate group lasso with covariance estimation In: Journal of Applied Statistics.
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article1

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