3
H index
0
i10 index
18
Citations
Ines Wilms : Citation Profile
Maastricht University | RESEARCH PRODUCTION: 7 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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2 years (2016 - 2018). 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:
| Cites to:
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Main data
Where Ines Wilms has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing Ines Wilms (2018 and 2017)
| Year | Title 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | Retail 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2018 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2018 | High-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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | National 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. Full description at Econpapers || Download paper |
| 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. Full description at Econpapers || Download paper |
| 2017 | METHODS 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. Full description at Econpapers || Download paper |
| 2017 | STRUCTURAL 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
Works by Ines Wilms:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Commodity Dynamics: A Sparse Multi-class Approach In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Multiclass vector auto†regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 0 |
| 2016 | Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2016 | Commodity dynamics: A sparse multi-class approach In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Forecasting using sparse cointegration In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2016 | Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing. [Full Text][Citation analysis] | article | 5 |
| 2018 | White heteroscedasticty testing after outlier removal In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | An algorithm for the multivariate group lasso with covariance estimation In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team