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Etienne Wijler
Etienne Wijler
Vrije Universiteit Amsterdam
Verified email at maastrichtuniversity.nl - Homepage
Title
Cited by
Cited by
Year
Macroeconomic forecasting using penalized regression methods
S Smeekes, E Wijler
International journal of forecasting 34 (3), 408-430, 2018
882018
Unit roots and cointegration
S Smeekes, E Wijler
Macroeconomic forecasting in the era of big data: Theory and practice, 541-584, 2020
132020
An automated approach towards sparse single-equation cointegration modelling
S Smeekes, E Wijler
Journal of econometrics 221 (1), 247-276, 2021
82021
High-dimensional forecasting in the presence of unit roots and cointegration
S Smeekes, E Wijler
arXiv preprint arXiv:1911.10552, 2019
82019
Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data
H Reuvers, E Wijler
Journal of Econometrics 239 (1), 105520, 2024
22024
A restricted eigenvalue condition for unit-root non-stationary data
E Wijler
arXiv preprint arXiv:2208.12990, 2022
12022
Achieving smoothness in sparse spatio-temporal autoregressive modelling via the graph-guided fused LASSO
J Broere, EJJ Wijler
2023
Macroeconomic forecasting using penalized regression methods (vol 34, pg 408, 2018) yy
S Smeekes, E Wijler
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1317-1318, 2021
2021
High-dimensional Time Series Analysis: Unit Roots, Cointegration and Forecasting
Etiënne (Josepha Johannes) Wijler
Datawyse/Universitaire Pers Maastricht, 2021
2021
specs: Single-Equation Penalized Error-Correction Selector (SPECS)
S Smeekes, E Wijler
2020
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