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Research Output

High-Dimensional Time Series Analysis: Unit Roots, Cointegration and Forecasting

Wijler, E., 2020

Research output: ThesisDoctoral ThesisInternal

Unit Roots and Cointegration

Smeekes, S. & Wijler, E., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1 ed. Springer Nature Switzerland AG, Vol. 52. p. 541-584 44 p. (Advanced Studies in Theoretical and Applied Econometrics).

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration

Smeekes, S. & Wijler, E., 24 Nov 2019, arXiv.org at Cornell University Library, (arXiv e-prints; No. 1911.10552).

Research output: Working paperProfessional

An Automated Approach Towards Sparse Single-Equation Cointegration Modelling

Smeekes, S. & Wijler, E., 24 Sep 2018, (arXiv e-print; No. 1809.08889).

Research output: Working paperProfessional

File

Macroeconomic forecasting using penalized regression methods

Smeekes, S. & Wijler, E., 1 Jul 2018, In : International Journal of Forecasting. 34, 3, p. 408-430 23 p.

Research output: Contribution to journalArticleAcademicpeer-review