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Research Output

  • 2 Working paper
  • 1 Article
  • 1 Doctoral Thesis
2016
Open Access
File
1059 Downloads (Pure)
2018

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
55 Downloads (Pure)

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

2020

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

Wijler, E., 2020

Research output: ThesisDoctoral ThesisInternal