Macroeconomic forecasting using penalized regression methods S Smeekes, E Wijler International journal of forecasting 34 (3), 408-430, 2018 | 97 | 2018 |
Unit roots and cointegration S Smeekes, E Wijler Macroeconomic forecasting in the era of big data: Theory and practice, 541-584, 2020 | 16 | 2020 |
An automated approach towards sparse single-equation cointegration modelling S Smeekes, E Wijler Journal of Econometrics 221 (1), 247-276, 2021 | 11 | 2021 |
High-dimensional forecasting in the presence of unit roots and cointegration S Smeekes, E Wijler arXiv preprint arXiv:1911.10552, 2019 | 7 | 2019 |
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 | 2 | 2024 |
A restricted eigenvalue condition for unit-root non-stationary data E Wijler arXiv preprint arXiv:2208.12990, 2022 | 1 | 2022 |
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 |