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Jonas Striaukas 🇺🇦
Jonas Striaukas 🇺🇦
Assistant Professor in Statistics, Copenahagen Business School
Verified email at cbs.dk - Homepage
Title
Cited by
Cited by
Year
Machine learning time series regressions with an application to nowcasting
A Babii, E Ghysels, J Striaukas
Journal of Business & Economic Statistics 40 (3), 1094-1106, 2022
1722022
High-dimensional Granger causality tests with an application to VIX and news
A Babii, E Ghysels, J Striaukas
Journal of Financial Econometrics 22 (3), 605-635, 2024
37*2024
Quantile-based inflation risk models
E Ghysels, L Iania, J Striaukas
NBB Working Paper, 2018
352018
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
A Babii, RT Ball, E Ghysels, J Striaukas
Journal of Econometrics 237 (2), 105315, 2023
29*2023
Factor-augmented sparse MIDAS regressions with an application to nowcasting
J Beyhum
FEB Research Report Department of Economics, 2024
6*2024
Regularized regression when covariates are linked on a network: the 3CoSE algorithm
M Weber, J Striaukas, M Schumacher, H Binder
Journal of Applied Statistics 50 (3), 535-554, 2023
6*2023
Testing for sparse idiosyncratic components in factor-augmented regression models
J Beyhum, J Striaukas
Journal of Econometrics 244 (1), 105845, 2024
5*2024
Panel data nowcasting: The case of price–earnings ratios
A Babii, RT Ball, E Ghysels, J Striaukas
Journal of Applied Econometrics 39 (2), 292-307, 2024
5*2024
Econometrics of machine learning methods in economic forecasting
A Babii, E Ghysels, J Striaukas
Handbook of Research Methods and Applications in Macroeconomic Forecasting, 246, 2024
32024
Nowcasting and aggregation: Why small Euro area countries matter
A Babii, L Barbaglia, E Ghysels, J Striaukas
Available at SSRN 4902689, 2024
22024
Estimation and inference for high dimensional time series data models
J Striaukas
UCL-Université Catholique de Louvain, 2022
2022
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