Follow
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
1112022
High-dimensional Granger causality tests with an application to VIX and news
A Babii, E Ghysels, J Striaukas
arXiv preprint arXiv:1912.06307, 2019
26*2019
Quantile-based inflation risk models
E Ghysels, L Iania, J Striaukas
NBB Working Paper, 2018
242018
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
23*2023
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
4*2023
Panel data nowcasting: The case of price–earnings ratios
A Babii, RT Ball, E Ghysels, J Striaukas
Journal of Applied Econometrics, 2023
1*2023
Sparse plus dense MIDAS regressions and nowcasting during the COVID pandemic
J Beyhum, J Striaukas
arXiv preprint arXiv:2306.13362, 2023
1*2023
Econometrics of Machine Learning Methods in Economic Forecasting
A Babii, E Ghysels, J Striaukas
arXiv preprint arXiv:2308.10993, 2023
2023
Tuning-free testing of factor regression against factor-augmented sparse alternatives
J Beyhum, J Striaukas
arXiv preprint arXiv:2307.13364, 2023
2023
Estimation and inference for high dimensional time series data models
J Striaukas
UCL-Université Catholique de Louvain, 2022
2022
The system can't perform the operation now. Try again later.
Articles 1–10