| 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 | 124 | 2022 |
| High-dimensional Granger causality tests with an application to VIX and news A Babii, E Ghysels, J Striaukas Journal of Financial Econometrics, nbac023, 2022 | 28* | 2022 |
| Quantile-based inflation risk models E Ghysels, L Iania, J Striaukas NBB Working Paper, 2018 | 28 | 2018 |
| 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 | 25* | 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 39 (2), 292-307, 2024 | 1* | 2024 |
| Tuning-free testing of factor regression against factor-augmented sparse alternatives J Beyhum, J Striaukas arXiv preprint arXiv:2307.13364, 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 |
| Estimation and inference for high dimensional time series data models J Striaukas UCL-Université Catholique de Louvain, 2022 | | 2022 |
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerified email at unc.edu
