Christian T. Brownlees

1. Impulse Response Estimation by Smooth Local Projections
   2018/11/03 by Régis Barnichon, Regis Barnichon, Christian Brownlees +1 · 13 citations
   Economics, Econometrics and Finance · Decision Sciences · #Monetary Policy and Economic Impact #Scientific Measurement and Uncertainty Evaluation
2. NETS: Network estimation for time series
   2018/12/06 by Matteo Barigozzi, Christian T. Brownlees, Christian Brownlees · 3 citations
   Economics, Econometrics and Finance · Physics and Astronomy · Mathematics · #Complex Systems and Time Series Analysis #Complex Network Analysis Techniques #Statistical Methods and Inference
3. Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction
   2021/08/11 by Christian T. Brownlees, Brownlees, Christian, Jordi Llorens-Terrazas +1 · 1 citation
   Computer Science · Engineering · #Control Systems and Identification #FOS: Computer and information sciences #Fault Detection and Control Systems #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications
4. Financial econometric analysis at ultra-high frequency: Data handling concerns
   2006/10/18 by Christian T. Brownlees, C.T. Brownlees, Giampiero M. Gallo +1 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility