Etienne Wijler
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling
2018/09/24 by Stephan Smeekes, Smeekes, Stephan, Etienne Wijler +2 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Methods and Inference #econ.EM #stat.ME
- Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data
2021/08/05 by Hanno Reuvers, Etienne Wijler, Reuvers, Hanno +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #econ.EM #stat.ML