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Multi-class vector autoregress...
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ECONIS (ZBW)
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1
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
2
The predictive power of the business and bank sentiment of firms : a high-dimensional Granger Causality approach
Wilms, I.
;
Gelper, Sarah
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011646403
Saved in:
3
Lasso-based forecast combinations for forecasting realized variances
Wilms, I.
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011671077
Saved in:
4
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
5
Robust estimators for the fixed effects panel data model
Bramati, Maria Caterina
;
Croux, Christophe
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 521-540
Persistent link: https://www.econbiz.de/10003637606
Saved in:
6
Measuring and testing Granger causality over the spectrum : an application to European production expectation surveys
Lemmens, Aurélie
;
Croux, Christophe
;
Dekimpe, Marnik G.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 414-431
Persistent link: https://www.econbiz.de/10003764106
Saved in:
7
Robust continuum regression
Serneels, Sven
;
Filzmoser, Peter
;
Croux, Christophe
; …
-
2004
Persistent link: https://www.econbiz.de/10002503899
Saved in:
8
Poverty dynamics in Europe : a multilevel discrete-time recurrent Hazard analysis
Callens, Marc
;
Croux, Christophe
;
Avramov, Dragana
-
2004
Persistent link: https://www.econbiz.de/10002503972
Saved in:
9
Predicting customer wallet without survey data
Glady, Nicolas
;
Croux, Christophe
- In:
Journal of service research : JSR
11
(
2008/09
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10003804788
Saved in:
10
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
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