Machine Learning Time Series Regressions With an Application to Nowcasting.
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- Journal of Business & Economic Statistics, 2022, v. 40, n. 3, p. 1094, doi. 10.1080/07350015.2021.1899933
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- Article
Works matching AU Striaukas, Jonas
Results: 4
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Regularized regression when covariates are linked on a network: the 3CoSE algorithm.
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- Journal of Applied Statistics, 2023, v. 50, n. 3, p. 535, doi. 10.1080/02664763.2021.1982878
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Panel data nowcasting: The case of price–earnings ratios.
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- Journal of Applied Econometrics, 2024, v. 39, n. 2, p. 292, doi. 10.1002/jae.3028
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High-Dimensional Granger Causality Tests with an Application to VIX and News*.
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- Journal of Financial Econometrics, 2024, v. 22, n. 3, p. 605, doi. 10.1093/jjfinec/nbac023
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