Etienne Wijler

Etienne Wijler

Maastricht University - Maastricht / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 5186777
Universiteit Maastricht
person_outline Etienne Wijler's MOST POPULAR ARTICLES
1-) Macroeconomic forecasting using penalized regression methodsS Smeekes, E WijlerInternational journal of forecasting 34 (3), 408-430, 2018862018
2-) Unit roots and cointegrationS Smeekes, E WijlerMacroeconomic forecasting in the era of big data: Theory and practice, 541-584, 2020132020
3-) An automated approach towards sparse single-equation cointegration modellingS Smeekes, E WijlerJournal of econometrics 221 (1), 247-276, 202182021
4-) High-dimensional forecasting in the presence of unit roots and cointegrationS Smeekes, E WijlerarXiv preprint arXiv:1911.10552, 201972019
5-) Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite dataH Reuvers, E WijlerJournal of Econometrics 239 (1), 105520, 202422024