(Mixed frequency data) econometrics, (robust) statistical learning methods
Links
Link til denne hjemmeside
www.cbs.dk/staff/jostfi
Andre undervisningsaktiviteter
Udvalgte publikationer
Babii A., Ball R., Ghysels, E., Striaukas, J. (2022+) "Machine learning panel data regressions with heavy-tailed dependent data: theory and application", forthcoming at Journal of Econometrics
Babii A., Ball R., Ghysels, E., Striaukas, J.(2022) Machine learning time series regressions with an application to nowcasting, Journal of Business & Economic Statistics, 40, 1094–1106.
Publikationer sorteret efter:
2024
Andrii Babii; Eric Ghysels; Jonas Striaukas / I: Handbook of Research Methods and Applications in Macroeconomic Forecasting. red. /Michael P. Clements; Ana Beatriz Galvão. Cheltenham : Edward Elgar Publishing 2024, s. 246–273
Bidrag til bog/antologi > peer review
Andrii Babii; Eric Ghysels; Jonas Striaukas / I: Journal of Financial Econometrics, Vol. 22, Nr. 3, 2024, s. 605-635
Tidsskriftartikel > peer review
Andrii Babii; Ryan T. Ball; Eric Ghysels; Jonas Striaukas / : The Case of Price–earnings Ratios. I: Journal of Applied Econometrics, Vol. 39, Nr. 2, 3.2024, s. 292-307
Tidsskriftartikel > peer review
Jad Beyhum; Jonas Striaukas / I: Journal of Econometrics, Vol. 244, Nr. 1, 8.2024
Tidsskriftartikel > peer review
2023
Andrii Babii; Eric Ghysels; Jonas Striaukas / : SSRN: Social Science Research Network 2023, 34 s. (Kenan Institute of Private Enterprise Research Paper)
Working paper
Andrii Babii; Ryan T. Ball; Eric Ghysels; Jonas Striaukas / : Theory and Application. I: Journal of Econometrics, Vol. 237, Nr. 2, 12.2023
Tidsskriftartikel > peer review
Matthias Weber; Jonas Striaukas; Martin Schumacher; Harald Binder / : The 3CoSE Algortihm. I: Journal of Applied Statistics, Vol. 50, Nr. 3, 2023, s. 535-554
Tidsskriftartikel > peer review
2022
Jonas Striaukas / Louvain : Universite Catholique de Louvain 2022, 180 s.
Ph.d.-afhandling
Andrii Babii; Eric Ghysels; Jonas Striaukas / I: Journal of Business and Economic Statistics, Vol. 40, Nr. 3, 2022, s. 1094-1106
Tidsskriftartikel > peer review
æڳپ
15/06/2022 – 28/09/2022 — Trainee, National Bank of Belgium. Project title: “Machine Learning Based Nowcasting Model for National Bank of Belgium and Euro Area”, Belgium
