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jostfi

Department of Finance

Center for Statistics

Jonas

Striaukas

Adjunkt

Kontor: SOL/A4.27

E-mail: jost.fi@cbs.dk

Primære forskningsområder

(Mixed frequency data) econometrics, (robust) statistical learning methods

Links

Personal Website

Link til denne hjemmeside

www.cbs.dk/staff/jostfi

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 / Econometrics of Machine Learning Methods in Economic Forecasting
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 / High-Dimensional Granger Causality Tests with an Application to VIX and News
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 / Panel Data Nowcasting : 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 / Testing for Sparse Idiosyncratic Components in Factor-augmented Regression Models
I: Journal of Econometrics, Vol. 244, Nr. 1, 8.2024

Tidsskriftartikel > peer review

2023

Andrii Babii; Eric Ghysels; Jonas Striaukas / Econometrics of Machine Learning Methods in Economic Forecasting
: 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 / Machine Learning Panel Data Regressions with Heavy-Tailed Dependent Data : Theory and Application.
I: Journal of Econometrics, Vol. 237, Nr. 2, 12.2023

Tidsskriftartikel > peer review

Matthias Weber; Jonas Striaukas; Martin Schumacher; Harald Binder / Regularized Regression When Covariates are Linkes on a Network : The 3CoSE Algortihm.
I: Journal of Applied Statistics, Vol. 50, Nr. 3, 2023, s. 535-554

Tidsskriftartikel > peer review

2022

Jonas Striaukas / Estimation and Inference for High Dimensional Time Series Data Models
Louvain : Universite Catholique de Louvain 2022, 180 s.

Ph.d.-afhandling

Andrii Babii; Eric Ghysels; Jonas Striaukas / Machine Learning Time Series Regressions With an Application to Nowcasting
I: Journal of Business and Economic Statistics, Vol. 40, Nr. 3, 2022, s. 1094-1106

Tidsskriftartikel > peer review