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Jonas Striaukas

Department of Finance (from arXiv:2502.09740, 2025) · ORCID · OpenAlex

11 papers in scope · 7 published · 10 on the econ.EM arXiv · 166 citations · h-index 7 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Éric Ghysels
  2. Andrii Babii
  3. Ryan T. Ball
  4. Luca Barbaglia
  5. Anna E. C. Simoni
  6. Ines Wilms
  7. Marie Ternes
  8. Stephan Smeekes
  9. Matteo Mogliani
  10. Konstantin Boss
  11. Luigi Longo
  12. Ingrid Van Keilegom
  13. Alvaro Ortiz
  14. Alain Hecq
  15. Sarun Kamolthip
  16. Jad Beyhum
  17. Marie Corillon
  18. Wolfgang Karl Härdle
  19. Tommaso Tornese
  20. Eduardo Mendes

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(10 of 11)

Factor-Augmented Machine Learning Panel Regressions
working paper2026 · arXiv
with Andrii Babii, Luca Barbaglia, Éric Ghysels
Paper profile arXiv arXiv:2607.06368
Factor-Augmented Sparse MIDAS Regressions with an Application to Nowcasting
published2026 · Journal of Business and Economic Statistics · 20 citations · first circulated 2023
with Jad Beyhum
Paper profile Journal of Business and Economic Statistics arXiv:2306.13362
High-dimensional censored MIDAS logistic regression for corporate survival forecasting
working paper2025 · arXiv
with Wei Miao, Jad Beyhum, Ingrid Van Keilegom
Paper profile arXiv arXiv:2502.09740
Econometrics of machine learning methods in economic forecasting
working paper2024 · arXiv · 21 citations · first circulated 2023
with Andrii Babii, Éric Ghysels
Paper profile arXiv arXiv:2308.10993
Testing for sparse idiosyncratic components in factor-augmented regression models
published2024 · Journal of Econometrics · 22 citations · first circulated 2023
with Jad Beyhum
Paper profile Journal of Econometrics arXiv:2307.13364
Nowcasting and Aggregation: Why Small Euro Area Countries Matter
working paper2024 · arXiv
with Andrii Babii, Luca Barbaglia, Éric Ghysels
Paper profile arXiv arXiv:2509.24780
Panel data nowcasting: The case of price–earnings ratios
published2023 · Journal of Applied Econometrics · 9 citations · first circulated 2022
with Andrii Babii, Ryan T. Ball, Éric Ghysels
Paper profile Journal of Applied Econometrics arXiv:2307.02673
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
published2022 · Journal of Econometrics · 35 citations · first circulated 2020
with Andrii Babii, Ryan T. Ball, Éric Ghysels
Paper profile Journal of Econometrics arXiv:2008.03600
High-Dimensional Granger Causality Tests with an Application to VIX and News
published2022 · Journal of Financial Econometrics · 22 citations · first circulated 2019
with Andrii Babii, Éric Ghysels
Paper profile Journal of Financial Econometrics arXiv:1912.06307
Regularized regression when covariates are linked on a network: the 3CoSE algorithm
published2021 · Journal of Applied Statistics · 5 citations
with Matthias Weber, Martin Schumacher, Harald Binder
Journal of Applied Statistics
Machine Learning Time Series Regressions With an Application to Nowcasting
published2021 · Journal of Business and Economic Statistics · 32 citations · first circulated 2020
with Andrii Babii, Éric Ghysels
Paper profile Journal of Business and Economic Statistics arXiv:2005.14057

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.