EconBase
← All authors

Guðmundur Guðmundsson

Aarhus University (per OpenAlex) · ORCID · OpenAlex

15 papers in scope · 14 published · 1 on the econ.EM arXiv · 129 citations · h-index 6 (over the papers listed here)

Related authors

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

  1. Christian T. Brownlees
  2. Ankita Ghosh
  3. Chiara Amorino
  4. Ya Ping Wang
  5. Jushan Bai
  6. Jonas Striaukas
  7. Éric Ghysels
  8. Jianqing Fan
  9. Andrii Babii
  10. Serena Ng
  11. Marcelo C. Medeiros
  12. Ricardo Masini
  13. Sidonia McKenzie
  14. Jonathan Auerbach
  15. Kengo Kato
  16. Denis Chetverikov
  17. Alexandre Belloni
  18. Victor Chernozhukov
  19. Eric Auerbach
  20. Ryan T. Ball

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

(2 of 15)

Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions
published2025 · Journal of Business and Economic Statistics · first circulated 2021
Journal of Business and Economic Statistics
Performance of Empirical Risk Minimization For Principal Component Regression
working paper2024 · arXiv
with Christian T. Brownlees, Ya Ping Wang
Paper profile arXiv arXiv:2409.03606
Detecting groups in large vector autoregressions
published2021 · Journal of Econometrics · 14 citations
with Christian T. Brownlees
Journal of Econometrics
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA
published2021 · Econometric Theory · 1 citations
with Christian T. Brownlees
Paper profile Econometric Theory arXiv:2104.12127
Community Detection in Partial Correlation Network Models
published2020 · Journal of Business and Economic Statistics · 20 citations · first circulated 2016
with Christian T. Brownlees, Gábor Lugosi
Journal of Business and Economic Statistics
A Double-Edged Sword: High Interest Rates in Capital Control Regimes
published2016 · Economics · 5 citations
with Gylfi Zoëga, Gylfi Zoega
Economics
Age structure and the current account
published2014 · Economics Letters · 20 citations · first circulated 2013
with Gylfi Zoëga
Economics Letters
Verðbólguspár og verðbólgumarkmið Seðlabanka Íslands
published2010 · Tímarit um viðskipti og efnahagsmál
Tímarit um viðskipti og efnahagsmál
Estimation of Continuous Flows from Observed Aggregates
published2001 · Journal of the Royal Statistical Society Series D (The Statistician) · 6 citations
Journal of the Royal Statistical Society Series D (The Statistician)
Disaggregation of annual flow data with multiplicative trends
published1999 · Journal of Forecasting · 4 citations
Journal of Forecasting
THRESHOLD TIME SERIES MODELING OF TWO ICELANDIC RIVERFLOW SYSTEMS 1
published1985 · JAWRA Journal of the American Water Resources Association · 35 citations
with H. Tong, B. Y. Thanoon, Howell Tong
JAWRA Journal of the American Water Resources Association
Multivariate Analysis of Economic Variables
published1977 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 14 citations
Journal of the Royal Statistical Society Series C (Applied Statistics)
SEASONAL VARIATIONS AND STATIONARITY
published1975 · Hydrology research · 4 citations
Hydrology research
Statistical models for interpreting aeromagnetic data; discussion
published1971 · Geophysics
Geophysics
Time-Series Analysis of Imports, Exports and Other Economic Variables
published1971 · Journal of the Royal Statistical Society Series A (General) · 6 citations
Journal of the Royal Statistical Society Series A (General)

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.