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Jonas Krampe

Cornell University (from arXiv:2402.02482, 2024) · ORCID · OpenAlex

12 papers in scope · 10 published · 2 on the econ.EM arXiv · 57 citations · h-index 4 (over the papers listed here)

Related authors

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

  1. Luca Margaritella
  2. Yuning Li
  3. Li Yu-ning
  4. Stephan Smeekes
  5. Alain Hecq
  6. Marcelo C. Medeiros
  7. Jia Chen
  8. Ricardo Masini
  9. Chen Jia
  10. Degui Li
  11. Jianqing Fan
  12. Marc Hallin
  13. Oliver Linton
  14. Eduardo Mendes
  15. Matteo Barigozzi
  16. Jushan Bai
  17. Serena Ng
  18. Ines Wilms
  19. Joann Jasiak
  20. Weichi Wu

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 12)

Frequency Domain Statistical Inference for High-Dimensional Time Series
published2025 · Journal of the American Statistical Association · 4 citations · first circulated 2022
with Efstathios Paparoditis
Journal of the American Statistical Association
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
published2025 · Oxford Bulletin of Economics and Statistics · 2 citations
with Luca Margaritella
Oxford Bulletin of Economics and Statistics
Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?
working paper2024 · arXiv · 1 citations
with Luca Margaritella
Paper profile arXiv arXiv:2402.02482
Inverse covariance operators of multivariate nonstationary time series
published2024 · Bernoulli · 2 citations · first circulated 2022
with Suhasini Subba Rao
Bernoulli
Structural inference in sparse high-dimensional vector autoregressions
published2022 · Journal of Econometrics · 7 citations · first circulated 2020
with Efstathios Paparoditis, Carsten Trenkler
Journal of Econometrics
Factor Models with Sparse VAR Idiosyncratic Components
working paper2021 · arXiv · 3 citations
with Luca Margaritella
Paper profile arXiv arXiv:2112.07149
Bootstrap based inference for sparse high-dimensional time series models
published2021 · Bernoulli · 17 citations · first circulated 2018
with Jens-Peter Kreiß, Efstathios Paparoditis, J.-P. Kreiss
Bernoulli
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models
published2021 · Journal of Time Series Analysis · 14 citations
with Efstathios Paparoditis
Journal of Time Series Analysis
Estimating wold matrices and vector moving average processes
published2020 · Journal of Time Series Analysis · 2 citations
with Timothy L. McMurry
Journal of Time Series Analysis
Time series modeling on dynamic networks
published2019 · Electronic Journal of Statistics
Electronic Journal of Statistics
Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series
published2018 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2 citations · first circulated 2017
with Jens-Peter Kreiß, Efstathios Paparoditis
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
published2015 · Statistics & Probability Letters · 3 citations
with Jens-Peter Kreiß, Efstathios Paparoditis
Statistics & Probability Letters

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.