← All authors Ines Wilms Maastricht University (from arXiv:2606.03665, 2026) · ORCID · OpenAlex
37 papers in scope · 31 published · 13 on the econ.EM arXiv · 487 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Alain Hecq Stephan Smeekes Marie Ternes Ivan Ricardo Luca Margaritella Jonas Striaukas Éric Ghysels Andrii Babii Marie Corillon Eduardo Mendes Jonathan Chassot Francesco Audrino Marcelo C. Medeiros Hongqiang Yan Gianluca Cubadda Anna E. C. Simoni Ricardo Masini Robert Adamek Joann Jasiak Jeroen V.K. Rombouts 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 (16 of 37)
Outlier detection in state-space models using mean-shift penalisation
published 2026 · Statistics and Computing
with Rajan Shankar, Jakob Raymaekers, Garth Tarr
published 2026 · Econometrics and Statistics
working paper 2026 · arXiv
Why more isn’t always better: Examining the effects of network density on firms’ likelihood of new product innovation
published 2026 · Journal of Business Research
with Eric Schaap, Dominik Mahr, Jonas Klingwort, Dhruv Grewal
Clusterpath Gaussian Graphical Modeling
published 2026 · Journal of Computational and Graphical Statistics · 1 citations
with Daniel J.W. Touw, Andreas Alfons, Patrick J. F. Groenen
Sparse outlier-robust PCA for multi-source data
published 2025 · Statistics and Computing · 1 citations
with Patricia Puchhammer, Peter Filzmoser
published 2025 · Journal of Forecasting · first circulated 2023
published 2025 · Economics Letters · 3 citations · first circulated 2024
published 2025 · Wiley Interdisciplinary Reviews Computational Statistics · 19 citations · first circulated 2024
working paper 2025 · arXiv
working paper 2024 · arXiv · 2 citations
published 2024 · International Journal of Forecasting · 11 citations
published 2024 · Information Systems Research · 2 citations · first circulated 2023
working paper 2024 · arXiv
published 2024 · Econometrics Journal · 3 citations · first circulated 2022
The Influence Function of Graphical Lasso Estimators
published 2023 · Econometrics and Statistics · 3 citations · first circulated 2022
with Gaëtan Louvet, Jakob Raymaekers, Germain Van Bever
working paper 2023 · arXiv
published 2023 · Journal of Statistical Software · 11 citations · first circulated 2020
published 2022 · Journal of Econometrics · 6 citations
published 2022 · Journal of Computational and Graphical Statistics · 3 citations · first circulated 2021
Graphical Influence Diagnostics for Changepoint Models
published 2021 · Journal of Computational and Graphical Statistics
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
published 2021 · Journal of the American Statistical Association · 9 citations · first circulated 2017
Sparse regression for large data sets with outliers
published 2021 · European Journal of Operational Research · 34 citations
working paper 2021 · arXiv · 4 citations
Multivariate volatility forecasts for stock market indices
published 2020 · International Journal of Forecasting · 48 citations
Heteroscedasticity testing after outlier removal
published 2020 · Econometric Reviews · 26 citations
with Vanessa Berenguer-Rico
Volatility spillovers in commodity markets: A large t-vector autoregressive approach
published 2019 · Energy Economics · 98 citations
Cellwise robust regularized discriminant analysis
published 2017 · Statistical Analysis and Data Mining The ASA Data Science Journal · 11 citations
with Stéphanie Aerts
Multiclass Vector Auto-Regressive Models for Multistore Sales Data
published 2017 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 8 citations
An algorithm for the multivariate group lasso with covariance estimation
published 2017 · Journal of Applied Statistics · 18 citations · first circulated 2015
with Christophe Croux
Commodity dynamics: A sparse multi-class approach
published 2016 · Energy Economics · 18 citations
Robust sparse canonical correlation analysis
published 2016 · BMC Systems Biology · 33 citations · first circulated 2015
with Christophe Croux
Forecasting using sparse cointegration
published 2016 · International Journal of Forecasting · 37 citations
with Christophe Croux
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’
published 2016 · Scandinavian Journal of Statistics · 1 citations
with Christophe Croux
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach
published 2016 · European Journal of Operational Research · 18 citations · first circulated 2015
with Sarah Gelper, Christophe Croux
Sparse canonical correlation analysis from a predictive point of view
published 2015 · Biometrical Journal · 1 citations · first circulated 2013
with Christophe Croux
Identifying Demand Effects in a Large Network of Product Categories
published 2015 · Journal of Retailing · 58 citations
with Sarah Gelper, Christophe Croux
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