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Alex Gibberd

Lancaster University (from arXiv:2303.14125, 2023) · ORCID · OpenAlex

13 papers in scope · 12 published · 2 on the econ.EM arXiv · 158 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. Jaime Vera-Jaramillo
  2. Atin Aboutorabi
  3. Gaétan de Rassenfosse
  4. Idris A. Eckley
  5. Luke M. Mosley
  6. Marie Ternes
  7. Matteo Luciani
  8. Laurent Ferrara
  9. Alain Hecq
  10. Matteo Barigozzi
  11. Henrique F. Pires
  12. Glenn D. Rudebusch
  13. Ines Wilms
  14. Anna E. C. Simoni
  15. Francis X. Diebold
  16. Maximilian Göbel
  17. Boyuan Zhang
  18. Marcelo C. Medeiros
  19. Joann Jasiak
  20. Francesco Giancaterini

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 13)

ℓ1-regularized generalized least squares
published2026 · Electronic Journal of Statistics
with Kaveh S. Nobari
Electronic Journal of Statistics
Disaggregating Time-Series with Many Indicators: An Overview of the DisaggregateTS Package
published2025 · The R Journal · first circulated 2023
with Luke Mosley, Kaveh Salehzadeh Nobari, Giuseppe Brandi
The R Journal
Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix
published2024 · Computational Statistics & Data Analysis · 3 citations
with Tak-Shing Chan
Computational Statistics & Data Analysis
The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
published2024 · Statistics and Computing · 6 citations · first circulated 2023
with Luke M. Mosley, Tak-Shing Chan
Statistics and Computing
When “time varying” volatility meets “transaction cost” in portfolio selection
published2023 · Journal of Empirical Finance · 9 citations
with Wei Qiao, Di Bu, Yin Liao, Tao Wen, E. Li
Journal of Empirical Finance
sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings
working paper2023 · arXiv · 4 citations
with Luke M. Mosley, Tak-Shing Chan
Paper profile arXiv arXiv:2303.14125
Stranded houses? The price effect of a minimum energy efficiency standard
published2023 · Energy Economics · 23 citations
with Konstantinos P. Ferentinos, Benjamin Guin
Energy Economics
Sparse Temporal Disaggregation
published2022 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 11 citations · first circulated 2021
with Luke Mosley, Idris A. Eckley
Paper profile Journal of the Royal Statistical Society Series A (Statistics in Society) arXiv:2108.05783
Wavelet spectra for multivariate point processes
published2021 · Biometrika · 1 citations
with Edward A. K. Cohen
Biometrika
Interpretable brain age prediction using linear latent variable models of functional connectivity
published2020 · PLoS ONE · 29 citations
with Ricardo Pio Monti, Sandipan Roy, Matthew A. Nunes, Romy Lorenz, Robert Leech, Takeshi Ogawa, Motoaki Kawanabe, Aapo Hyvärinen
PLoS ONE
Consistent multiple changepoint estimation with fused Gaussian graphical models
published2020 · Annals of the Institute of Statistical Mathematics · 1 citations
with Sandipan Roy
Annals of the Institute of Statistical Mathematics
The locally stationary dual-tree complex wavelet model
published2017 · Statistics and Computing · 9 citations · first circulated 2016
with James D. B. Nelson, Corina Naforniţa, N. Kingsbury
Statistics and Computing
Regularized Estimation of Piecewise Constant Gaussian Graphical Models: The Group-Fused Graphical Lasso
published2017 · Journal of Computational and Graphical Statistics · 62 citations
with James D. B. Nelson
Journal of Computational and Graphical Statistics

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.