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Do stock prices contain predictive power for the future economic activity? : a granger causality analysis in the frequency domain
Croux, Christophe; Reusens, Peter - 2011
Persistent link: https://www.econbiz.de/10009376812
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Real or nominal variables, does it matter for the impulse response?
Reusens, Peter; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011290632
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Robust exponential smoothing of multivariate time series
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009
Persistent link: https://www.econbiz.de/10003982213
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Robust estimation for ordinal regression
Croux, Christophe; Haesbroeck, G.; Ruwet, C. - 2011
Persistent link: https://www.econbiz.de/10009010175
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Robust sparse principal component analysis
Croux, Christophe; Filzmoser, Peter; Fritz, Heinrich - 2011
Persistent link: https://www.econbiz.de/10009377005
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Robust and sparse factor modelling
Croux, Christophe; Exterkate, Peter - 2011
Persistent link: https://www.econbiz.de/10009377508
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Sparse least trimmed squares regression
Alfons, Andreas; Croux, Christophe; Gelper, Sarah - 2011
Persistent link: https://www.econbiz.de/10009377551
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Sparse canonical correlation analysis from a predictive point of view
Wilms, Ines; Croux, Christophe - 2013
Persistent link: https://www.econbiz.de/10010238525
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The influence function of penalized regression estimators
Öllerer, Viktoria; Croux, Christophe; Alfons, Andreas - 2013
Persistent link: https://www.econbiz.de/10010238527
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The shooting s-estimator for robust regression
Öllerer, Viktoria; Alfons, Andreas; Croux, Christophe - 2013
Persistent link: https://www.econbiz.de/10010238534