15 citations · 17 across the 3 of their papers we have counts for
3 papers
econ.EM2022★ 1 cited
Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition
Saulius Jokubaitis, Dmitrij Celov
This paper elaborates on the sectoral-regional view of the business cycle synchronization in the EU -- a necessary condition for the optimal currency area. We argue that complete a…
math.ST2022★ 1 cited
Asymptotic normality in linear regression with approximately sparse structure
Saulius Jokubaitis, Remigijus Leipus
In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS struct…
econ.EM2019★ 15 cited
Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run
Saulius Jokubaitis, Dmitrij Celov, Remigijus Leipus
This paper aims to examine the use of sparse methods to forecast the real, in the chain-linked volume sense, expenditure components of the US and EU GDP in the short-run sooner tha…