236 citations · 236 across the 2 of their papers we have counts for
3 papers · 1 filter
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach
Ines Wilms, Sarah Gelper, Christophe Croux
We study the predictive power of industry-specific economic sentiment indicators for future macro-economic developments. In addition to the sentiment of firms towards their own bus…
Identifying Demand Effects in a Large Network of Product Categories
Sarah Gelper, Ines Wilms, Christophe Croux
Planning marketing mix strategies requires retailers to understand within- as well as cross-category demand effects. Most retailers carry products in a large variety of categories,…
Sparse least trimmed squares regression for analyzing high-dimensional large data sets
Andreas Alfons, Christophe Croux, Sarah Gelper
Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common probl…