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Researcher
Christophe Croux
- Disciplines:Econometric and statistical methods and methodology
Affiliations
- Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Member
From1 Nov 2005 → Today
Projects
1 - 8 of 8
- Multi-class estimation for high-dimensional econometric modelsFrom1 Oct 2016 → 1 Sep 2018Funding: FWO fellowships
- Sparse and robust estimation of vector autoregressive models with applications in marketing and economics.From1 Oct 2012 → 30 Sep 2016Funding: FWO fellowships
- Analysis of time varying relationships in multi-country monetary time series.From5 Mar 2012 → 31 Dec 2016Funding: IWT personal funding - strategic basic research grants
- Model selection for tree-structured estimation schemes.From1 Jun 2011 → 31 May 2014Funding: BOF - Other initiatives
- Robus groupwise variable selection.From1 Apr 2011 → 30 Sep 2011Funding: BOF - Bilateral scientific cooperation
- New methods for the use of high-frequency data and sustainability scores in portfolio management.From1 Oct 2009 → 31 Dec 2013Funding: IWT personal funding - strategic basic research grants
- Increasing the predictive power of convidence indicators using selection methods.From1 Jun 2008 → 31 May 2009Funding: National Bank of Belgium
- Robust and semiparametric estimation of marketing models.From1 Jan 2008 → 31 Dec 2011Funding: FWO research project (including WEAVE projects)
Publications
11 - 20 of 101
- An algorithm for the multivariate group lasso with covariance estimation(2018)
Authors: Ines Wilms, Christophe Croux
Pages: 668 - 681 - Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models(2017)
Authors: Peter Reusens, Christophe Croux
- Supervised dimension reduction for multivariate time series(2017)
Authors: Christophe Croux
Pages: 57 - 69 - Robust principal component analysis based on trimming around affine subspaces(2017)
Authors: Christophe Croux
Pages: 1437 - 1459 - 2nd special issue on robust analysis of complex data(2017)
Authors: Christophe Croux, Stefan Van Aelst
Pages: 395 - 397 - Sovereign credit rating determinants: a comparison before and after the European debt crisis(2017)
Authors: Peter Reusens, Christophe Croux
Pages: 108 - 121 - Robust and sparse canonical correlation analysis(2016)
Authors: Ines Wilms, Christophe Croux
- Forecasting using sparse cointegration(2016)
Authors: Ines Wilms, Christophe Croux
Pages: 1256 - 1267 - The predictive power of the business and bank sentiment of firms: a high-dimensional granger causality approach(2016)
Authors: Ines Wilms, Sarah Gelper, Christophe Croux
Pages: 138 - 147 - Forecasting using sparse cointegration(2016)
Authors: Ines Wilms, Christophe Croux
Pages: 1256 - 1267