G. Stefan Gudmundsson
Stefan is Assistant Professor at the Department of Economics and Business Economics and CREATES. He holds a PhD degree in Economics from Universitat Pompeu Fabra.
Research interests: Network analysis, time series, forecasting, econometrics, statistics and machine learning.
Brownlees, C., Gudmundsson, G. S. & Lugosi, G. (2022). Community Detection in Partial Correlation Network Models. Journal of Business and Economic Statistics, 40(1), 216-226. https://doi.org/10.1080/07350015.2020.1798241
Guðmundsson, G. S. (2022). Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions. https://doi.org/10.2139/ssrn.3983635
Brownlees, C. & Guðmundsson, G. S. (2022). Performance of Empirical Risk Minimization for Linear Regression with Dependent Data.
Guðmundsson, G. S. & Brownlees, C. (2021). Detecting Groups in Large Vector Autoregressions. Journal of Econometrics, 225(1), 2-26. https://doi.org/10.1016/j.jeconom.2021.03.012
