Welcome to my personal website!
For my past and ongoing work, see my working papers below. I am also the creator and maintainer of the R package desla on CRAN, which implements the statistical methods in my papers.
Last updated: 15 September 2025
Adamek, R., S. Smeekes, and I. Wilms (2023). Lasso Inference for High-Dimensional Time Series. Journal of Econometrics, 235(2), 1114-1143. https://doi.org/10.1016/j.jeconom.2022.08.008
Adamek, R., S. Smeekes, and I. Wilms (2024). Local projection inference in high dimensions, The Econometrics Journal, 27(3), 323–342. https://doi.org/10.1093/ectj/utae012
Adamek, R., S. Smeekes, and I. Wilms (2025). Sparse High-Dimensional Vector Autoregressive Bootstrap. https://arxiv.org/abs/2302.01233.