Robert Adamek
Welcome to my personal website!
I am currently a Postdoc at Aarhus University, with my research focusing on LASSO-based inference for high-dimensional data, with time series in particular. 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: 13 June 2024
Published papers
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. https://doi.org/10.1093/ectj/utae012
Working papers
Adamek, R., S. Smeekes, and I. Wilms (2022). Sparse High-Dimensional Vector Autoregressive Bootstrap . Download.