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Stephan Smeekes
Stephan Smeekes
Maastricht University
Email verificata su maastrichtuniversity.nl - Home page
Titolo
Citata da
Citata da
Anno
Cross-sectional dependence robust block bootstrap panel unit root tests
FC Palm, S Smeekes, JP Urbain
Journal of Econometrics 163 (1), 85-104, 2011
1442011
Macroeconomic Forecasting Using Penalized Regression Methods
S Smeekes, E Wijler
International Journal of Forecasting 34 (3), 408-430, 2018
882018
Bootstrap Unit‐Root Tests: Comparison and Extensions
FC Palm, S Smeekes, JP Urbain
Journal of Time Series Analysis 29 (2), 371-401, 2008
862008
Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
S Smeekes
Journal of Time Series Analysis 36 (3), 398-415, 2015
55*2015
Testing for Granger causality in large mixed-frequency VARs
TB Götz, A Hecq, S Smeekes
Journal of Econometrics 193 (2), 418-432, 2016
472016
Lag length selection for unit root tests in the presence of nonstationary volatility
G Cavaliere, PCB Phillips, S Smeekes, AMR Taylor
Econometric Reviews 34 (4), 512-536, 2015
422015
Autoregressive wild bootstrap inference for nonparametric trends
M Friedrich, S Smeekes, JP Urbain
Journal of Econometrics 214 (1), 81-109, 2020
412020
Granger causality testing in high-dimensional VARs: a post-double-selection procedure
A Hecq, L Margaritella, S Smeekes
Journal of Financial Econometrics 21 (3), 915-958, 2023
402023
Bootstrap union tests for unit roots in the presence of nonstationary volatility
S Smeekes, AMR Taylor
Econometric Theory 28 (2), 422-456, 2012
392012
A sieve bootstrap test for cointegration in a conditional error correction model
FC Palm, S Smeekes, JP Urbain
Econometric Theory 26 (3), 647-681, 2010
382010
Lasso inference for high-dimensional time series
R Adamek, S Smeekes, I Wilms
Journal of Econometrics 235 (2), 1114-1143, 2023
342023
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
S Smeekes, JP Urbain
Maastricht University School of Business and Economics, Graduate School of …, 2014
282014
A dynamic factor model approach to incorporate Big Data in state space models for official statistics
C Schiavoni, F Palm, S Smeekes, J van den Brakel
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2021
242021
Risk measure inference
C Hurlin, S Laurent, R Quaedvlieg, S Smeekes
Journal of Business & Economic Statistics 35 (4), 499-512, 2017
232017
Detrending bootstrap unit root tests
S Smeekes
Econometric Reviews 32 (8), 869-891, 2013
232013
A residual bootstrap for conditional Value-at-Risk
E Beutner, A Heinemann, S Smeekes
Journal of Econometrics 238 (2), 105554, 2024
21*2024
Unit Roots and Cointegration
S Smeekes, E Wijler
Macroeconomic Forecasting in the Era of Big Data, 541-584, 2020
21*2020
Bootstrapping nonstationary time series
S Smeekes
Universitaire Pers Maastricht, 2009
212009
A statistical analysis of time trends in atmospheric ethane
M Friedrich, E Beutner, H Reuvers, S Smeekes, JP Urbain, W Bader, ...
Climatic Change 162 (1), 105-125, 2020
172020
On the Applicability of the Sieve Bootstrap in Time Series Panels
S Smeekes, JP Urbain
Oxford Bulletin of Economics and Statistics 76 (1), 139-151, 2014
172014
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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