Stephan Smeekes
Stephan Smeekes
Verified email at maastrichtuniversity.nl - Homepage
Title
Cited by
Cited by
Year
Cross-sectional dependence robust block bootstrap panel unit root tests
FC Palm, S Smeekes, JP Urbain
Journal of Econometrics 163 (1), 85-104, 2011
1002011
Bootstrap Unit‐Root Tests: Comparison and Extensions
FC Palm, S Smeekes, JP Urbain
Journal of Time Series Analysis 29 (2), 371-401, 2008
682008
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
44*2015
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
292015
Macroeconomic Forecasting Using Penalized Regression Methods
S Smeekes, E Wijler
International Journal of Forecasting 34 (3), 408-430, 2018
272018
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
272010
Testing for Granger causality in large mixed-frequency VARs
TB Götz, A Hecq, S Smeekes
Journal of Econometrics 193 (2), 418-432, 2016
262016
Bootstrap union tests for unit roots in the presence of nonstationary volatility
S Smeekes, AMR Taylor
Econometric Theory 28 (2), 422-456, 2012
242012
Detrending bootstrap unit root tests
S Smeekes
Econometric Reviews 32 (8), 869-891, 2013
162013
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
152014
Risk measure inference
C Hurlin, S Laurent, R Quaedvlieg, S Smeekes
Journal of Business & Economic Statistics 35 (4), 499-512, 2017
142017
Bootstrapping nonstationary time series
S Smeekes
Universitaire Pers Maastricht, 2009
142009
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
122014
Autoregressive wild bootstrap inference for nonparametric trends
M Friedrich, S Smeekes, JP Urbain
Journal of Econometrics 214 (1), 81-109, 2020
42020
Robust block bootstrap panel predictability tests
S Smeekes, J Westerlund
Econometric Reviews 38 (9), 1089-1107, 2019
4*2019
A dynamic factor model approach to incorporate Big Data in state space models for official statistics
C Schiavoni, F Palm, S Smeekes, J Brakel
arXiv preprint arXiv:1901.11355, 2019
42019
A Residual Bootstrap for Conditional Value-at-Risk
E Beutner, A Heinemann, S Smeekes
arXiv preprint arXiv:1808.09125, 2018
42018
Unit Roots and Cointegration
S Smeekes, E Wijler
Macroeconomic Forecasting in the Era of Big Data, 541-584, 2020
3*2020
A Justification of Conditional Confidence Intervals
E Beutner, A Heinemann, S Smeekes
arXiv preprint arXiv:1710.00643, 2017
32017
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
A Hecq, L Margaritella, S Smeekes
arXiv preprint arXiv:1902.10991, 2019
12019
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