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Stephan Smeekes

Personal Details

First Name:Stephan
Middle Name:
Last Name:Smeekes
Suffix:
RePEc Short-ID:psm94
http://www.stephansmeekes.nl

Affiliation

(99%) Vakgroep Kwantitatieve Economie
School of Business and Economics
Maastricht University

Maastricht, Netherlands
http://www.maastrichtuniversity.nl/web/Faculties/SBE/Theme/Departments/QuantitativeEconomics.htm
RePEc:edi:dqmaanl (more details at EDIRC)

(1%) Graduate School of Business and Economics (GSBE)
School of Business and Economics
Maastricht University

Maastricht, Netherlands
http://www.maastrichtuniversity.nl/SBE
RePEc:edi:meteonl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Adam Jassem & Lenard Lieb & Rui Jorge Almeida & Nalan Bac{s}turk & Stephan Smeekes, 2021. "Min(d)ing the President: A text analytic approach to measuring tax news," Papers 2104.03261, arXiv.org, revised May 2022.
  2. Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021. "Time-varying state correlations in state space models and their estimation via indirect inference," Tinbergen Institute Discussion Papers 21-020/III, Tinbergen Institute.
  3. Robert Adamek & Stephan Smeekes & Ines Wilms, 2020. "Lasso Inference for High-Dimensional Time Series," Papers 2007.10952, arXiv.org, revised Sep 2022.
  4. Stephan Smeekes & Ines Wilms, 2020. "bootUR: An R Package for Bootstrap Unit Root Tests," Papers 2007.12249, arXiv.org, revised Jul 2022.
  5. Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2019. "A General Framework for Prediction in Time Series Models," Papers 1902.01622, arXiv.org.
  6. Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019. "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers 1902.10991, arXiv.org, revised Dec 2020.
  7. Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2019. "A statistical analysis of time trends in atmospheric ethane," Papers 1903.05403, arXiv.org, revised Jun 2020.
  8. Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2019. "A dynamic factor model approach to incorporate Big Data in state space models for official statistics," Papers 1901.11355, arXiv.org, revised Feb 2020.
  9. Stephan Smeekes & Etienne Wijler, 2019. "High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration," Papers 1911.10552, arXiv.org.
  10. Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018. "A Residual Bootstrap for Conditional Value-at-Risk," Papers 1808.09125, arXiv.org, revised Jul 2020.
  11. Stephan Smeekes & Etienne Wijler, 2018. "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers 1809.08889, arXiv.org, revised Jul 2020.
  12. Lenard Lieb & Stephan Smeekes, 2017. "Inference for Impulse Responses under Model Uncertainty," Papers 1709.09583, arXiv.org, revised Oct 2019.
  13. Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
  14. Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017. "A Justification of Conditional Confidence Intervals," Papers 1710.00643, arXiv.org, revised Jan 2019.
  15. Smeekes, Stephan & Wijler, Etiënne, 2016. "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum 039, Maastricht University, Graduate School of Business and Economics (GSBE).
  16. Götz, T.B. & Hecq, A.W. & Smeekes, S., 2015. "Testing for Granger Causality in Large Mixed-Frequency VARs," Research Memorandum 036, Maastricht University, Graduate School of Business and Economics (GSBE).
  17. Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
  18. Smeekes, S. & Urbain, J.R.Y.J., 2014. "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum 008, Maastricht University, Graduate School of Business and Economics (GSBE).
  19. Westerlund, J. & Smeekes, S., 2013. "Robust block bootstrap panel predictability tests," Research Memorandum 060, Maastricht University, Graduate School of Business and Economics (GSBE).
  20. Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
  21. Smeekes, S. & Urbain, J.R.Y.J., 2011. "On the applicability of the sieve bootstrap in time series panels," Research Memorandum 055, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  22. Smeekes, S., 2011. "Bootstrap sequential tests to determine the stationary units in a panel," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  23. Smeekes, S. & Taylor, A.M.R., 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  24. Smeekes, S., 2009. "Detrending bootstrap unit root tests," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  25. Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2008. "Cross-sectional dependence robust block bootstrap panel unit root tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  26. Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2007. "A sieve bootstrap test for cointegration in a conditional error correction model," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  27. Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2006. "Bootstrap unit root tests: comparison and extensions," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    repec:not:notgts:10/03 is not listed on IDEAS

Articles

  1. Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021. "A dynamic factor model approach to incorporate Big Data in state space models for official statistics," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 324-353, January.
  2. Smeekes, Stephan & Wijler, Etienne, 2021. "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, vol. 221(1), pages 247-276.
  3. Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2020. "A statistical analysis of time trends in atmospheric ethane," Climatic Change, Springer, vol. 162(1), pages 105-125, September.
  4. Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020. "Autoregressive wild bootstrap inference for nonparametric trends," Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
  5. Stephan Smeekes & Joakim Westerlund, 2019. "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 1089-1107, October.
  6. Smeekes, Stephan & Wijler, Etienne, 2018. "Macroeconomic forecasting using penalized regression methods," International Journal of Forecasting, Elsevier, vol. 34(3), pages 408-430.
  7. Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017. "Risk Measure Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 499-512, October.
  8. Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016. "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, vol. 193(2), pages 418-432.
  9. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 398-415, May.
  10. Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
  11. Stephan Smeekes & Jean-Pierre Urbain, 2014. "On the Applicability of the Sieve Bootstrap in Time Series Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, February.
  12. Stephan Smeekes, 2013. "Detrending Bootstrap Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
  13. Smeekes, Stephan & Taylor, A.M. Robert, 2012. "Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 28(2), pages 422-456, April.
  14. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
  15. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2010. "A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 647-681, June.
    • Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.
  16. Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain, 2008. "Bootstrap Unit‐Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 371-401, March.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (22) 2008-02-02 2008-12-14 2009-12-19 2010-03-20 2010-04-04 2011-02-05 2012-01-03 2012-01-25 2013-11-09 2014-03-22 2016-12-18 2017-05-14 2017-10-01 2017-10-08 2018-09-17 2018-10-08 2019-02-11 2019-03-04 2019-03-18 2019-12-16 2020-08-24 2021-03-08. Author is listed
  2. NEP-ETS: Econometric Time Series (20) 2008-02-02 2009-12-19 2010-03-20 2011-02-05 2012-01-25 2013-10-25 2014-02-02 2014-03-22 2015-12-01 2016-03-06 2017-05-14 2017-10-15 2018-10-08 2019-02-11 2019-03-04 2019-03-18 2019-12-16 2020-08-24 2020-08-24 2021-03-08. Author is listed
  3. NEP-ORE: Operations Research (7) 2013-11-09 2014-03-22 2016-12-18 2017-05-14 2017-10-15 2020-08-24 2021-03-08. Author is listed
  4. NEP-RMG: Risk Management (3) 2013-11-09 2017-10-15 2018-09-17
  5. NEP-FOR: Forecasting (2) 2016-12-18 2019-12-16
  6. NEP-BAN: Banking (1) 2013-11-09
  7. NEP-BIG: Big Data (1) 2019-12-16
  8. NEP-FMK: Financial Markets (1) 2006-04-29
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2013-11-09

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