Stephan Smeekes
Names
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Stephan |
| last: |
Smeekes |
Identifer
Contact
Affiliations
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Maastricht University
/ School of Business and Economics
/ Graduate School of Business and Economics (GSBE) (weight: 1%)
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Maastricht University
/ School of Business and Economics
/ Vakgroep Kwantitatieve Economie (weight: 99%)
Research profile
author of:
- Min(d)ing the President: A Text Analytic Approach to Measuring Tax News (RePEc:aea:aejmac:v:17:y:2025:i:2:p:285-314)
by Lenard Lieb & Adam Jassem & Rui Jorge Almeida & Nalan Baştürk & Stephan Smeekes - Inference for Impulse Responses under Model Uncertainty (RePEc:arx:papers:1709.09583)
by Lenard Lieb & Stephan Smeekes - A Justification of Conditional Confidence Intervals (RePEc:arx:papers:1710.00643)
by Eric Beutner & Alexander Heinemann & Stephan Smeekes - Autoregressive Wild Bootstrap Inference for Nonparametric Trends (RePEc:arx:papers:1807.02357)
by Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain - A Residual Bootstrap for Conditional Value-at-Risk (RePEc:arx:papers:1808.09125)
by Eric Beutner & Alexander Heinemann & Stephan Smeekes - An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (RePEc:arx:papers:1809.08889)
by Stephan Smeekes & Etienne Wijler - A dynamic factor model approach to incorporate Big Data in state space models for official statistics (RePEc:arx:papers:1901.11355)
by Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel - A General Framework for Prediction in Time Series Models (RePEc:arx:papers:1902.01622)
by Eric Beutner & Alexander Heinemann & Stephan Smeekes - Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure (RePEc:arx:papers:1902.10991)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - A statistical analysis of time trends in atmospheric ethane (RePEc:arx:papers:1903.05403)
by Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu - High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration (RePEc:arx:papers:1911.10552)
by Stephan Smeekes & Etienne Wijler - Lasso Inference for High-Dimensional Time Series (RePEc:arx:papers:2007.10952)
by Robert Adamek & Stephan Smeekes & Ines Wilms - bootUR: An R Package for Bootstrap Unit Root Tests (RePEc:arx:papers:2007.12249)
by Stephan Smeekes & Ines Wilms - Min(d)ing the President: A text analytic approach to measuring tax news (RePEc:arx:papers:2104.03261)
by Lenard Lieb & Adam Jassem & Rui Jorge Almeida & Nalan Bac{s}turk & Stephan Smeekes - Local Projection Inference in High Dimensions (RePEc:arx:papers:2209.03218)
by Robert Adamek & Stephan Smeekes & Ines Wilms - Sparse High-Dimensional Vector Autoregressive Bootstrap (RePEc:arx:papers:2302.01233)
by Robert Adamek & Stephan Smeekes & Ines Wilms - Inference in Non-stationary High-Dimensional VARs (RePEc:arx:papers:2302.01434)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - High-Dimensional Granger Causality for Climatic Attribution (RePEc:arx:papers:2302.03996)
by Marina Friedrich & Luca Margaritella & Stephan Smeekes - Transmission Channel Analysis in Dynamic Models (RePEc:arx:papers:2405.18987)
by Enrico Wegner & Lenard Lieb & Stephan Smeekes & Ines Wilms - Estimation of Latent Group Structures in Time-Varying Panel Data Models (RePEc:arx:papers:2503.23165)
by Paul Haimerl & Stephan Smeekes & Ines Wilms - A dynamic factor model approach to incorporate Big Data in state space models for official statistics (RePEc:bla:jorssa:v:184:y:2021:i:1:p:324-353)
by Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel - Bootstrap Unit‐Root Tests: Comparison and Extensions (RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401)
by Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain - Recent developments in bootstrap methods for dependent data (RePEc:bla:jtsera:v:36:y:2015:i:3:p:398-415)
by Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes - On the Applicability of the Sieve Bootstrap in Time Series Panels (RePEc:bla:obuest:v:76:y:2014:i:1:p:139-151)
by Stephan Smeekes & Jean-Pierre Urbain - A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model (RePEc:cup:etheor:v:26:y:2010:i:03:p:647-681_99)
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility (RePEc:cup:etheor:v:28:y:2012:i:02:p:422-456_00)
by Smeekes, Stephan & Taylor, A.M. Robert - Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (RePEc:cwl:cwldpp:1844)
by Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor - Cross-sectional dependence robust block bootstrap panel unit root tests (RePEc:eee:econom:v:163:y:2011:i:1:p:85-104)
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - Testing for Granger causality in large mixed-frequency VARs (RePEc:eee:econom:v:193:y:2016:i:2:p:418-432)
by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan - Autoregressive wild bootstrap inference for nonparametric trends (RePEc:eee:econom:v:214:y:2020:i:1:p:81-109)
by Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre - An automated approach towards sparse single-equation cointegration modelling (RePEc:eee:econom:v:221:y:2021:i:1:p:247-276)
by Smeekes, Stephan & Wijler, Etienne - Lasso inference for high-dimensional time series (RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143)
by Adamek, Robert & Smeekes, Stephan & Wilms, Ines - A residual bootstrap for conditional Value-at-Risk (RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701)
by Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan - Macroeconomic forecasting using penalized regression methods (RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430)
by Smeekes, Stephan & Wijler, Etienne - Risk Measure Inference (RePEc:hal:journl:hal-01457393)
by Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Risk Measure Inference (RePEc:hal:wpaper:halshs-00877279)
by Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Bootstrap union tests for unit roots in the presence of nonstationary volatility (RePEc:not:notgts:10/03)
by Stephan Smeekes & A. M. Robert Taylor - Local projection inference in high dimensions (RePEc:oup:emjrnl:v:27:y:2024:i:3:p:323-342.)
by Robert Adamek & Stephan Smeekes & Ines Wilms - Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure (RePEc:oup:jfinec:v:21:y:2023:i:3:p:915-958.)
by Alain Hecq & Luca Margaritella & Stephan Smeekes - A statistical analysis of time trends in atmospheric ethane (RePEc:spr:climat:v:162:y:2020:i:1:d:10.1007_s10584-020-02806-2)
by Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu - Detrending Bootstrap Unit Root Tests (RePEc:taf:emetrv:v:32:y:2013:i:8:p:869-891)
by Stephan Smeekes - Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (RePEc:taf:emetrv:v:34:y:2015:i:4:p:512-536)
by Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor - Robust block bootstrap panel predictability tests (RePEc:taf:emetrv:v:38:y:2019:i:9:p:1089-1107)
by Stephan Smeekes & Joakim Westerlund - GLS estimation and confidence sets for the date of a single break in models with trends (RePEc:taf:emetrv:v:42:y:2023:i:2:p:195-219)
by Eric Beutner & Yicong Lin & Stephan Smeekes - Risk Measure Inference (RePEc:taf:jnlbes:v:35:y:2017:i:4:p:499-512)
by Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes - Time-varying state correlations in state space models and their estimation via indirect inference (RePEc:tin:wpaper:20210020)
by Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel - Robust block bootstrap panel predictability tests (RePEc:unm:umagsb:2013060)
by Westerlund, J. & Smeekes, S. - A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing (RePEc:unm:umagsb:2014008)
by Smeekes, S. & Urbain, J.R.Y.J. - Testing for Granger Causality in Large Mixed-Frequency VARs (RePEc:unm:umagsb:2015036)
by Götz, T.B. & Hecq, A.W. & Smeekes, S. - Macroeconomic Forecasting Using Penalized Regression Methods (RePEc:unm:umagsb:2016039)
by Smeekes, Stephan & Wijler, Etiënne - Autoregressive Wild Bootstrap Inference for Nonparametric Trends (RePEc:unm:umagsb:2017010)
by Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre - Inference for Impulse Responses under Model Uncertainty (RePEc:unm:umagsb:2017022)
by Lieb, Lenard & Smeekes, Stephan - A Justification of Conditional Confidence Intervals (RePEc:unm:umagsb:2017023)
by Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan - Bootstrap unit root tests: comparison and extensions (RePEc:unm:umamet:2006015)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - A sieve bootstrap test for cointegration in a conditional error correction model (RePEc:unm:umamet:2007054)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Cross-sectional dependence robust block bootstrap panel unit root tests (RePEc:unm:umamet:2008048)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Detrending bootstrap unit root tests (RePEc:unm:umamet:2009056)
by Smeekes, S. - Bootstrap union tests for unit roots in the presence of nonstationary volatility (RePEc:unm:umamet:2010015)
by Smeekes, S. & Taylor, A.M.R. - Bootstrap sequential tests to determine the stationary units in a panel (RePEc:unm:umamet:2011003)
by Smeekes, S. - On the applicability of the sieve bootstrap in time series panels (RePEc:unm:umamet:2011055)
by Smeekes, S. & Urbain, J.R.Y.J. - Lag length selection for unit root tests in the presence of nonstationary volatility (RePEc:unm:umamet:2011056)
by Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R. - Testing for Granger causality in large mixed-frequency VARs (RePEc:zbw:bubdps:452015)
by Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan