Access Statistics for Stephan Smeekes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Framework for Prediction in Time Series Models 0 0 1 52 0 0 2 39
A Justification of Conditional Confidence Intervals 0 0 0 27 0 0 3 68
A Justification of Conditional Confidence Intervals 0 0 0 25 1 1 3 33
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 3 3 4 85
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 1 1 4 38
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 1 9 141 3 4 18 328
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 1 3 311
A statistical analysis of time trends in atmospheric ethane 0 0 0 21 0 2 5 30
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 0 0 2 34
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 1 1 5 25
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 2 4 5 74
Bootstrap sequential tests to determine the stationary units in a panel 0 0 0 57 1 1 2 164
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 1 3 3 157
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 1 5 171
Bootstrap unit root tests: comparison and extensions 0 0 1 237 1 2 4 720
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 0 1 2 406
Detrending bootstrap unit root tests 0 0 0 80 0 0 0 242
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 1 11 11 0 2 7 7
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 2 7 167
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 1 1 2 26
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 0 2 10
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 1 1 2 60
Inference for Impulse Responses under Model Uncertainty 1 1 1 46 2 2 4 77
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 5 7 26
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 1 1 6 939
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 1 3 217
Lasso Inference for High-Dimensional Time Series 0 0 1 33 5 5 13 110
Local Projection Inference in High Dimensions 0 0 0 54 4 6 14 50
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 139 4 4 10 215
Min(d)ing the President: A text analytic approach to measuring tax news 0 3 17 34 0 7 32 77
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 1 1 1 138
Risk Measure Inference 0 0 0 0 1 1 3 40
Risk Measure Inference 0 0 0 181 0 0 2 369
Robust block bootstrap panel predictability tests 0 0 0 108 1 2 2 170
Sparse High-Dimensional Vector Autoregressive Bootstrap 1 1 1 19 1 1 3 10
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 1 1 4 105
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 2 3 6 108
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 0 0 0 30
Transmission Channel Analysis in Dynamic Models 0 0 0 4 1 2 10 16
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 0 29
Total Working Papers 2 7 44 2,452 44 73 210 5,921

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL 0 0 0 31 2 2 6 120
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 8 0 0 6 30
A residual bootstrap for conditional Value-at-Risk 0 0 0 2 1 1 2 10
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 2 2 3 20
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 0 1 4 26
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 0 1 3 41
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 2 2 3 65
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 45 2 3 6 151
Cross-sectional dependence robust block bootstrap panel unit root tests 0 1 4 139 1 3 10 505
Detrending Bootstrap Unit Root Tests 0 0 0 15 0 0 4 85
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 0 1 1 2
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 2 3 6 3 8 21 27
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 1 3 73
Lasso inference for high-dimensional time series 0 0 0 1 2 4 8 21
Local projection inference in high dimensions 0 1 2 2 3 4 7 7
Macroeconomic forecasting using penalized regression methods 0 1 4 90 2 3 16 266
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 3 4 4 2 8 18 18
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 1 2 6 46
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 1 2 21
Risk Measure Inference 0 0 0 6 2 2 6 49
Robust block bootstrap panel predictability tests 0 0 0 1 0 0 1 7
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 1 2 4 163
Total Journal Articles 1 8 21 435 26 51 140 1,753

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Statistics updated 2025-11-08