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 5 9 47
A Justification of Conditional Confidence Intervals 0 0 0 25 0 4 8 39
A Justification of Conditional Confidence Intervals 0 0 0 27 1 4 14 81
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 0 4 12 94
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 0 10 0 2 5 42
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 3 4 144 1 12 21 344
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 1 1 10 320
A statistical analysis of time trends in atmospheric ethane 0 0 1 22 0 5 14 40
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 0 2 10 43
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 0 7 21 90
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 1 2 8 30
Bootstrap sequential tests to determine the stationary units in a panel 0 0 1 58 0 3 16 178
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 1 3 10 164
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 4 13 182
Bootstrap unit root tests: comparison and extensions 0 0 1 238 0 5 21 739
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 0 2 8 413
Detrending bootstrap unit root tests 0 0 0 80 0 4 8 250
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 0 1 11 1 4 13 17
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 5 27 188
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 0 2 7 32
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 1 5 9 19
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 0 2 15 74
Inference for Impulse Responses under Model Uncertainty 0 0 1 46 2 3 8 83
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 4 18 39
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 0 6 19 957
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 6 18 233
Lasso Inference for High-Dimensional Time Series 1 1 1 34 3 10 25 129
Local Projection Inference in High Dimensions 0 1 5 59 1 5 30 72
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 140 0 2 98 308
Min(d)ing the President: A text analytic approach to measuring tax news 2 3 7 38 2 9 31 98
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 1 5 13 150
Risk Measure Inference 0 0 0 0 0 0 3 42
Risk Measure Inference 0 0 0 181 1 6 17 386
Robust block bootstrap panel predictability tests 0 0 0 108 0 1 9 177
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 0 1 7 16
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 6 8 112
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 1 5 24 129
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 0 3 17 47
Transmission Channel Analysis in Dynamic Models 0 0 1 5 0 9 26 39
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 1 4 33
Total Working Papers 3 8 26 2,470 22 169 654 6,476

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 1 2 13 130
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 1 1 1 9 1 5 10 39
A residual bootstrap for conditional Value-at-Risk 0 0 1 3 1 3 15 24
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 0 7 25
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 0 2 16 40
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 2 5 13 53
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 0 3 10 72
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 46 0 0 11 158
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 1 139 1 1 11 513
Detrending Bootstrap Unit Root Tests 0 0 0 15 1 3 10 93
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 0 2 13 14
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 0 7 33 49
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 1 4 8 80
Lasso inference for high-dimensional time series 0 0 0 1 5 18 31 47
Local projection inference in high dimensions 0 0 2 2 0 2 13 15
Macroeconomic forecasting using penalized regression methods 0 0 1 90 2 5 15 278
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 0 4 5 0 6 29 35
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 0 4 1 4 10 54
Recent developments in bootstrap methods for dependent data 0 0 0 3 1 2 8 28
Risk Measure Inference 0 0 0 6 0 3 10 55
Robust block bootstrap panel predictability tests 0 0 0 1 0 1 5 12
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 1 7 23 183
Total Journal Articles 1 1 13 439 18 85 314 1,997

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Statistics updated 2026-06-04