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 1 1 3 40
A Justification of Conditional Confidence Intervals 0 0 0 27 2 2 5 70
A Justification of Conditional Confidence Intervals 0 0 0 25 0 1 3 33
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 1 4 5 86
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 2 3 6 40
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 1 9 141 1 5 19 329
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 0 3 311
A statistical analysis of time trends in atmospheric ethane 0 0 0 21 2 3 7 32
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 1 1 3 35
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 1 2 6 26
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 2 5 7 76
Bootstrap sequential tests to determine the stationary units in a panel 0 0 0 57 3 4 5 167
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 1 3 4 158
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 2 3 6 173
Bootstrap unit root tests: comparison and extensions 0 0 0 237 1 2 4 721
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 1 1 3 407
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 0 11 11 0 1 7 7
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 5 7 12 172
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 1 2 3 27
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 1 1 3 11
Inference for Impulse Responses under Model Uncertainty 0 1 1 46 1 3 5 78
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 1 2 3 61
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 3 7 26
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 0 1 6 939
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 2 4 218
Lasso Inference for High-Dimensional Time Series 0 0 1 33 4 9 17 114
Local Projection Inference in High Dimensions 1 1 1 55 6 10 20 56
Macroeconomic Forecasting Using Penalized Regression Methods 1 1 2 140 1 5 10 216
Min(d)ing the President: A text analytic approach to measuring tax news 1 3 18 35 4 9 35 81
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 2 3 3 140
Risk Measure Inference 0 0 0 0 0 1 3 40
Risk Measure Inference 0 0 0 181 1 1 2 370
Robust block bootstrap panel predictability tests 0 0 0 108 1 2 3 171
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 1 1 19 1 2 4 11
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 3 105
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 5 8 11 113
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 5 6 15 21
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 0 29
Total Working Papers 3 8 46 2,455 61 119 265 5,982

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 0 2 5 120
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 8 1 1 7 31
A residual bootstrap for conditional Value-at-Risk 0 0 0 2 2 3 3 12
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 2 3 20
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 3 4 7 29
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 0 2 3 65
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 0 45 0 3 5 151
Cross-sectional dependence robust block bootstrap panel unit root tests 0 1 4 139 0 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* 0 2 3 6 0 6 21 27
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 0 3 73
Lasso inference for high-dimensional time series 0 0 0 1 1 3 9 22
Local projection inference in high dimensions 0 1 2 2 0 4 7 7
Macroeconomic forecasting using penalized regression methods 0 0 4 90 5 7 19 271
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 1 3 5 5 4 9 22 22
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 2 3 8 48
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 0 2 21
Risk Measure Inference 0 0 0 6 0 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 3 5 164
Total Journal Articles 1 7 21 436 19 59 154 1,772

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Statistics updated 2025-12-06