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 1 5 8 40
A Justification of Conditional Confidence Intervals 0 0 0 27 0 4 13 81
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 1 4 13 95
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 0 10 1 3 6 43
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 1 4 144 0 7 20 344
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 1 2 11 321
A statistical analysis of time trends in atmospheric ethane 0 0 1 22 0 4 12 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 1 7 22 91
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 2 8 30
Bootstrap sequential tests to determine the stationary units in a panel 0 0 1 58 0 3 15 178
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 5 14 183
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 2 10 164
Bootstrap unit root tests: comparison and extensions 0 0 1 238 0 3 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 1 5 9 251
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 0 1 11 1 3 13 18
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 4 27 189
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 10 20
Inference for Impulse Responses under Model Uncertainty 0 0 1 46 0 2 8 83
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 1 2 16 75
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 2 18 39
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 0 5 19 957
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 0 4 18 233
Lasso Inference for High-Dimensional Time Series 0 1 1 34 2 9 27 131
Local Projection Inference in High Dimensions 0 0 5 59 0 2 28 72
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 140 0 2 97 308
Min(d)ing the President: A text analytic approach to measuring tax news 0 3 7 38 0 9 30 98
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 0 4 13 150
Risk Measure Inference 0 0 0 181 0 6 17 386
Risk Measure Inference 0 0 0 0 0 0 3 42
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 5 8 112
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 3 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 7 25 39
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 1 4 33
Total Working Papers 0 5 26 2,470 13 147 654 6,489

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 14 131
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 1 1 9 0 5 9 39
A residual bootstrap for conditional Value-at-Risk 0 0 1 3 0 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 1 2 17 41
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 1 6 14 54
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 0 2 10 72
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 46 0 0 10 158
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 1 139 3 4 14 516
Detrending Bootstrap Unit Root Tests 0 0 0 15 0 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 2 32 49
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 4 8 80
Lasso inference for high-dimensional time series 0 0 0 1 0 10 31 47
Local projection inference in high dimensions 0 0 1 2 0 2 12 15
Macroeconomic forecasting using penalized regression methods 0 0 1 90 0 5 15 278
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 0 4 5 1 4 26 36
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 0 4 0 4 10 54
Recent developments in bootstrap methods for dependent data 0 0 0 3 1 2 9 29
Risk Measure Inference 0 0 0 6 0 3 9 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 6 24 184
Total Journal Articles 0 1 12 439 9 72 314 2,006

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Statistics updated 2026-07-10