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 0 51 0 1 2 38
A Justification of Conditional Confidence Intervals 0 0 0 27 0 2 4 67
A Justification of Conditional Confidence Intervals 0 0 0 25 0 1 1 31
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 0 1 3 82
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 0 9 1 1 1 35
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 6 10 138 0 9 17 319
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 1 2 3 310
A statistical analysis of time trends in atmospheric ethane 0 0 0 21 1 1 1 26
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 1 33 0 1 2 33
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 1 1 1 21
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 0 0 2 69
Bootstrap sequential tests to determine the stationary units in a panel 0 0 1 57 0 0 2 162
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 0 1 2 168
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 0 1 154
Bootstrap unit root tests: comparison and extensions 0 0 1 237 0 1 2 718
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 0 1 2 405
Detrending bootstrap unit root tests 0 0 0 80 0 0 1 242
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 1 102 0 1 2 161
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 1 46 1 1 2 25
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 1 3 9
Inference for Impulse Responses under Model Uncertainty 0 0 1 22 1 1 2 59
Inference for Impulse Responses under Model Uncertainty 0 0 0 45 1 2 3 75
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 1 3 20
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 2 4 5 937
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 1 3 215
Lasso Inference for High-Dimensional Time Series 0 1 1 33 0 1 5 98
Local Projection Inference in High Dimensions 0 0 1 54 0 3 14 39
Macroeconomic Forecasting Using Penalized Regression Methods 0 1 2 139 1 3 6 209
Min(d)ing the President: A text analytic approach to measuring tax news 2 5 8 22 3 8 18 54
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 0 0 0 137
Risk Measure Inference 0 0 0 0 0 1 2 38
Risk Measure Inference 0 0 0 181 0 1 4 369
Robust block bootstrap panel predictability tests 0 0 0 108 0 0 1 168
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 0 18 1 2 2 9
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 1 37 0 2 5 104
Testing for Granger causality in large mixed-frequency VARs 0 0 1 36 1 2 6 104
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 0 0 1 30
Transmission Channel Analysis in Dynamic Models 0 0 4 4 1 5 11 11
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 2 29
Total Working Papers 2 13 34 2,422 17 63 147 5,780

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 1 31 1 1 5 116
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 0 7 1 1 2 25
A residual bootstrap for conditional Value-at-Risk 0 0 1 2 0 0 4 9
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 1 1 18
An automated approach towards sparse single-equation cointegration modelling 0 0 1 5 0 2 4 24
Autoregressive wild bootstrap inference for nonparametric trends 0 0 1 10 0 2 4 40
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 0 0 0 62
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 45 1 1 5 147
Cross-sectional dependence robust block bootstrap panel unit root tests 0 3 4 138 0 5 7 500
Detrending Bootstrap Unit Root Tests 0 0 0 15 1 1 1 82
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 0 0 0 1
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 1 4 4 1 2 8 8
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 1 1 2 71
Lasso inference for high-dimensional time series 0 0 0 1 0 2 12 15
Macroeconomic forecasting using penalized regression methods 0 1 8 87 1 3 21 255
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 3 0 3 4 43
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 0 0 19
Risk Measure Inference 0 0 0 6 2 2 2 45
Robust block bootstrap panel predictability tests 0 0 0 1 0 1 1 7
Testing for Granger causality in large mixed-frequency VARs 0 1 2 34 0 1 6 160
Total Journal Articles 1 6 24 421 9 29 89 1,647

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Statistics updated 2025-03-03