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 1 1 52 0 1 3 39
A Justification of Conditional Confidence Intervals 0 0 0 25 0 0 2 32
A Justification of Conditional Confidence Intervals 0 0 0 27 0 0 3 68
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 0 0 1 82
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 0 0 3 37
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 1 1 9 141 1 1 17 325
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 1 2 5 30
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 0 1 2 34
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 2 4 24
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 1 3 3 72
Bootstrap sequential tests to determine the stationary units in a panel 0 0 0 57 0 0 1 163
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 0 1 4 170
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 1 2 2 156
Bootstrap unit root tests: comparison and extensions 0 0 1 237 0 1 3 719
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 1 2 7 7
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 1 4 6 166
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 0 0 1 25
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 0 3 10
Inference for Impulse Responses under Model Uncertainty 0 0 0 45 0 0 2 75
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 0 0 1 59
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 2 4 7 25
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 0 0 5 938
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 0 1 2 216
Lasso Inference for High-Dimensional Time Series 0 0 1 33 0 1 8 105
Local Projection Inference in High Dimensions 0 0 0 54 0 2 11 46
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 139 0 0 6 211
Min(d)ing the President: A text analytic approach to measuring tax news 2 3 18 34 5 9 36 77
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 0 2 39
Risk Measure Inference 0 0 0 181 0 0 2 369
Robust block bootstrap panel predictability tests 0 0 0 108 0 1 1 169
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 0 18 0 0 2 9
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 0 4 104
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 1 1 4 106
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 0 1 10 15
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 1 29
Total Working Papers 3 6 43 2,450 14 42 179 5,877

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 1 4 118
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 0 0 2 9
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 0 1 18
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 1 2 4 26
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 1 1 3 41
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 0 1 1 63
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 45 1 1 4 149
Cross-sectional dependence robust block bootstrap panel unit root tests 1 1 5 139 2 2 10 504
Detrending Bootstrap Unit Root Tests 0 0 0 15 0 2 4 85
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 1 1 1 2
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 1 1 3 5 3 7 19 24
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 0 3 6 19
Local projection inference in high dimensions 1 1 2 2 1 1 4 4
Macroeconomic forecasting using penalized regression methods 0 1 4 90 0 1 15 264
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 2 3 4 4 3 6 16 16
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 0 1 5 45
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 1 2 21
Risk Measure Inference 0 0 0 6 0 1 4 47
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 3 162
Total Journal Articles 5 7 22 434 14 35 118 1,727

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Statistics updated 2025-10-06