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 1 1 1 52 1 1 3 39
A Justification of Conditional Confidence Intervals 0 0 0 27 0 1 3 68
A Justification of Conditional Confidence Intervals 0 0 0 25 0 1 2 32
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 1 1 10 0 1 3 37
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 1 10 140 0 2 18 324
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 0 2 310
A statistical analysis of time trends in atmospheric ethane 0 0 0 21 0 2 3 28
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 1 1 2 34
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 2 3 4 24
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 1 1 2 70
Bootstrap sequential tests to determine the stationary units in a panel 0 0 1 57 0 1 3 163
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 1 4 170
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 0 0 154
Bootstrap unit root tests: comparison and extensions 0 0 1 237 0 0 2 718
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 0 0 2 405
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 10 10 10 0 5 5 5
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 3 4 5 165
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 4 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 1 22 0 0 2 59
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 0 3 21
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 0 0 6 938
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 1 2 216
Lasso Inference for High-Dimensional Time Series 0 0 1 33 1 6 9 105
Local Projection Inference in High Dimensions 0 0 0 54 0 4 10 44
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 139 0 1 6 211
Min(d)ing the President: A text analytic approach to measuring tax news 0 1 17 31 2 5 32 70
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 3 39
Risk Measure Inference 0 0 0 181 0 0 2 369
Robust block bootstrap panel predictability tests 0 0 0 108 0 0 0 168
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 0 0 3 105
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 1 4 0 1 10 14
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 1 29
Total Working Papers 1 14 45 2,445 13 42 166 5,848

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 1 5 118
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 1 1 8 0 2 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 1 3 25
Autoregressive wild bootstrap inference for nonparametric trends 0 0 1 10 0 0 3 40
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 1 1 1 63
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 45 0 1 5 148
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 4 138 0 0 8 502
Detrending Bootstrap Unit Root Tests 0 0 0 15 2 3 4 85
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* 0 0 3 4 2 9 17 19
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 1 3 72
Lasso inference for high-dimensional time series 0 0 0 1 1 1 5 17
Local projection inference in high dimensions 0 1 1 1 0 2 3 3
Macroeconomic forecasting using penalized regression methods 0 1 3 89 0 1 15 263
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 0 1 1 0 7 10 10
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 0 0 4 44
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 0 1 20
Risk Measure Inference 0 0 0 6 1 2 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 1 3 161
Total Journal Articles 0 3 17 427 10 33 104 1,702

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Statistics updated 2025-08-05