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 2 3 5 42
A Justification of Conditional Confidence Intervals 0 0 0 27 1 3 5 71
A Justification of Conditional Confidence Intervals 0 0 0 25 1 2 4 34
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 0 4 5 86
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 0 3 6 40
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 0 8 141 1 5 19 330
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 2 2 5 313
A statistical analysis of time trends in atmospheric ethane 0 0 0 21 0 2 7 32
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 3 4 6 38
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 5 9 12 81
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 2 6 26
Bootstrap sequential tests to determine the stationary units in a panel 0 0 0 57 1 5 6 168
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 2 5 8 175
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 2 4 158
Bootstrap unit root tests: comparison and extensions 1 1 1 238 5 7 9 726
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 1 2 4 408
Detrending bootstrap unit root tests 0 0 0 80 1 1 1 243
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 0 11 11 1 1 8 8
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 8 14 174
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 1 3 4 28
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 2 3 5 13
Inference for Impulse Responses under Model Uncertainty 0 1 1 46 0 3 5 78
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 3 5 6 64
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 2 3 9 28
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 3 4 9 942
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 0 2 4 218
Lasso Inference for High-Dimensional Time Series 0 0 1 33 2 11 19 116
Local Projection Inference in High Dimensions 1 2 2 56 3 13 20 59
Macroeconomic Forecasting Using Penalized Regression Methods 0 1 1 140 62 67 71 278
Min(d)ing the President: A text analytic approach to measuring tax news 0 1 16 35 2 6 34 83
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 2 5 5 142
Risk Measure Inference 0 0 0 0 1 2 4 41
Risk Measure Inference 0 0 0 181 0 1 2 370
Robust block bootstrap panel predictability tests 0 0 0 108 0 2 3 171
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 1 1 19 1 3 5 12
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 2 105
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 7 11 113
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 4 4 4 34
Transmission Channel Analysis in Dynamic Models 0 0 0 4 6 12 20 27
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 0 0 0 29
Total Working Papers 2 7 44 2,457 122 227 376 6,104

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 3 6 121
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 8 2 3 9 33
A residual bootstrap for conditional Value-at-Risk 0 0 0 2 0 3 3 12
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 1 3 4 21
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 1 4 8 30
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 3 3 5 44
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 2 4 5 67
Bootstrap Unit‐Root Tests: Comparison and Extensions 1 1 1 46 2 4 7 153
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 4 139 1 2 11 506
Detrending Bootstrap Unit Root Tests 0 0 0 15 1 1 5 86
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 2 2 3 4
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 1 3 6 2 5 23 29
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 1 1 4 74
Lasso inference for high-dimensional time series 0 0 0 1 1 4 10 23
Local projection inference in high dimensions 0 0 2 2 0 3 7 7
Macroeconomic forecasting using penalized regression methods 0 0 4 90 2 9 20 273
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 1 5 5 1 7 23 23
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 1 4 9 49
Recent developments in bootstrap methods for dependent data 0 0 0 3 2 2 4 23
Risk Measure Inference 0 0 0 6 0 2 6 49
Robust block bootstrap panel predictability tests 0 0 0 1 2 2 3 9
Testing for Granger causality in large mixed-frequency VARs 0 0 1 34 5 7 10 169
Total Journal Articles 1 3 22 437 33 78 185 1,805

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Statistics updated 2026-01-09