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 52 0 1 9 48
A Justification of Conditional Confidence Intervals 0 0 0 27 0 0 13 81
A Justification of Conditional Confidence Intervals 0 0 0 25 0 1 9 41
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 2 3 16 98
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 0 10 0 2 8 45
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 0 3 144 0 1 20 345
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 1 11 322
A statistical analysis of time trends in atmospheric ethane 0 0 1 22 1 2 12 42
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 0 2 11 45
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 1 7 31
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 0 1 20 92
Bootstrap sequential tests to determine the stationary units in a panel 0 1 2 59 0 1 16 179
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 1 14 184
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 0 8 164
Bootstrap unit root tests: comparison and extensions 0 0 1 238 0 0 20 739
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 1 2 9 415
Detrending bootstrap unit root tests 0 0 0 80 0 0 9 251
Drivers of Success: A Bayesian State-Space Model to Disentangling Latent Driver and Constructor Abilities in Formula One 7 7 7 7 1 3 3 3
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 1 1 12 2 5 16 23
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 0 2 25 191
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 0 1 8 33
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 0 0 10 20
Inference for Impulse Responses under Model Uncertainty 0 0 1 46 1 3 11 86
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 0 1 17 76
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 0 0 14 39
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 0 1 20 958
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 0 1 18 234
Lasso Inference for High-Dimensional Time Series 0 0 1 34 0 1 27 132
Local Projection Inference in High Dimensions 1 1 6 60 1 1 27 73
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 140 0 3 100 311
Min(d)ing the President: A text analytic approach to measuring tax news 0 0 4 38 0 3 24 101
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 0 0 13 150
Risk Measure Inference 0 0 0 0 0 1 4 43
Risk Measure Inference 0 0 0 181 1 1 18 387
Robust block bootstrap panel predictability tests 0 0 0 108 0 1 9 178
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 0 0 7 16
Sparse Tree-Based Aggregation for Time Series Regressions 0 4 9 9 0 6 7 7
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 2 10 114
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 0 3 26 132
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 0 0 17 47
Transmission Channel Analysis in Dynamic Models 1 1 2 6 2 4 28 43
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 1 2 6 35
Total Working Papers 9 15 40 2,490 14 64 677 6,554

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 0 13 131
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 9 0 0 9 39
A residual bootstrap for conditional Value-at-Risk 0 0 1 3 0 1 16 25
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 4 19 45
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 0 0 13 54
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 0 1 10 73
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 46 0 2 11 160
Cross-sectional dependence robust block bootstrap panel unit root tests 1 1 1 140 2 3 15 519
Detrending Bootstrap Unit Root Tests 0 0 0 15 0 1 9 94
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 0 0 12 14
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 1 2 7 0 2 27 51
Identifying trend reversals in atmospheric ethane from a multi-site analysis 0 0 0 0 2 2 4 4
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 0 7 80
Lasso inference for high-dimensional time series 0 0 0 1 0 1 29 48
Local projection inference in high dimensions 0 0 0 2 0 2 13 17
Macroeconomic forecasting using penalized regression methods 1 1 1 91 2 3 17 281
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 0 1 5 1 4 24 40
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 0 4 0 0 9 54
Recent developments in bootstrap methods for dependent data 0 0 0 3 1 3 11 32
Risk Measure Inference 0 1 1 7 0 3 11 58
Robust block bootstrap panel predictability tests 0 0 0 1 0 0 5 12
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 1 2 24 186
Total Journal Articles 2 4 9 443 10 34 315 2,042

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Statistics updated 2026-10-11