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 0 2 4 42
A Justification of Conditional Confidence Intervals 0 0 0 27 4 7 10 77
A Justification of Conditional Confidence Intervals 0 0 0 25 0 2 4 35
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 0 4 8 90
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 0 0 5 40
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 0 3 141 0 3 13 332
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 8 9 319
A statistical analysis of time trends in atmospheric ethane 1 1 1 22 1 3 9 35
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 0 6 8 41
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 2 7 14 83
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 2 7 28
Bootstrap sequential tests to determine the stationary units in a panel 0 1 1 58 0 8 13 175
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 5 10 178
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 3 7 161
Bootstrap unit root tests: comparison and extensions 0 1 1 238 3 13 16 734
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 2 4 6 411
Detrending bootstrap unit root tests 0 0 0 80 0 4 4 246
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 0 11 11 0 6 13 13
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 3 11 22 183
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 0 3 5 30
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 1 3 5 14
Inference for Impulse Responses under Model Uncertainty 0 0 1 46 0 2 5 80
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 1 11 13 72
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 9 15 35
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 3 12 14 951
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 2 9 12 227
Lasso Inference for High-Dimensional Time Series 0 0 0 33 0 5 21 119
Local Projection Inference in High Dimensions 1 3 4 58 4 11 28 67
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 140 3 90 97 306
Min(d)ing the President: A text analytic approach to measuring tax news 0 0 13 35 1 8 35 89
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 1 5 8 145
Risk Measure Inference 0 0 0 0 1 2 4 42
Risk Measure Inference 0 0 0 181 2 10 11 380
Robust block bootstrap panel predictability tests 0 0 0 108 1 5 8 176
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 0 4 6 15
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 0 1 2 106
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 5 11 20 124
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 2 14 14 44
Transmission Channel Analysis in Dynamic Models 1 1 1 5 1 9 19 30
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 1 3 3 32
Total Working Papers 3 7 40 2,462 46 325 527 6,307

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 8 12 128
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 8 0 3 9 34
A residual bootstrap for conditional Value-at-Risk 1 1 1 3 1 9 12 21
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 2 5 7 25
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 2 9 14 38
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 3 7 8 48
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 1 4 7 69
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 1 1 46 2 7 11 158
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 1 139 1 7 12 512
Detrending Bootstrap Unit Root Tests 0 0 0 15 1 5 8 90
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 2 10 11 12
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 7 15 34 42
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 3 5 76
Lasso inference for high-dimensional time series 0 0 0 1 2 7 14 29
Local projection inference in high dimensions 0 0 2 2 0 6 12 13
Macroeconomic forecasting using penalized regression methods 0 0 3 90 0 2 18 273
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 0 5 5 2 7 29 29
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 0 2 7 50
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 5 7 26
Risk Measure Inference 0 0 0 6 1 3 7 52
Robust block bootstrap panel predictability tests 0 0 0 1 1 4 4 11
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 1 12 16 176
Total Journal Articles 1 2 17 438 29 140 264 1,912

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Statistics updated 2026-03-04