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 5 5 9 47
A Justification of Conditional Confidence Intervals 0 0 0 25 4 4 8 39
A Justification of Conditional Confidence Intervals 0 0 0 27 3 7 13 80
A Residual Bootstrap for Conditional Value-at-Risk 0 0 0 32 3 4 12 94
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 2 2 6 42
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 1 3 5 144 6 11 21 343
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 0 9 319
A statistical analysis of time trends in atmospheric ethane 0 1 1 22 4 6 14 40
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling 0 0 0 33 2 2 10 43
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 6 9 21 90
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 1 1 8 29
Bootstrap sequential tests to determine the stationary units in a panel 0 0 1 58 3 3 16 178
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 3 4 12 181
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 1 2 9 163
Bootstrap unit root tests: comparison and extensions 0 0 1 238 3 8 21 739
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 2 4 8 413
Detrending bootstrap unit root tests 0 0 0 80 4 4 8 250
Estimation of Latent Group Structures in Time-Varying Panel Data Models 0 0 11 11 1 3 16 16
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure 0 0 0 102 2 7 26 187
High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration 0 0 0 46 2 2 7 32
High-Dimensional Granger Causality for Climatic Attribution 0 0 0 3 3 5 8 18
Inference for Impulse Responses under Model Uncertainty 0 0 1 46 0 1 6 81
Inference for Impulse Responses under Model Uncertainty 0 0 0 22 1 3 15 74
Inference in Non-stationary High-Dimensional VARs 0 0 0 92 1 4 17 38
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 5 9 19 957
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 3 7 17 232
Lasso Inference for High-Dimensional Time Series 0 0 0 33 4 7 27 126
Local Projection Inference in High Dimensions 0 2 5 59 1 8 31 71
Macroeconomic Forecasting Using Penalized Regression Methods 0 0 1 140 2 5 98 308
Min(d)ing the President: A text analytic approach to measuring tax news 1 1 6 36 7 8 31 96
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 3 5 12 149
Risk Measure Inference 0 0 0 0 0 1 3 42
Risk Measure Inference 0 0 0 181 5 7 16 385
Robust block bootstrap panel predictability tests 0 0 0 108 1 2 9 177
Sparse High-Dimensional Vector Autoregressive Bootstrap 0 0 1 19 1 1 7 16
Testing for Granger Causality in Large Mixed-Frequency VARs 0 0 0 37 5 6 8 112
Testing for Granger causality in large mixed-frequency VARs 0 0 0 36 2 9 23 128
Time-varying state correlations in state space models and their estimation via indirect inference 0 0 0 38 3 5 17 47
Transmission Channel Analysis in Dynamic Models 0 1 1 5 7 10 26 39
bootUR: An R Package for Bootstrap Unit Root Tests 0 0 0 17 1 2 4 33
Total Working Papers 2 8 36 2,467 112 193 648 6,454

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 12 129
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 8 4 4 10 38
A residual bootstrap for conditional Value-at-Risk 0 1 1 3 2 3 14 23
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 2 7 25
An automated approach towards sparse single-equation cointegration modelling 0 0 0 5 1 4 16 40
Autoregressive wild bootstrap inference for nonparametric trends 0 0 0 10 3 6 11 51
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 2 4 10 72
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 46 0 2 11 158
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 1 139 0 1 10 512
Detrending Bootstrap Unit Root Tests 0 0 0 15 2 3 10 92
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 2 4 13 14
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure* 0 0 2 6 2 14 39 49
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 3 3 8 79
Lasso inference for high-dimensional time series 0 0 0 1 5 15 26 42
Local projection inference in high dimensions 0 0 2 2 2 2 14 15
Macroeconomic forecasting using penalized regression methods 0 0 2 90 3 3 14 276
Min(d)ing the President: A Text Analytic Approach to Measuring Tax News 0 0 4 5 3 8 32 35
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 0 4 3 3 9 53
Recent developments in bootstrap methods for dependent data 0 0 0 3 0 1 7 27
Risk Measure Inference 0 0 0 6 3 4 10 55
Robust block bootstrap panel predictability tests 0 0 0 1 1 2 5 12
Testing for Granger causality in large mixed-frequency VARs 0 0 0 34 4 7 22 182
Total Journal Articles 0 1 14 438 45 96 310 1,979

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Statistics updated 2026-05-06