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Smeekes, Stephan
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1

Local projection inference in high dimensions:

Adamek, Robert ; Smeekes, Stephan ; Wilms, Ines
The Econometrics Journal.  , 2024
Link: https://doi.org/10.1093/..
 
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2

A residual bootstrap for conditional Value-at-Risk:

Beutner, Eric ; Heinemann, Alexander ; Smeekes, Stephan
Journal of Econometrics.  238 (2024)  2 - p. 105554 , 2024
Link: https://doi.org/10.1016/..
 
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3

Lasso inference for high-dimensional time series:

Adamek, Robert ; Smeekes, Stephan ; Wilms, Ines
Journal of Econometrics.  235 (2023)  2 - p. 1114-1143 , 2023
Link: https://doi.org/10.1016/..
 
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4

GLS estimation and confidence sets for the date of a single..:

Beutner, Eric ; Lin, Yicong ; Smeekes, Stephan
Econometric Reviews.  42 (2023)  2 - p. 195-219 , 2023
Link: https://doi.org/10.1080/..
 
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5

Data Science in Science: Special Issue on Data Science in E..:

Friedrich, Marina ; Mahieu, Emmanuel ; Smeekes, Stephan...
Data Science in Science.  1 (2022)  1 - p. 5-5 , 2022
Link: https://doi.org/10.1080/..
 
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6

An automated approach towards sparse single-equation cointe..:

Smeekes, Stephan ; Wijler, Etienne
Journal of Econometrics.  221 (2021)  1 - p. 247-276 , 2021
Link: https://doi.org/10.1016/..
 
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7

Granger Causality Testing in High-Dimensional VARs: A Post-..:

Hecq, Alain ; Margaritella, Luca ; Smeekes, Stephan
Journal of Financial Econometrics.  21 (2021)  3 - p. 915-958 , 2021
Link: https://doi.org/10.1093/..
 
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8

A Dynamic Factor Model Approach to Incorporate Big Data in ..:

Schiavoni, Caterina ; Palm, Franz ; Smeekes, Stephan.
Journal of the Royal Statistical Society Series A: Statistics in Society.  184 (2020)  1 - p. 324-353 , 2020
Link: https://doi.org/10.1111/..
 
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9

A statistical analysis of time trends in atmospheric ethane:

Friedrich, Marina ; Beutner, Eric ; Reuvers, Hanno...
Climatic Change.  162 (2020)  1 - p. 105-125 , 2020
Link: https://doi.org/10.1007/..
 
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10

Autoregressive wild bootstrap inference for nonparametric t..:

Friedrich, Marina ; Smeekes, Stephan ; Urbain, Jean-Pierre
Journal of Econometrics.  214 (2020)  1 - p. 81-109 , 2020
Link: https://doi.org/10.1016/..
 
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11

Unit Roots and Cointegration:

, In: Macroeconomic Forecasting in the Era of Big Data; Advanced Studies in Theoretical and Applied Econometrics,
Smeekes, Stephan ; Wijler, Etienne - p. 541-584 , 2019
Link: https://doi.org/10.1007/..
 
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12

Macroeconomic forecasting using penalized regression method:

Smeekes, Stephan ; Wijler, Etienne
International Journal of Forecasting.  34 (2018)  3 - p. 408-430 , 2018
Link: https://doi.org/10.1016/..
 
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13

Robust block bootstrap panel predictability tests:

Smeekes, Stephan ; Westerlund, Joakim
Econometric Reviews.  38 (2018)  9 - p. 1089-1107 , 2018
Link: https://doi.org/10.1080/..
 
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14

Risk measure inference:

, In: Journal of business & economic statistics
Hurlin, Christophe ; Quaedvlieg, Rogier ; Smeekes, Stephan.. (2017)  4 - p. 499-512
Copies: Zentrale;
 
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15

Lag truncation and the local asymptotic distribution of the..:

Aylar, Emre ; Smeekes, Stephan ; Westerlund, Joakim
Statistical Papers.  60 (2017)  6 - p. 2109-2118 , 2017
Link: https://doi.org/10.1007/..
 
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