Stephan Smeekes : Citation Profile


Are you Stephan Smeekes?

Maastricht University (99% share)
Maastricht University (1% share)

7

H index

4

i10 index

151

Citations

RESEARCH PRODUCTION:

13

Articles

30

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 10
   Journals where Stephan Smeekes has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 22 (12.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm94
   Updated: 2020-05-16    RAS profile: 2020-02-27    
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Relations with other researchers


Works with:

Hecq, Alain (4)

Heinemann, Alexander (4)

Quaedvlieg, Rogier (3)

Laurent, Sébastien (3)

Götz, Thomas (3)

Hurlin, Christophe (3)

Lieb, Lenard (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephan Smeekes.

Is cited by:

Westerlund, Joakim (10)

Skrobotov, Anton (9)

Di Iorio, Francesca (8)

Fachin, Stefano (7)

Francq, Christian (7)

Zakoian, Jean-Michel (7)

Matsuki, Takashi (7)

Götz, Thomas (6)

Knetsch, Thomas (5)

Scholtens, Bert (4)

Omer, Muhammad (4)

Cites to:

Taylor, Robert (24)

Palm, Franz (21)

Reichlin, Lucrezia (17)

Phillips, Peter (15)

Urbain, Jean-Pierre (15)

Cavaliere, Giuseppe (14)

Ng, Serena (14)

Giannone, Domenico (13)

Pesaran, M (13)

Lippi, Marco (12)

Marcellino, Massimiliano (12)

Main data


Where Stephan Smeekes has published?


Journals with more than one article published# docs
Econometric Reviews3
Journal of Econometrics3
Econometric Theory2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org10
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)8
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)7

Recent works citing Stephan Smeekes (2020 and 2019)


YearTitle of citing document
2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

Full description at Econpapers || Download paper

2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

Full description at Econpapers || Download paper

2019A Bootstrap Test for the Existence of Moments for GARCH Processes. (2019). Heinemann, Alexander. In: Papers. RePEc:arx:papers:1902.01808.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

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2019Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques. (2019). Tarassow, Artur. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:443-457.

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2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. (2019). Boudt, Kris ; Bluteau, Keven ; Ardia, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1370-1386.

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2019Linear process bootstrap unit root test. (2019). Zou, Nan ; Politis, Dimitris N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:74-80.

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2020Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2019Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: MPRA Paper. RePEc:pra:mprapa:95965.

Full description at Econpapers || Download paper

2019Testing the existence of moments for GARCH processes. (2019). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:98892.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2019Re-examining inequality persistence. (2019). Ghoshray, Atanu ; Ordoez, Javier ; Monfort, Mercedes. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201970.

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Works by Stephan Smeekes:


YearTitleTypeCited
2019Inference for Impulse Responses under Model Uncertainty In: Papers.
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paper0
2017Inference for Impulse Responses under Model Uncertainty.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 0
paper
2019A Justification of Conditional Confidence Intervals In: Papers.
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paper3
2017A Justification of Conditional Confidence Intervals.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 3
paper
2019Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers.
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paper0
2020Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 0
article
2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 0
paper
2018A Residual Bootstrap for Conditional Value-at-Risk In: Papers.
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paper6
2020An Automated Approach Towards Sparse Single-Equation Cointegration Modelling In: Papers.
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paper0
2020A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers.
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paper0
2019A General Framework for Prediction in Time Series Models In: Papers.
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paper0
2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers.
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paper1
2019Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane In: Papers.
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paper0
2019High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration In: Papers.
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paper0
2008Bootstrap Unit‐Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
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article27
2006Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum.
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This paper has another version. Agregated cites: 27
paper
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
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article0
2014On the Applicability of the Sieve Bootstrap in Time Series Panels In: Oxford Bulletin of Economics and Statistics.
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article4
2011On the Applicability of the Sieve Bootstrap in Time series Panels.(2011) In: Research Memorandum.
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This paper has another version. Agregated cites: 4
paper
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
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article10
2007A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model.(2007) In: Research Memorandum.
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This paper has another version. Agregated cites: 10
paper
2012BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY In: Econometric Theory.
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article4
2010Bootstrap union tests for unit roots in the presence of nonstationary volatility.(2010) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2010Bootstrap union tests for unit roots in the presence of nonstationary volatility.(2010) In: Research Memorandum.
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This paper has another version. Agregated cites: 4
paper
2012Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility In: Cowles Foundation Discussion Papers.
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paper8
2015Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2015) In: Econometric Reviews.
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This paper has another version. Agregated cites: 8
article
2011Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2011) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
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article38
2008Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.(2008) In: Research Memorandum.
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This paper has another version. Agregated cites: 38
paper
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
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article8
2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2015Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2018Macroeconomic forecasting using penalized regression methods In: International Journal of Forecasting.
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article7
2016Macroeconomic Forecasting Using Penalized Regression Methods.(2016) In: Research Memorandum.
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This paper has another version. Agregated cites: 7
paper
2017Risk Measure Inference In: Post-Print.
[Citation analysis]
paper8
2015Risk Measure Inference.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 8
article
2013Detrending Bootstrap Unit Root Tests In: Econometric Reviews.
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article4
2009Detrending Bootstrap Unit Root Tests.(2009) In: Research Memorandum.
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This paper has another version. Agregated cites: 4
paper
2019Robust block bootstrap panel predictability tests In: Econometric Reviews.
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article1
2013Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum.
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This paper has another version. Agregated cites: 1
paper
2014A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing In: Research Memorandum.
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paper4
2011Bootstrap Sequential Tests to Determine the Stationary Units in a Panel In: Research Memorandum.
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paper18

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