9
H index
9
i10 index
300
Citations
Stephan Smeekes : Citation Profile
Maastricht University (1% share) | RESEARCH PRODUCTION: 17 Articles 38 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Stephan Smeekes. | Is cited by:
| Cites to:
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Main data
Where Stephan Smeekes has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Reviews | 4 |
| Journal of Econometrics | 4 |
| Econometric Theory | 2 |
| Journal of Time Series Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 17 |
| 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. Full description at Econpapers || Download paper |
| 2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
| 2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
| 2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper |
| 2024 | Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033. Full description at Econpapers || Download paper |
| 2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
| 2024 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper |
| 2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper |
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
| 2023 | High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183. Full description at Econpapers || Download paper |
| 2023 | Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300. Full description at Econpapers || Download paper |
| 2023 | Spatial autoregressions with an extended parameter space and similarity-based weights. (2023). Lieberman, Offer ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1770-1798. Full description at Econpapers || Download paper |
| 2023 | Improving automotive garage operations by categorical forecasts using a large number of variables. (2023). Naim, Mohamed M ; di Cairano-Gilfedder, Carla ; Liu, Ying ; Syntetos, Aris A ; Wang, Shixuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:893-908. Full description at Econpapers || Download paper |
| 2023 | Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366. Full description at Econpapers || Download paper |
| 2023 | Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection. (2023). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:144-169. Full description at Econpapers || Download paper |
| 2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper |
| 2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper |
| 2023 | Discerning trends in international metal prices in the presence of nonstationary volatility. (2023). Ghoshray, Atanu ; Addison, Tony. In: Resource and Energy Economics. RePEc:eee:resene:v:71:y:2023:i:c:s0928765522000513. Full description at Econpapers || Download paper |
| 2023 | Could Cryptocurrency Policy Uncertainty Facilitate U.S. Carbon Neutrality?. (2023). Zhang, Weike ; Chang, Hsu-Ling ; Song, Yuru ; Su, Chi-Wei ; Qin, Meng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7479-:d:1138222. Full description at Econpapers || Download paper |
| 2023 | Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing. (2023). Omay, Tolga ; Iren, Perihan. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10205-7. Full description at Econpapers || Download paper |
| 2023 | A note on CO2 emissions using two new tests. (2023). Sephton, Peter ; Omay, Tolga. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09584-x. Full description at Econpapers || Download paper |
| 2023 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-21. Full description at Econpapers || Download paper |
| 2023 | Effect of Information and Communication Technology on Financial Performance of Deposit Money Bank in Nigeria. (2023). Gurowa, S U ; Mr, Rotimi Sunday. In: Thesis Commons. RePEc:osf:thesis:c7x45. Full description at Econpapers || Download paper |
| 2023 | A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4. Full description at Econpapers || Download paper |
| 2023 | Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049. Full description at Econpapers || Download paper |
| 2023 | Identifying and interpreting the factors in factor models via sparsity: Different approaches. (2023). Doz, Catherine ; Despois, Thomas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:533-555. Full description at Econpapers || Download paper |
Works by Stephan Smeekes:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Inference for Impulse Responses under Model Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Inference for Impulse Responses under Model Uncertainty.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | A Justification of Conditional Confidence Intervals In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | A Justification of Conditional Confidence Intervals.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2017 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2023 | A Residual Bootstrap for Conditional Value-at-Risk In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2020 | An Automated Approach Towards Sparse Single-Equation Cointegration Modelling In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2021 | An automated approach towards sparse single-equation cointegration modelling.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | A dynamic factor model approach to incorporate Big Data in state space models for official statistics.(2021) In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2019 | A General Framework for Prediction in Time Series Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | A statistical analysis of time trends in atmospheric ethane In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | A statistical analysis of time trends in atmospheric ethane.(2020) In: Climatic Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2019 | High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Lasso Inference for High-Dimensional Time Series In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | bootUR: An R Package for Bootstrap Unit Root Tests In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Min(d)ing the President: A text analytic approach to measuring tax news In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Local Projection Inference in High Dimensions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Sparse High-Dimensional Vector Autoregressive Bootstrap In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Inference in Non-stationary High-Dimensional VARs In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | High-Dimensional Causality for Climatic Attribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Bootstrap Unit?Root Tests: Comparison and Extensions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 33 |
| 2006 | Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2015 | Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2014 | On the Applicability of the Sieve Bootstrap in Time Series Panels In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2011 | On the applicability of the sieve bootstrap in time series panels.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2010 | A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2007 | A sieve bootstrap test for cointegration in a conditional error correction model.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2012 | BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
| 2010 | Bootstrap union tests for unit roots in the presence of nonstationary volatility.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2010 | Bootstrap union tests for unit roots in the presence of nonstationary volatility.(2010) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2012 | Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2015) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2011 | Lag length selection for unit root tests in the presence of nonstationary volatility.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2011 | Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
| 2008 | Cross-sectional dependence robust block bootstrap panel unit root tests.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
| 2016 | Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2015 | Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2015 | Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2018 | Macroeconomic forecasting using penalized regression methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 42 |
| 2016 | Macroeconomic Forecasting Using Penalized Regression Methods.(2016) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2017 | Risk Measure Inference In: Post-Print. [Citation analysis] | paper | 12 |
| 2015 | Risk Measure Inference.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2017 | Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2013 | Detrending Bootstrap Unit Root Tests In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
| 2009 | Detrending bootstrap unit root tests.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2019 | Robust block bootstrap panel predictability tests In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 2013 | Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | GLS estimation and confidence sets for the date of a single break in models with trends In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2021 | Time-varying state correlations in state space models and their estimation via indirect inference In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing In: Research Memorandum. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Bootstrap sequential tests to determine the stationary units in a panel In: Research Memorandum. [Full Text][Citation analysis] | paper | 17 |
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