Stephan Smeekes : Citation Profile


Are you Stephan Smeekes?

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

7

H index

4

i10 index

136

Citations

RESEARCH PRODUCTION:

11

Articles

29

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 10
   Journals where Stephan Smeekes has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 21 (13.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm94
   Updated: 2019-10-06    RAS profile: 2019-04-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Heinemann, Alexander (4)

Hecq, Alain (4)

Laurent, Sébastien (3)

Götz, Thomas (3)

Hurlin, Christophe (3)

Quaedvlieg, Rogier (3)

Lieb, Lenard (2)

Urbain, Jean-Pierre (2)

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

Is cited by:

Skrobotov, Anton (9)

Di Iorio, Francesca (8)

Fachin, Stefano (7)

Matsuki, Takashi (7)

Götz, Thomas (6)

Knetsch, Thomas (5)

Omer, Muhammad (3)

Hecq, Alain (3)

Candelon, Bertrand (3)

Scholtens, Bert (3)

Westerlund, Joakim (3)

Cites to:

Taylor, Robert (24)

Palm, Franz (22)

Phillips, Peter (19)

Urbain, Jean-Pierre (16)

Reichlin, Lucrezia (16)

Ng, Serena (15)

Cavaliere, Giuseppe (14)

Pesaran, M (13)

Chang, Yoosoon (12)

Lippi, Marco (12)

Giannone, Domenico (12)

Main data


Where Stephan Smeekes has published?


Journals with more than one article published# docs
Journal of Econometrics2
Econometric Reviews2
Journal of Time Series Analysis2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9
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 (2019 and 2018)


YearTitle of citing document
2018Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach. (2018). Varneskov, Rasmus T ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2018-16.

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

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

Full description at Econpapers || Download paper

2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

Full description at Econpapers || Download paper

2018Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests. (2018). Mahdavi, Saeid ; Westerlund, Joakim. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:174-183.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach. (2018). Motegi, Kaiji ; Sadahiro, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:118-128.

Full description at Econpapers || Download paper

2018On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158.

Full description at Econpapers || Download paper

2018Loss functions for Loss Given Default model comparison. (2018). Leymarie, Jérémy ; Hurlin, Christophe ; Patin, Antoine. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:348-360.

Full description at Econpapers || Download paper

2018Unit root quantile autoregression testing with smooth structural changes. (2018). Li, Haiqi ; Zheng, Chaowen . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:83-89.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root. (2018). Skrobotov, Anton ; Anton, Skrobotov. In: Working Papers. RePEc:gai:wpaper:wpaper-2018-302.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9477-0.

Full description at Econpapers || Download paper

2018BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Discussion Papers. RePEc:kud:kuiedp:1810.

Full description at Econpapers || Download paper

2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

Full description at Econpapers || Download paper

2018Bootstrap Model Averaging Unit Root Inference. (2018). Racine, Jeffrey ; Hansen, Bruce E. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-09.

Full description at Econpapers || Download paper

2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

Full description at Econpapers || Download paper

2018A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0784-5.

Full description at Econpapers || Download paper

2018Social media, sentiment and public opinions: Evidence from #Brexit and #USElection. (2018). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Working Papers. RePEc:swn:wpaper:2018-01.

Full description at Econpapers || Download paper

Works by Stephan Smeekes:


YearTitleTypeCited
2018Inference for Impulse Responses under Model Uncertainty In: Papers.
[Full Text][Citation analysis]
paper0
2017Inference for Impulse Responses under Model Uncertainty.(2017) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019A Justification of Conditional Confidence Intervals In: Papers.
[Full Text][Citation analysis]
paper1
2017A Justification of Conditional Confidence Intervals.(2017) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers.
[Full Text][Citation analysis]
paper0
2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018A Residual Bootstrap for Conditional Value-at-Risk In: Papers.
[Full Text][Citation analysis]
paper3
2018An Automated Approach Towards Sparse Single-Equation Cointegration Modelling In: Papers.
[Full Text][Citation analysis]
paper0
2019A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers.
[Full Text][Citation analysis]
paper0
2019A General Framework for Prediction in Time Series Models In: Papers.
[Full Text][Citation analysis]
paper0
2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers.
[Full Text][Citation analysis]
paper0
2019Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane In: Papers.
[Full Text][Citation analysis]
paper0
2008Bootstrap Unit-Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article26
2006Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2014On the Applicability of the Sieve Bootstrap in Time Series Panels In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article4
2011On the Applicability of the Sieve Bootstrap in Time series Panels.(2011) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
[Full Text][Citation analysis]
article10
2007A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model.(2007) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2012BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]
article4
2010Bootstrap union tests for unit roots in the presence of nonstationary volatility.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper7
2015Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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: 7
paper
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
[Full Text][Citation analysis]
article34
2008Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.(2008) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2018Macroeconomic forecasting using penalized regression methods In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2016Macroeconomic Forecasting Using Penalized Regression Methods.(2016) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Risk Measure Inference In: Post-Print.
[Citation analysis]
paper7
2015Risk Measure Inference.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2013Detrending Bootstrap Unit Root Tests In: Econometric Reviews.
[Full Text][Citation analysis]
article4
2009Detrending Bootstrap Unit Root Tests.(2009) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Robust block bootstrap panel predictability tests In: Research Memorandum.
[Full Text][Citation analysis]
paper1
2014A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing In: Research Memorandum.
[Full Text][Citation analysis]
paper4
2011Bootstrap Sequential Tests to Determine the Stationary Units in a Panel In: Research Memorandum.
[Full Text][Citation analysis]
paper18

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team