Stephan Smeekes : Citation Profile

Are you Stephan Smeekes?

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

9

H index

9

i10 index

269

Citations

RESEARCH PRODUCTION:

17

Articles

38

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 15
   Journals where Stephan Smeekes has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 31 (10.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm94
   Updated: 2023-05-27    RAS profile: 2023-05-09    
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Relations with other researchers

Works with:

Friedrich, Marina (5)

Heinemann, Alexander (4)

Lieb, Lenard (3)

Wilms, Ines (3)

Hecq, Alain (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 (13)

Hecq, Alain (13)

Zakoian, Jean-Michel (12)

Francq, Christian (11)

Westerlund, Joakim (10)

Di Iorio, Francesca (9)

Fachin, Stefano (8)

Matsuki, Takashi (7)

GAO, Jiti (7)

Cubadda, Gianluca (6)

Götz, Thomas (6)

Cites to:

Taylor, Robert (28)

Palm, Franz (25)

Reichlin, Lucrezia (21)

Phillips, Peter (21)

Ng, Serena (18)

Cavaliere, Giuseppe (18)

Giannone, Domenico (18)

Lippi, Marco (15)

Pesaran, Mohammad (15)

Hecq, Alain (15)

Forni, Mario (14)

Main data

Where Stephan Smeekes has published?

Journals with more than one article published# docs
Journal of Econometrics4
Econometric Reviews4
Econometric Theory2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org17
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 (2023 and 2022)

YearTitle of citing document
2022.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022First-order integer-valued autoregressive processes with Generalized Katz innovations. (2022). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029.

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2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

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2022A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2022A restricted eigenvalue condition for unit-root non-stationary data. (2022). Wijler, Etienne. In: Papers. RePEc:arx:papers:2208.12990.

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2022On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Explaining 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.

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2022Estimating dynamic systemic risk measures. (2022). Zakoian, Jean-Michel ; Francq, Christian ; Cantin, Loic. In: Working Papers. RePEc:crs:wpaper:2022-11.

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2022Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors. (2022). Zhang, Yanfen ; Li, Muyi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:165:y:2022:i:c:s0167947321001559.

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2022On LASSO for predictive regression. (2022). Shi, Zhentao ; Gao, Zhan ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:322-349.

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2022Predictive analytics for customer repurchase: Interdisciplinary integration of buy till you die modeling and machine learning. (2022). Liang, Ting-Peng ; Chou, Yen-Chun ; Chuang, Howard Hao-Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:2:p:635-651.

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2023Improving 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.

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2023Using 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.

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2022Co-integration theory-based cluster time-varying load optimization control model of regional integrated energy system. (2022). Ding, Ning ; Huang, Huang ; Zheng, Yadi ; Zhang, Anan. In: Energy. RePEc:eee:energy:v:260:y:2022:i:c:s0360544222019818.

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2021Granger causality detection in high-dimensional systems using feedforward neural networks. (2021). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector . In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:920-940.

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2023Interactive 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.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2022Asymmetric influences on Latin American stock markets: A quantile approach. (2022). Ceretta, Paulo Sergio ; Kruel, Maximiliano. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000238.

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2022Can unemployment forecasts based on Google Trends help government design better policies? An investigation based on Spain and Portugal. (2022). Cifuentes-Faura, Javier ; Simionescu, Mihaela. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:1-21.

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2023Discerning 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.

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2022Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization. (2022). Lima, Gilberto Tadeu ; Marques, Andre M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:290-312.

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2022Statistical disclosure and economic growth: What is the nexus?. (2022). Hodelin, Reynaldo Senra. In: World Development. RePEc:eee:wdevel:v:160:y:2022:i:c:s0305750x22002261.

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2022Environmental Pollution, Terrorism, and Mortality Rate in China, India, Russia, and Türkiye. (2022). Bildirici, Melike E ; Gen, Sema Yilmaz ; Castanho, Rui Alexandre. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12649-:d:933824.

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2022Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03626503.

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2022Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-03626503.

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2021Asymptotics for Time-Varying Vector MA(?) Processes. (2021). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-22.

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2021Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors. (2021). Gao, Jiti ; Hannadige, Sium Bodha ; Silvapulle, Param. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-6.

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2022A Simple Bootstrap Method for Panel Data Inferences. (2022). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-7.

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2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation. (2022). Linton, Oliver ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-9.

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2022Deformation characteristics of solid-state benzene as a step towards understanding planetary geology. (2022). Greer, Julia R ; Hodyss, Robert ; Malaska, Michael J ; Gao, Huajian ; Zhong, Lei ; Edwards, Bryce W ; Zhang, Xuan. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-35647-x.

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2021Conditional asymmetry in Power ARCH($\infty$) models. (2021). Royer, Julien. In: MPRA Paper. RePEc:pra:mprapa:109118.

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2022Impact of Energy Efficiency on CO2 Emissions: Empirical Evidence from Developing Countries. (2022). Sinha, Avik ; Zafar, Muhammad Wasif ; Kalugina, Olga A ; Khan, Javeria Rehman ; Mirza, Faisal Mehmood. In: MPRA Paper. RePEc:pra:mprapa:111923.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc.

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2022Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks. (2022). Castle, Jennifer ; Pinto, Jeronymo Marcondes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00066-w.

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2022Forecasting the Japanese macroeconomy using high-dimensional data. (2022). Sueishi, Naoya ; Nakajima, Yoshiki. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:2:d:10.1007_s42973-020-00041-z.

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2022On the impact of serial dependence on penalized regression methods. (2022). Giovannelli, Alessandro ; Chiaromonte, Francesca ; Tonini, Simone. In: LEM Papers Series. RePEc:ssa:lemwps:2022/21.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207.

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2022Robust inference under time?varying volatility: A real?time evaluation of professional forecasters. (2022). Krusebecher, Robinson ; Hanck, Christoph ; Demetrescu, Matei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1010-1030.

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2022How is machine learning useful for macroeconomic forecasting?. (2022). Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:920-964.

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Works by Stephan Smeekes:

YearTitleTypeCited
2019Inference for Impulse Responses under Model Uncertainty In: Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper5
2017A Justification of Conditional Confidence Intervals.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 5		paper
2019Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers.
[Full Text][Citation analysis]		paper5
2020Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 5		article
2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum.
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This paper has another version. Agregated cites: 5		paper
2020A Residual Bootstrap for Conditional Value-at-Risk In: Papers.
[Full Text][Citation analysis]		paper9
2020An Automated Approach Towards Sparse Single-Equation Cointegration Modelling In: Papers.
[Full Text][Citation analysis]		paper5
2021An automated approach towards sparse single-equation cointegration modelling.(2021) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 5		article
2020A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers.
[Full Text][Citation analysis]		paper1
2021A 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.
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This paper has another version. Agregated cites: 1		article
2019A General Framework for Prediction in Time Series Models In: Papers.
[Full Text][Citation analysis]		paper0
2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure In: Papers.
[Full Text][Citation analysis]		paper6
2020A statistical analysis of time trends in atmospheric ethane In: Papers.
[Full Text][Citation analysis]		paper1
2020A statistical analysis of time trends in atmospheric ethane.(2020) In: Climatic Change.
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This paper has another version. Agregated cites: 1		article
2019High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration In: Papers.
[Full Text][Citation analysis]		paper2
2022Lasso Inference for High-Dimensional Time Series In: Papers.
[Full Text][Citation analysis]		paper1
2022bootUR: An R Package for Bootstrap Unit Root Tests In: Papers.
[Full Text][Citation analysis]		paper0
2022Min(d)ing the President: A text analytic approach to measuring tax news In: Papers.
[Full Text][Citation analysis]		paper0
2023Local Projection Inference in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2023Sparse High-Dimensional Vector Autoregressive Bootstrap In: Papers.
[Full Text][Citation analysis]		paper0
2023Inference in Non-stationary High-Dimensional VARs In: Papers.
[Full Text][Citation analysis]		paper0
2023High-Dimensional Causality for Climatic Attribution In: Papers.
[Full Text][Citation analysis]		paper0
2008Bootstrap Unit?Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article32
2006Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum.
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This paper has another version. Agregated cites: 32		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]		article7
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: 7		paper
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
[Full Text][Citation analysis]		article13
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: 13		paper
2012BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]		article11
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: 11		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: 11		paper
2012Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper11
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: 11		article
2011Lag length selection for unit root tests in the presence of nonstationary volatility.(2011) In: Research Memorandum.
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This paper has another version. Agregated cites: 11		paper
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article56
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: 56		paper
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		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: 23		paper
2018Macroeconomic forecasting using penalized regression methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2016Macroeconomic Forecasting Using Penalized Regression Methods.(2016) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2017Risk Measure Inference In: Post-Print.
[Citation analysis]		paper12
2015Risk Measure Inference.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 12		paper
2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 12		article
2013Detrending Bootstrap Unit Root Tests In: Econometric Reviews.
[Full Text][Citation analysis]		article6
2009Detrending bootstrap unit root tests.(2009) In: Research Memorandum.
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This paper has another version. Agregated cites: 6		paper
2019Robust block bootstrap panel predictability tests In: Econometric Reviews.
[Full Text][Citation analysis]		article4
2013Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2023GLS estimation and confidence sets for the date of a single break in models with trends In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2021Time-varying state correlations in state space models and their estimation via indirect inference In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2014A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing In: Research Memorandum.
[Full Text][Citation analysis]		paper7
2011Bootstrap sequential tests to determine the stationary units in a panel In: Research Memorandum.
[Full Text][Citation analysis]		paper17

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