Stephan Smeekes : Citation Profile

Are you Stephan Smeekes?

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

10

H index

10

i10 index

292

Citations

RESEARCH PRODUCTION:

19

Articles

39

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 16
   Journals where Stephan Smeekes has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 30 (9.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm94
   Updated: 2024-12-03    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Wilms, Ines (6)

Margaritella, Luca (4)

Friedrich, Marina (4)

Heinemann, Alexander (3)

Hecq, Alain (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:

Hecq, Alain (14)

Zakoian, Jean-Michel (12)

Francq, Christian (12)

Skrobotov, Anton (10)

Westerlund, Joakim (10)

GAO, Jiti (9)

Di Iorio, Francesca (9)

Fachin, Stefano (8)

Matsuki, Takashi (7)

Cubadda, Gianluca (7)

Lin, Yicong (7)

Cites to:

Taylor, Robert (28)

Palm, Franz (25)

Phillips, Peter (21)

Reichlin, Lucrezia (21)

Ng, Serena (19)

Cavaliere, Giuseppe (18)

Giannone, Domenico (18)

Pesaran, Mohammad (17)

Lippi, Marco (15)

Hecq, Alain (15)

Chang, Yoosoon (14)

Main data

Where Stephan Smeekes has published?

Journals with more than one article published# docs
Journal of Econometrics6
Econometric Reviews4
Econometric Theory2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org18
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)

YearTitle of citing document
2023A 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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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2024Hierarchical 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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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2024Estimation 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.

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2023Machine 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.

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2023Modelling 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.

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2023High-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.

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2023Structural 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.

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2023Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (2023). Park, Hyeonseok ; Han, Fang ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002294.

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2023Extensions to IVX methods of inference for return predictability. (2023). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000586.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024The validity of bootstrap testing for threshold autoregression. (2024). Giannerini, Simone ; Rahbek, Anders ; Goracci, Greta. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623000040.

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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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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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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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2023Penalized 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.

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2023Forecasting 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.

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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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2023Could 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.

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2024Unraveling Korea’s Energy Challenge: The Consequences of Carbon Dioxide Emissions and Energy Use on Economic Sustainability. (2024). He, Yugang ; Li, Yao. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:2074-:d:1349965.

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2023Controlling 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.

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2023A 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.

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2023Estimation 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.

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2023Effect 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.

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2023A 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.

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2023Robust 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.

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2023Identifying 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.

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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 nother 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers.
[Full Text][Citation analysis]		paper10
2020Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10		article
2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum.
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This paper has nother version. Agregated cites: 10		paper
2023A Residual Bootstrap for Conditional Value-at-Risk In: Papers.
[Full Text][Citation analysis]		paper10
2024A residual bootstrap for conditional Value-at-Risk.(2024) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10		article
2020An Automated Approach Towards Sparse Single-Equation Cointegration Modelling In: Papers.
[Full Text][Citation analysis]		paper8
2021An automated approach towards sparse single-equation cointegration modelling.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2020A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		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]		paper9
2023Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*.(2023) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2020A statistical analysis of time trends in atmospheric ethane In: Papers.
[Full Text][Citation analysis]		paper4
2020A statistical analysis of time trends in atmospheric ethane.(2020) In: Climatic Change.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper7
2023Lasso inference for high-dimensional time series.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
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
2024Local 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
2024High-Dimensional Granger Causality for Climatic Attribution In: Papers.
[Full Text][Citation analysis]		paper0
2024Transmission Channel Analysis in Dynamic Models In: Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
[Full Text][Citation analysis]		article14
2007A 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
2012BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY In: Econometric Theory.
[Full Text][Citation analysis]		article14
2010Bootstrap 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: 14		paper
2010Bootstrap union tests for unit roots in the presence of nonstationary volatility.(2010) In: Research Memorandum.
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This paper has nother version. Agregated cites: 14		paper
2012Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper12
2015Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2015) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 12		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 nother version. Agregated cites: 12		paper
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
2008Cross-sectional dependence robust block bootstrap panel unit root tests.(2008) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2015Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Macroeconomic forecasting using penalized regression methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article44
2016Macroeconomic Forecasting Using Penalized Regression Methods.(2016) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2017Risk Measure Inference In: Post-Print.
[Citation analysis]		paper13
2015Risk Measure Inference.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2013Detrending Bootstrap Unit Root Tests In: Econometric Reviews.
[Full Text][Citation analysis]		article8
2009Detrending bootstrap unit root tests.(2009) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2019Robust block bootstrap panel predictability tests In: Econometric Reviews.
[Full Text][Citation analysis]		article5
2013Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023GLS estimation and confidence sets for the date of a single break in models with trends In: Econometric Reviews.
[Full Text][Citation analysis]		article1
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]		paper8
2006Bootstrap unit root tests: comparison and extensions In: Research Memorandum.
[Full Text][Citation analysis]		paper2
2011Bootstrap sequential tests to determine the stationary units in a panel In: Research Memorandum.
[Full Text][Citation analysis]		paper17

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