Stephan Smeekes : Citation Profile

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

12

H index

16

i10 index

371

Citations

RESEARCH PRODUCTION:

22

Articles

40

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 19
   Journals where Stephan Smeekes has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 34 (8.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm94
   Updated: 2025-12-20    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Wilms, Ines (7)

Margaritella, Luca (4)

Hecq, Alain (3)

Friedrich, Marina (3)

Lieb, Lenard (3)

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 (15)

Francq, Christian (13)

Skrobotov, Anton (13)

Zakoian, Jean-Michel (12)

GAO, Jiti (10)

Westerlund, Joakim (10)

Cubadda, Gianluca (9)

Di Iorio, Francesca (9)

Yan, Yayi (9)

Fachin, Stefano (8)

Lin, Yicong (8)

Cites to:

Taylor, Robert (28)

Palm, Franz (25)

Phillips, Peter (25)

Reichlin, Lucrezia (21)

Ng, Serena (20)

Pesaran, Mohammad (19)

Giannone, Domenico (18)

Cavaliere, Giuseppe (18)

Hecq, Alain (15)

Lippi, Marco (14)

Chernozhukov, Victor (14)

Main data

Where Stephan Smeekes has published?

Journals with more than one article published# docs
Journal of Econometrics6
Econometric Reviews4
Journal of Time Series Analysis2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org19
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 (2025 and 2024)

YearTitle of citing document
2025Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275.

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2024First-order integer-valued autoregressive processes with Generalized Katz innovations. (2024). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029.

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2024On LASSO for High Dimensional Predictive Regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2212.07052.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Detecting Sparse Cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2501.13839.

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2025Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310.

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2025An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia. (2025). Badrawani, Wishnu. In: Papers. RePEc:arx:papers:2506.10369.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Mar'Ia Dolores. In: Papers. RePEc:arx:papers:2509.17949.

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2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24.

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2024Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2025Detecting sparse cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:45708.

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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 ; Goracci, Greta ; Rahbek, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623000040.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

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2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

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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 ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2025‘Crypto president’: Do narrative political signals drive cryptocurrency returns?. (2025). ben Jabeur, Sami ; Dhifaoui, Zouhaier ; Bakkar, Yassine ; Ballouk, Houssein. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s154461232500457x.

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2024A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902.

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2025Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. (2025). Cucuringu, Mihai ; Dong, Xiaowen ; Zhang, Chao ; Pu, Xingyue. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:377-397.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:483-521.

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2024Effect of electricity policy uncertainty and carbon emission prices on electricity demand in China based on mixed-frequency data models. (2024). Wang, Jie ; Liu, Qibo ; Lu, Wanbo. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001188.

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2025Do economic policy uncertainties matter for economic growth? Evidence from MIDAS approaches. (2025). Wang, Qian ; Zhao, Cheng ; Wei, YU ; Shang, Yue. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004975.

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2025Mixingale and physical dependence equality with applications. (2025). Hill, Jonathan B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:221:y:2025:i:c:s0167715225000252.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Maria. In: Working Paper Series. RePEc:fip:fedfwp:101873.

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2025The Impact of Trade Openness on Carbon Emissions: Empirical Evidence from Emerging Countries. (2025). Zhou, Rui ; Guan, Shu ; He, Bing. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:697-:d:1582782.

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2024Form Uncertainty to Sustainable Decision-Making: A Novel MIDAS–AM–DeepAR-Based Prediction Model for E-Commerce Industry Development. (2024). Khattak, Shoukat Iqbal ; Lin, Mingxia ; Huang, Feifei. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:6029-:d:1435397.

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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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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04943866.

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2024New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8.

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2024Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research. (2024). Polyzos, Efstathios ; Siriopoulos, Costas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10429-9.

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2024Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0.

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2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

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2024The effect of democracy and corruption paradox on economic growth: MINT countries. (2024). Bayraktar, Yasar ; Tutuncu, Asiye. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:4:d:10.1007_s10644-024-09726-6.

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2024Navigating the tides of uncertainty: exploring the complex relationship between global economic policy and crude oil transportation. (2024). Ning, Zhong ; Hu, Zijiang ; Sun, Ling ; Zhang, Wenjing ; Qi, Xinzhou. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-023-00274-w.

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2024Penalized Convex Estimation in Dynamic Location-Scale models. (2024). Chentoufi, Reda Alami. In: MPRA Paper. RePEc:pra:mprapa:123283.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2025Panel cointegration tests in finite sample analyzing banking stability. (2025). Ghassan, Hassan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:3:d:10.1007_s40622-024-00417-9.

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2025Investor sentiment networks: mapping connectedness in DJIA stocks. (2025). Nyakurukwa, Kingstone ; Seetharam, Yudhvir. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00675-7.

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2024Unveiling an asymmetric relationship between global crude oil and local food prices in an oil-importing economy. (2024). Kharin, Sergei ; Kapustova, Zuzana ; Lichner, Ivan. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:17:y:2024:i:1:d:10.1007_s12076-024-00393-9.

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2024Bootstrapping GARCH Models Under Dependent Innovations. (2024). Schaumburg, Julia ; Beutner, Eric ; Spanjers, Barend. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240008.

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2025Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station. (2025). Moussa, Karim ; Friedrich, Marina ; van der Straten, David ; Shapovalova, Yuliya. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250025.

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2025Functional Location-Scale Models with Robust Observation-Driven Dynamics. (2025). Lucas, Andrae ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250027.

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2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

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2024The predictive power of commodity prices for future economic growth: Evaluating the role of economic development. (2024). Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3040-3062.

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2025Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting. (2025). Schweikert, Karsten ; Franjic, Domenic. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:255-269.

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2025Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968.

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2024Sanctions and Russian online prices. (2024). Benchimol, Jonathan ; Palumbo, Luigi. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:323972.

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Works by Stephan Smeekes:

YearTitleTypeCited
2025Min(d)ing the President: A Text Analytic Approach to Measuring Tax News In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article1
2024Min(d)ing the President: A text analytic approach to measuring tax news.(2024) In: Papers.
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This paper has nother version. Agregated cites: 1		paper
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]		paper17
2020Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum.
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This paper has nother version. Agregated cites: 17		paper
2023A Residual Bootstrap for Conditional Value-at-Risk In: Papers.
[Full Text][Citation analysis]		paper12
2024A residual bootstrap for conditional Value-at-Risk.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2020An Automated Approach Towards Sparse Single-Equation Cointegration Modelling In: Papers.
[Full Text][Citation analysis]		paper14
2021An automated approach towards sparse single-equation cointegration modelling.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 14		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.
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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]		paper13
2023Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*.(2023) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 13		article
2020A statistical analysis of time trends in atmospheric ethane In: Papers.
[Full Text][Citation analysis]		paper5
2020A statistical analysis of time trends in atmospheric ethane.(2020) In: Climatic Change.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		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]		paper12
2023Lasso inference for high-dimensional time series.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 12		article
2022bootUR: An R Package for Bootstrap Unit Root Tests In: Papers.
[Full Text][Citation analysis]		paper1
2024Local Projection Inference in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2024Local projection inference in high dimensions.(2024) In: The Econometrics Journal.
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This paper has nother version. Agregated cites: 0		article
2025Sparse 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
2025Transmission Channel Analysis in Dynamic Models In: Papers.
[Full Text][Citation analysis]		paper0
2025Estimation of Latent Group Structures in Time-Varying Panel Data Models In: Papers.
[Full Text][Citation analysis]		paper0
2008Bootstrap Unit‐Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article34
2006Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum.
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This paper has nother version. Agregated cites: 34		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 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]		article13
2007A sieve bootstrap test for cointegration in a conditional error correction model.(2007) In: Research Memorandum.
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This paper has nother version. Agregated cites: 13		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.
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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.
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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]		article65
2008Cross-sectional dependence robust block bootstrap panel unit root tests.(2008) In: Research Memorandum.
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This paper has nother version. Agregated cites: 65		paper
2016Testing for Granger causality in large mixed-frequency VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2015Testing for Granger Causality in Large Mixed-Frequency VARs.(2015) In: Research Memorandum.
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This paper has nother version. Agregated cites: 31		paper
2015Testing for Granger causality in large mixed-frequency VARs.(2015) In: Discussion Papers.
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This paper has nother version. Agregated cites: 31		paper
2018Macroeconomic forecasting using penalized regression methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2016Macroeconomic Forecasting Using Penalized Regression Methods.(2016) In: Research Memorandum.
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This paper has nother version. Agregated cites: 51		paper
2017Risk Measure Inference In: Post-Print.
[Citation analysis]		paper14
2015Risk Measure Inference.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 14		article
2013Detrending Bootstrap Unit Root Tests In: Econometric Reviews.
[Full Text][Citation analysis]		article10
2009Detrending bootstrap unit root tests.(2009) In: Research Memorandum.
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This paper has nother version. Agregated cites: 10		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.
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