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Details about Stephan Smeekes

E-mail:
Homepage:http://researchers-sbe.unimaas.nl/stephansmeekes/
Workplace:Vakgroep Kwantitatieve Economie (Department of Quantitative Economics), School of Business and Economics, Maastricht University, (more information at EDIRC)
Graduate School of Business and Economics (GSBE), School of Business and Economics, Maastricht University, (more information at EDIRC)

Access statistics for papers by Stephan Smeekes.

Last updated 2017-04-21. Update your information in the RePEc Author Service.

Short-id: psm94


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Working Papers

2016

  1. Macroeconomic Forecasting Using Penalized Regression Methods
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads

2015

  1. Risk Measure Inference
    Working Papers, HAL Downloads View citations (3)
    Also in Post-Print, HAL (2015)
  2. Testing for Granger Causality in Large Mixed-Frequency VARs
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (1)
    Also in Discussion Papers, Deutsche Bundesbank, Research Centre (2015) Downloads

    See also Journal Article in Journal of Econometrics (2016)

2014

  1. A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (2)

2013

  1. Robust block bootstrap panel predictability tests
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads

2012

  1. Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2011) Downloads View citations (1)

    See also Journal Article in Econometric Reviews (2015)

2011

  1. Bootstrap Sequential Tests to Determine the Stationary Units in a Panel
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (16)
  2. On the Applicability of the Sieve Bootstrap in Time series Panels
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)

2010

  1. Bootstrap union tests for unit roots in the presence of nonstationary volatility
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (2)
    Also in Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics (2010) Downloads View citations (1)

    See also Journal Article in Econometric Theory (2012)

2009

  1. Detrending Bootstrap Unit Root Tests
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (4)
    See also Journal Article in Econometric Reviews (2013)

2008

  1. Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (14)
    See also Journal Article in Journal of Econometrics (2011)

2007

  1. A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (4)
    See also Journal Article in Econometric Theory (2010)

2006

  1. Bootstrap unit root tests: comparison and extensions
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2008)

Journal Articles

2016

  1. Testing for Granger causality in large mixed-frequency VARs
    Journal of Econometrics, 2016, 193, (2), 418-432 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
    Econometric Reviews, 2015, 34, (4), 512-536 Downloads View citations (1)
    See also Working Paper (2012)
  2. Recent developments in bootstrap methods for dependent data
    Journal of Time Series Analysis, 2015, 36, (3), 398-415 Downloads

2014

  1. On the Applicability of the Sieve Bootstrap in Time Series Panels
    Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 139-151 Downloads View citations (3)
    See also Working Paper (2011)

2013

  1. Detrending Bootstrap Unit Root Tests
    Econometric Reviews, 2013, 32, (8), 869-891 Downloads View citations (1)
    See also Working Paper (2009)

2012

  1. BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
    Econometric Theory, 2012, 28, (02), 422-456 Downloads View citations (2)
    See also Working Paper (2010)

2011

  1. Cross-sectional dependence robust block bootstrap panel unit root tests
    Journal of Econometrics, 2011, 163, (1), 85-104 Downloads View citations (16)
    See also Working Paper (2008)

2010

  1. A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
    Econometric Theory, 2010, 26, (03), 647-681 Downloads View citations (5)
    See also Working Paper (2007)

2008

  1. Bootstrap Unit-Root Tests: Comparison and Extensions
    Journal of Time Series Analysis, 2008, 29, (2), 371-401 Downloads View citations (23)
    See also Working Paper (2006)
 
Page updated 2017-06-23