QE Econometrics

A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, C., Palm, F., Smeekes, S. & van den Brakel, J., Jan 2021, In: Journal of the Royal Statistical Society Series A-Statistics in Society. 184, 1, p. 324-353 30 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
Essays in quantile regression models and their applications to financial time series
Sun, L., 2021, Maastricht: ProefschriftMaken. 139 p.
Research output: Thesis › Doctoral Thesis › Internal

Open Access
File

3 Downloads (Pure)
Heteroscedasticity testing after outlier removal
Berenguer-Rico, V. & Wilms, I., 2 Jan 2021, In: Econometric Reviews. 40, 1, p. 51-85 35 p.
Research output: Contribution to journal › Article › Academic › peer-review

European Network for Game Theory
Staudigl, Mathias (Recipient), 26 Jun 2017
Prize: Prize (including medals and awards) › Professional
Not Stuck in a Rut: Analyzing patient heterogeneity and time-variation in the course of depression
Bastürk, Nalan (Recipient), 2019
Prize: Prize (including medals and awards) › Academic

An automated approach towards sparse single-equation cointegration modelling
Stephan Smeekes (Speaker)
17 Aug 2020 → 21 Aug 2020
Activity: Talk or presentation (speaker at event) › Talk or presentation › Academic
Structured Regularization of High-Dimensional Panel Vector Autoregressions
Stephan Smeekes (Speaker)
12 Dec 2020
Activity: Talk or presentation (speaker at event) › Talk or presentation › Academic
Descartes-Huygens Prize Award Ceremony (Event)
Stephan Smeekes (Member)
1 Aug 2020 → 30 Sep 2020
Activity: Membership › Membership of committee › Academic

Wanneer komt de volgende economische crisis?
Stephan Smeekes
11/03/20
1 Media contribution
Press/Media: Expert Comment › Popular