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Research Output

Autoregressive wild bootstrap inference for nonparametric trends

Friedrich, M., Smeekes, S. & Urbain, J-P., Jan 2020, In : Journal of Econometrics. 214, 1, p. 81-109 29 p.

Research output: Contribution to journalArticleAcademicpeer-review

A General Framework for Prediction in Time Series Models

Beutner, E., Heinemann, A. & Smeekes, S., 5 Feb 2019, arXiv.org at Cornell University Library, (arXiv e-prints; No. 1902.01622).

Research output: Working paperProfessional

File
File

Lag truncation and the local asymptotic distribution of the ADF test for a unit root

Aylar, E., Smeekes, S. & Westerlund, J., Dec 2019, In : Statistical Papers. 60, 6, p. 2109-2118 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

Prizes

Bootstrapping Nonstationary Time Series

Stephan Smeekes (Recipient), 1 Nov 2012

Prize: Prize (including medals and awards)Academic

Activities

  • 25 Talk or presentation
  • 6 Organizing or contributing to an event
  • 1 Membership of network

BISS Certified Lectures: Introduction to statistical methods and time series analysis

Nalan Bastürk (Speaker), Stephan Smeekes (Speaker)
6 May 201913 May 2019

Activity: Talk or presentation (speaker at event)Talk or presentationProfessional

De jonge akademie (External organisation)

Stephan Smeekes (Member)
21 Mar 201931 Mar 2024

Activity: MembershipMembership of networkAcademic

BISS Certified data science program

Nalan Bastürk (Speaker), Stephan Smeekes (Speaker)
Apr 2018

Activity: Talk or presentation (speaker at event)Talk or presentationProfessional

The Netherlands Econometric Study Group 2018

Stephan Smeekes (Member of programme committee)
25 May 2018

Activity: Organizing, contributing or attending an eventOrganizing or contributing to an eventAcademic

The Bootstrap: Foundations, Validity and Time Series Methods

Stephan Smeekes (Speaker)
25 Oct 2018

Activity: Talk or presentation (speaker at event)Talk or presentationProfessional