Research Output per year
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 journal › Article › Academic › peer-review
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., 31 Jan 2019, arXiv.org at Cornell University Library, (arXiv e-prints; No. 1901.11355).Research output: Working paper › Professional
File
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 paper › Professional
File
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
Hecq, A., Margaritella, L. & Smeekes, S., 28 Feb 2019, arXiv.org at Cornell University Library, (arXiv e-prints; No. 1902.10991).Research output: Working paper › Professional
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 journal › Article › Academic › peer-review
Open Access
Prizes
Bootstrapping Nonstationary Time Series
Stephan Smeekes (Recipient), 1 Nov 2012
Prize: Prize (including medals and awards) › Academic
Activities
BISS Certified Lectures: Introduction to statistical methods and time series analysis
Nalan Bastürk (Speaker), Stephan Smeekes (Speaker)6 May 2019 → 13 May 2019
Activity: Talk or presentation (speaker at event) › Talk or presentation › Professional
De jonge akademie (External organisation)
Stephan Smeekes (Member)21 Mar 2019 → 31 Mar 2024
Activity: Membership › Membership of network › Academic
BISS Certified data science program
Nalan Bastürk (Speaker), Stephan Smeekes (Speaker)Apr 2018
Activity: Talk or presentation (speaker at event) › Talk or presentation › Professional
The Netherlands Econometric Study Group 2018
Stephan Smeekes (Member of programme committee)25 May 2018
Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic
The Bootstrap: Foundations, Validity and Time Series Methods
Stephan Smeekes (Speaker)25 Oct 2018
Activity: Talk or presentation (speaker at event) › Talk or presentation › Professional