Research output per year
Research output per year
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Local Projection Inference in High Dimensions
Adamek, R., Smeekes, S. & Wilms, I., 8 Sep 2022, Cornell University - arXiv, 31 p. (arXiv.org; No. 2209.03218).Research output: Working paper / Preprint › Preprint
Open AccessFile1 Downloads (Pure) -
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 -
A justification of conditional confidence intervals
Beutner, E., Heinemann, A. & Smeekes, S., 2021, In: Electronic Journal of Statistics. 15, 1, p. 2517-2565 49 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
An automated approach towards sparse single-equation cointegration modelling
Smeekes, S. & Wijler, E., Mar 2021, In: Journal of Econometrics. 221, 1, p. 247-276 30 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile3 Citations (Web of Science)173 Downloads (Pure) -
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*
Hecq, A., Margaritella, L. & Smeekes, S., 3 Nov 2021, (E-pub ahead of print) In: Journal of Financial Econometrics. 44 p., nbab023.Research output: Contribution to journal › Article › Academic › peer-review
Open Access4 Citations (Web of Science)
Datasets
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Min(d)ing the President: A text analytic approach to measuring tax news
Jassem, A. (Creator), Lieb, L. (Creator), De Almeida e Santos Nogueira, R. J. (Creator), Bastürk, N. (Creator) & Smeekes, S. (Creator), DataverseNL, 12 Apr 2021
DOI: 10.34894/JHVJQS, https://doi.org/10.34894/JHVJQS
Dataset
Prizes
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Bootstrapping Nonstationary Time Series
Smeekes, Stephan (Recipient), 1 Nov 2012
Prize: Prize (including medals and awards) › Academic
Activities
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Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series
Stephan Smeekes (Organiser), Ines Wilms (Organiser) & Alain Hecq (Organiser)
5 Jul 2021 → 6 Jul 2021Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic
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Structured Regularization of High-Dimensional Panel Vector Autoregressions
Stephan Smeekes (Speaker)
7 May 2021Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Structured Regularization of High-Dimensional Panel Vector Autoregressions
Stephan Smeekes (Speaker)
19 May 2021Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Structured Regularization of High-Dimensional Panel Vector Autoregressions
Stephan Smeekes (Speaker)
12 Dec 2020Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic
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Netherlands Econometric Study Group 2020
Stephan Smeekes (Member of programme committee)
15 May 2020Activity: Organizing, contributing or attending an event › Organizing or contributing to an event › Academic
Press / Media
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Wanneer komt de volgende economische crisis?
11/03/20
1 Media contribution
Press/Media: Expert Comment › Popular