Researcher

Smeekes, Stephan

Associate Professor

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  1. 2019
  2. Published
  3. Published
    Friedrich, M., Beutner, E., Reuvers, H., Smeekes, S., Urbain, J-P., Bader, W., ... Mahieu, E. (2019). Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (arXiv e-prints; No. 1903.05403). arXiv.org at Cornell University Library.
  4. Published
    Hecq, A., Margaritella, L., & Smeekes, S. (2019). Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (arXiv e-prints; No. 1902.10991). arXiv.org at Cornell University Library.
  5. Published
    Beutner, E., Heinemann, A., & Smeekes, S. (2019). A General Framework for Prediction in Time Series Models. (arXiv e-prints; No. 1902.01622). arXiv.org at Cornell University Library.
  6. Published
  7. 2018
  8. Published
  9. Published
    Beutner, E., Heinemann, A., & Smeekes, S. (2018). A Residual Bootstrap for Conditional Value-at-Risk. (arXiv e-prints; No. 1808.09125).
  10. Published
    Friedrich, M., Smeekes, S., & Urbain, J-P. (2018). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (arXiv e-prints; No. 1807.02357).
  11. Published
  12. 2017
  13. Published
    Bader, W. M. J., Mahieu, E., Franco, B., Pozzer, A., Taraborrelli, D., Prignon, M., ... Smeekes, S. (2017). Observation and simulation of ethane at 23 FTIR sites.
  14. Published
    Beutner, E., Heinemann, A., & Smeekes, S. (2017). A Justification of Conditional Confidence Intervals. (GSBE Research Memoranda; No. 023). GSBE.
  15. Published
    Lieb, L., & Smeekes, S. (2017). Inference for Impulse Responses under Model Uncertainty. (GSBE Research Memoranda; No. 022). GSBE.
  16. Published
    Beutner, E., Heinemann, A., & Smeekes, S. (2017). A Justification of Conditional Confidence Intervals. (arXiv e-prints; No. 1710.00643).
  17. Published
  18. Published
  19. Published
    Friedrich, M., Smeekes, S., & Urbain, J-P. (2017). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (GSBE Research Memoranda; No. 010). GSBE.
  20. 2016
  21. Published
  22. Published
  23. 2015
  24. Published
  25. Published
  26. Published
    Götz, T. B., Hecq, A. W., & Smeekes, S. (2015). Testing for Granger Causality in Large Mixed-Frequency VARs. (GSBE Research Memoranda; No. 036). Maastricht: GSBE.
  27. 2014
  28. Published
  29. Published
    Smeekes, S., & Urbain, J. R. Y. J. (2014). A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing. (GSBE Research Memorandum; No. 008). Maastricht: GSBE.
  30. 2013
  31. Published
  32. Published
    Westerlund, J., & Smeekes, S. (2013). Robust block bootstrap panel predictability tests. (GSBE Research Memorandum; No. 060). Maastricht: GSBE.
  33. 2012
  34. Published
  35. 2011
  36. Published
  37. Published
    Smeekes, S. (2011). Bootstrap sequential tests to determine the stationary units in a panel. (METEOR Research Memorandum; No. 003). Maastricht: METEOR, Maastricht University School of Business and Economics.
  38. Published
    Cavaliere, G., Phillips, P. C. B., Smeekes, S., & Taylor, A. M. R. (2011). Lag length selection for unit root tests in the presence of nonstationary volatility. (METEOR Research Memorandum; No. 056). Maastricht: METEOR, Maastricht University School of Business and Economics.
  39. Published
    Smeekes, S., & Urbain, J. R. Y. J. (2011). On the applicability of the sieve bootstrap in time series panels. (METEOR Research Memorandum; No. 055). Maastricht: METEOR, Maastricht University School of Business and Economics.
  40. 2010
  41. Published
  42. Published
    Smeekes, S., & Taylor, A. M. R. (2010). Bootstrap union tests for unit roots in the presence of nonstationary volatility. (METEOR Research Memorandum; No. 015). Maastricht: METEOR, Maastricht University School of Business and Economics.
  43. 2009
  44. Published
    Smeekes, S. (2009). Bootstrapping nonstationary time series. Maastricht: Universitaire Pers Maastricht.
  45. Published
    Smeekes, S. (2009). Detrending bootstrap unit root tests. (METEOR Research Memorandum; No. 056). Maastricht: METEOR, Maastricht University School of Business and Economics.
  46. 2008
  47. Published
    Palm, F. C., Smeekes, S., & Urbain, J. R. Y. J. (2008). Cross-sectional dependence robust block bootstrap panel unit root tests. (METEOR Research Memorandum; No. 048). Maastricht: METEOR, Maastricht University School of Business and Economics.
  48. 2007
  49. Published
    Palm, F. C., Smeekes, S., & Urbain, J. R. Y. J. (2007). A sieve bootstrap test for cointegration in a conditional error correction model. (METEOR Research Memorandum; No. 054). Maastricht: METEOR, Maastricht University School of Business and Economics.
  50. 2006
  51. Published
    Palm, F. C., Smeekes, S., & Urbain, J. R. Y. J. (2006). Bootstrap unit root tests: comparison and extensions. (METEOR Research Memorandum; No. 015). Maastricht: METEOR, Maastricht University School of Business and Economics.