Researcher

Smeekes, Stephan

Associate Professor

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  1. 2019
  2. 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.
  3. Published
  4. 2018
  5. Published
  6. Published
  7. Published
    Friedrich, M., Smeekes, S., & Urbain, J-P. (2018). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (arXiv e-prints; No. 1807.02357).
  8. Published
  9. 2017
  10. 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.
  11. Published
  12. Published
    Lieb, L., & Smeekes, S. (2017). Inference for Impulse Responses under Model Uncertainty. (GSBE Research Memoranda; No. 022). GSBE.
  13. Published
  14. Published
  15. Published
    Hurlin, C., Laurent, S. F. J. A., Quaedvlieg, R., & Smeekes, S. (2017). Risk measure inference. Journal of Business & Economic Statistics, 35(4), 499-512. DOI: 10.1080/07350015.2015.1127815
  16. Published
    Friedrich, M., Smeekes, S., & Urbain, J-P. (2017). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (GSBE Research Memoranda; No. 010). GSBE.
  17. 2016
  18. Published
  19. Published
  20. 2015
  21. Published
  22. 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.
  23. Published
  24. 2014
  25. 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.
  26. Published
  27. 2013
  28. Published
  29. Published
    Westerlund, J., & Smeekes, S. (2013). Robust block bootstrap panel predictability tests. (GSBE Research Memorandum; No. 060). Maastricht: GSBE.
  30. 2012
  31. Published
  32. 2011
  33. 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.
  34. Published
  35. 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.
  36. 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.
  37. 2010
  38. Published
  39. 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.
  40. 2009
  41. Published
    Smeekes, S. (2009). Bootstrapping nonstationary time series Maastricht: Universitaire Pers Maastricht
  42. Published
    Smeekes, S. (2009). Detrending bootstrap unit root tests. (METEOR Research Memorandum; No. 056). Maastricht: METEOR, Maastricht University School of Business and Economics.
  43. 2008
  44. 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.
  45. 2007
  46. 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.
  47. 2006
  48. 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.