Prof Dr Stephan Smeekes (S.)
Adamek, R., Smeekes, S., & Wilms, I. (2023). Lasso inference for high-dimensional time series. Journal of Econometrics, 235(2), 1114-1143. https://doi.org/10.1016/j.jeconom.2022.08.008
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Smeekes, S., & Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39. https://doi.org/10.18637/jss.v106.i12
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Hecq, A., Margaritella, L., & Smeekes, S. (2023). Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure. Journal of Financial Econometrics, 21(3), 915-958. Article nbab023. https://doi.org/10.1093/jjfinec/nbab023
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Adamek, R., Smeekes, S., & Wilms, I. (2024). Local projection inference in high dimensions. Econometrics Journal. Advance online publication. https://doi.org/10.1093/ectj/utae012
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Smeekes, S., & Wijler, E. (2021). An automated approach towards sparse single-equation cointegration modelling. Journal of Econometrics, 221(1), 247-276. https://doi.org/10.1016/j.jeconom.2020.07.021
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Friedrich, M., Beutner, E., Reuvers, H., Smeekes, S., Urbain, J., Bader, W., Franco, B., Lejeune, B., & Mahieu, E. (2020). A statistical analysis of time trends in atmospheric ethane. Climatic Change, 162(1), 105-125. https://doi.org/10.1007/s10584-020-02806-2
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Smeekes, S., & Wijler, E. (2018). Macroeconomic forecasting using penalized regression methods. International Journal of Forecasting, 34(3), 408-430. https://doi.org/10.1016/j.ijforecast.2018.01.001
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Friedrich, M., Smeekes, S., & Urbain, J.-P. (2018). Autoregressive Wild Bootstrap Inference for Nonparametric Trends. arXiv.org No. 1807.02357
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Schiavoni, C., Palm, F., Smeekes, S., & van den Brakel, J. (2021). A dynamic factor model approach to incorporate Big Data in state space models for official statistics. Journal of the Royal Statistical Society Series A-Statistics in Society, 184(1), 324-353. https://doi.org/10.1111/rssa.12626
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Palm, F. C., Smeekes, S., & Urbain, J. R. Y. J. (2008). Cross-sectional dependence robust block bootstrap panel unit root tests. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum No. 048 https://doi.org/10.26481/umamet.2008048
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- Zie mijn persoonlijke website voor nadere informatie.
- De Netherlands Econometric Study Group (NESG).
Prof Dr Stephan Smeekes (S.)
Hoogleraar Econometrie
QE Econometrics
Quantitative Economics
School of Business and Economics