Stephan Smeekes

Available identifiers

zbMath Open smeekes.stephanMaRDI QIDQ726600

List of research outcomes

Publication	Date of Publication	Type
Risk Measure Inference	2024-10-09	Paper
A residual bootstrap for conditional value-at-risk	2024-02-13	Paper
GLS estimation and confidence sets for the date of a single break in models with trends	2023-07-25	Paper
Lasso Inference for High-Dimensional Time Series	2023-06-29	Paper
Detrending Bootstrap Unit Root Tests	2022-05-31	Paper
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility	2022-05-31	Paper
Robust block bootstrap panel predictability tests	2022-03-04	Paper
A justification of conditional confidence intervals	2021-08-09	Paper
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling	2021-02-04	Paper
Lasso Inference for High-Dimensional Time Series	2020-07-21	Paper
Autoregressive wild bootstrap inference for nonparametric trends	2019-12-19	Paper
Lag truncation and the local asymptotic distribution of the ADF test for a unit root	2019-11-21	Paper
An Automated Approach Towards Sparse Single-Equation Cointegration Modelling	2018-09-24	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests	2016-08-12	Paper
Testing for Granger causality in large mixed-frequency VARs	2016-07-12	Paper
Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel	2015-05-20	Paper
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY	2012-04-24	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests	2011-07-01	Paper
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL	2010-07-23	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions	2009-02-28	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions	2008-03-01	Paper

Research outcomes over time

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