Stephan Smeekes

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Time-varying correlations in multivariate unobserved components time series models Journal of the Royal Statistical Society. Series A. Statistics in Society	2026-02-12	Paper
Local projection inference in high dimensions The Econometrics Journal	2026-02-03	Paper
Risk Measure Inference Journal of Business and Economic Statistics	2024-10-09	Paper
A residual bootstrap for conditional value-at-risk Journal of Econometrics	2024-02-13	Paper
GLS estimation and confidence sets for the date of a single break in models with trends Econometric Reviews	2023-07-25	Paper
Lasso Inference for High-Dimensional Time Series Journal of Econometrics	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 Econometric Reviews	2022-05-31	Paper
Robust block bootstrap panel predictability tests Econometric Reviews	2022-03-04	Paper
A justification of conditional confidence intervals Electronic Journal of Statistics	2021-08-09	Paper
An automated approach towards sparse single-equation cointegration modelling Journal of Econometrics	2021-02-04	Paper
Lasso Inference for High-Dimensional Time Series Journal of Econometrics	2020-07-21	Paper
Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics	2019-12-19	Paper
Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics	2019-12-19	Paper
Lag truncation and the local asymptotic distribution of the ADF test for a unit root Statistical Papers	2019-11-21	Paper
An automated approach towards sparse single-equation cointegration modelling Journal of Econometrics	2018-09-24	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests Journal of Econometrics	2016-08-12	Paper
Testing for Granger causality in large mixed-frequency VARs Journal of Econometrics	2016-07-12	Paper
Bootstrap sequential tests to determine the order of integration of individual units in a time series panel Journal of Time Series Analysis	2015-05-20	Paper
Bootstrap union tests for unit roots in the presence of nonstationary volatility Econometric Theory	2012-04-24	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests Journal of Econometrics	2011-07-01	Paper
A sieve bootstrap test for cointegration in a conditional error correction model Econometric Theory	2010-07-23	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions Journal of Time Series Analysis	2009-02-28	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions Journal of Time Series Analysis	2008-03-01	Paper

Research outcomes over time

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