Stephan Smeekes
Personal Details
First Name: | Stephan |
Middle Name: | |
Last Name: | Smeekes |
Suffix: | |
RePEc Short-ID: | psm94 |
[This author has chosen not to make the email address public] | |
http://www.stephansmeekes.nl | |
Terminal Degree: | 2009 School of Business and Economics; Maastricht University (from RePEc Genealogy) |
Affiliation
(1%) Graduate School of Business and Economics (GSBE)
School of Business and Economics
Maastricht University
Maastricht, Netherlandshttp://www.maastrichtuniversity.nl/SBE
RePEc:edi:meteonl (more details at EDIRC)
(99%) Vakgroep Kwantitatieve Economie
School of Business and Economics
Maastricht University
Maastricht, Netherlandshttp://www.maastrichtuniversity.nl/web/Faculties/SBE/Theme/Departments/QuantitativeEconomics.htm
RePEc:edi:dqmaanl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Enrico Wegner & Lenard Lieb & Stephan Smeekes & Ines Wilms, 2024. "Transmission Channel Analysis in Dynamic Models," Papers 2405.18987, arXiv.org, revised Jul 2024.
- Marina Friedrich & Luca Margaritella & Stephan Smeekes, 2023. "High-Dimensional Granger Causality for Climatic Attribution," Papers 2302.03996, arXiv.org, revised Jun 2024.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Inference in Non-stationary High-Dimensional VARs," Papers 2302.01434, arXiv.org, revised Sep 2023.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2023. "Sparse High-Dimensional Vector Autoregressive Bootstrap," Papers 2302.01233, arXiv.org.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2022. "Local Projection Inference in High Dimensions," Papers 2209.03218, arXiv.org, revised Apr 2024.
- Adam Jassem & Lenard Lieb & Rui Jorge Almeida & Nalan Bac{s}turk & Stephan Smeekes, 2021. "Min(d)ing the President: A text analytic approach to measuring tax news," Papers 2104.03261, arXiv.org, revised May 2022.
- Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021. "Time-varying state correlations in state space models and their estimation via indirect inference," Tinbergen Institute Discussion Papers 21-020/III, Tinbergen Institute.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2020.
"Lasso Inference for High-Dimensional Time Series,"
Papers
2007.10952, arXiv.org, revised Sep 2022.
- Adamek, Robert & Smeekes, Stephan & Wilms, Ines, 2023. "Lasso inference for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 235(2), pages 1114-1143.
- Stephan Smeekes & Ines Wilms, 2020. "bootUR: An R Package for Bootstrap Unit Root Tests," Papers 2007.12249, arXiv.org, revised Jul 2022.
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2019. "A General Framework for Prediction in Time Series Models," Papers 1902.01622, arXiv.org.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019.
"Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure,"
Papers
1902.10991, arXiv.org, revised Dec 2020.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 915-958.
- Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2019.
"A statistical analysis of time trends in atmospheric ethane,"
Papers
1903.05403, arXiv.org, revised Jun 2020.
- Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2020. "A statistical analysis of time trends in atmospheric ethane," Climatic Change, Springer, vol. 162(1), pages 105-125, September.
- Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2019.
"A dynamic factor model approach to incorporate Big Data in state space models for official statistics,"
Papers
1901.11355, arXiv.org, revised Feb 2020.
- Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 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, Royal Statistical Society, vol. 184(1), pages 324-353, January.
- Stephan Smeekes & Etienne Wijler, 2019. "High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration," Papers 1911.10552, arXiv.org.
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018.
"A Residual Bootstrap for Conditional Value-at-Risk,"
Papers
1808.09125, arXiv.org, revised Aug 2023.
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024. "A residual bootstrap for conditional Value-at-Risk," Journal of Econometrics, Elsevier, vol. 238(2).
- Stephan Smeekes & Etienne Wijler, 2018.
"An Automated Approach Towards Sparse Single-Equation Cointegration Modelling,"
Papers
1809.08889, arXiv.org, revised Jul 2020.
- Smeekes, Stephan & Wijler, Etienne, 2021. "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, vol. 221(1), pages 247-276.
- Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain, 2018.
"Autoregressive Wild Bootstrap Inference for Nonparametric Trends,"
Papers
1807.02357, arXiv.org, revised Nov 2019.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020. "Autoregressive wild bootstrap inference for nonparametric trends," Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- Lenard Lieb & Stephan Smeekes, 2017.
"Inference for Impulse Responses under Model Uncertainty,"
Papers
1709.09583, arXiv.org, revised Oct 2019.
- Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
- Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017.
"Risk Measure Inference,"
Post-Print
hal-01457393, HAL.
- Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017. "Risk Measure Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 499-512, October.
- Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017.
"A Justification of Conditional Confidence Intervals,"
Papers
1710.00643, arXiv.org, revised Jan 2019.
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2017. "A Justification of Conditional Confidence Intervals," Research Memorandum 023, Maastricht University, Graduate School of Business and Economics (GSBE).
- Smeekes, Stephan & Wijler, Etiënne, 2016.
"Macroeconomic Forecasting Using Penalized Regression Methods,"
Research Memorandum
039, Maastricht University, Graduate School of Business and Economics (GSBE).
- Smeekes, Stephan & Wijler, Etienne, 2018. "Macroeconomic forecasting using penalized regression methods," International Journal of Forecasting, Elsevier, vol. 34(3), pages 408-430.
- Götz, T.B. & Hecq, A.W. & Smeekes, S., 2015.
"Testing for Granger Causality in Large Mixed-Frequency VARs,"
Research Memorandum
036, Maastricht University, Graduate School of Business and Economics (GSBE).
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016. "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, vol. 193(2), pages 418-432.
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015. "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers 45/2015, Deutsche Bundesbank.
- Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
- Smeekes, S. & Urbain, J.R.Y.J., 2014. "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum 008, Maastricht University, Graduate School of Business and Economics (GSBE).
- Westerlund, J. & Smeekes, S., 2013.
"Robust block bootstrap panel predictability tests,"
Research Memorandum
060, Maastricht University, Graduate School of Business and Economics (GSBE).
- Stephan Smeekes & Joakim Westerlund, 2019. "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 1089-1107, October.
- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
"Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility,"
Cowles Foundation Discussion Papers
1844, Cowles Foundation for Research in Economics, Yale University.
- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
- 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," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Smeekes, S. & Urbain, J.R.Y.J., 2011.
"On the applicability of the sieve bootstrap in time series panels,"
Research Memorandum
055, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes & Jean-Pierre Urbain, 2014. "On the Applicability of the Sieve Bootstrap in Time Series Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, February.
- Smeekes, S., 2011. "Bootstrap sequential tests to determine the stationary units in a panel," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes & A. M. Robert Taylor, 2010.
"Bootstrap union tests for unit roots in the presence of nonstationary volatility,"
Discussion Papers
10/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Smeekes, Stephan & Taylor, A.M. Robert, 2012. "Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 28(2), pages 422-456, April.
- Smeekes, S. & Taylor, A.M.R., 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Smeekes, S., 2009.
"Detrending bootstrap unit root tests,"
Research Memorandum
056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes, 2013. "Detrending Bootstrap Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2008.
"Cross-sectional dependence robust block bootstrap panel unit root tests,"
Research Memorandum
048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2007.
"A sieve bootstrap test for cointegration in a conditional error correction model,"
Research Memorandum
054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.
- Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2010. "A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 647-681, June.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2006.
"Bootstrap unit root tests: comparison and extensions,"
Research Memorandum
015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain, 2008. "Bootstrap Unit‐Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 371-401, March.
Articles
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024.
"A residual bootstrap for conditional Value-at-Risk,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2018. "A Residual Bootstrap for Conditional Value-at-Risk," Papers 1808.09125, arXiv.org, revised Aug 2023.
- Adamek, Robert & Smeekes, Stephan & Wilms, Ines, 2023.
"Lasso inference for high-dimensional time series,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1114-1143.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2020. "Lasso Inference for High-Dimensional Time Series," Papers 2007.10952, arXiv.org, revised Sep 2022.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023.
"Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure,"
Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 915-958.
- Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019. "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers 1902.10991, arXiv.org, revised Dec 2020.
- Eric Beutner & Yicong Lin & Stephan Smeekes, 2023. "GLS estimation and confidence sets for the date of a single break in models with trends," Econometric Reviews, Taylor & Francis Journals, vol. 42(2), pages 195-219, February.
- Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 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, Royal Statistical Society, vol. 184(1), pages 324-353, January.
- Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2019. "A dynamic factor model approach to incorporate Big Data in state space models for official statistics," Papers 1901.11355, arXiv.org, revised Feb 2020.
- Smeekes, Stephan & Wijler, Etienne, 2021.
"An automated approach towards sparse single-equation cointegration modelling,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 247-276.
- Stephan Smeekes & Etienne Wijler, 2018. "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers 1809.08889, arXiv.org, revised Jul 2020.
- Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2020.
"A statistical analysis of time trends in atmospheric ethane,"
Climatic Change, Springer, vol. 162(1), pages 105-125, September.
- Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2019. "A statistical analysis of time trends in atmospheric ethane," Papers 1903.05403, arXiv.org, revised Jun 2020.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020.
"Autoregressive wild bootstrap inference for nonparametric trends,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain, 2018. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Papers 1807.02357, arXiv.org, revised Nov 2019.
- Stephan Smeekes & Joakim Westerlund, 2019.
"Robust block bootstrap panel predictability tests,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 1089-1107, October.
- Westerlund, J. & Smeekes, S., 2013. "Robust block bootstrap panel predictability tests," Research Memorandum 060, Maastricht University, Graduate School of Business and Economics (GSBE).
- Smeekes, Stephan & Wijler, Etienne, 2018.
"Macroeconomic forecasting using penalized regression methods,"
International Journal of Forecasting, Elsevier, vol. 34(3), pages 408-430.
- Smeekes, Stephan & Wijler, Etiënne, 2016. "Macroeconomic Forecasting Using Penalized Regression Methods," Research Memorandum 039, Maastricht University, Graduate School of Business and Economics (GSBE).
- Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017.
"Risk Measure Inference,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 499-512, October.
- Christophe Hurlin & Sébastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2017. "Risk Measure Inference," Post-Print hal-01457393, HAL.
- Christophe Hurlin & Sebastien Laurent & Rogier Quaedvlieg & Stephan Smeekes, 2015. "Risk Measure Inference," Working Papers halshs-00877279, HAL.
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016.
"Testing for Granger causality in large mixed-frequency VARs,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 418-432.
- Götz, T.B. & Hecq, A.W. & Smeekes, S., 2015. "Testing for Granger Causality in Large Mixed-Frequency VARs," Research Memorandum 036, Maastricht University, Graduate School of Business and Economics (GSBE).
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015. "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers 45/2015, Deutsche Bundesbank.
- Götz, T.B. & Hecq, A.W., 2014. "Testing for Granger causality in large mixed-frequency VARs," Research Memorandum 028, Maastricht University, Graduate School of Business and Economics (GSBE).
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 398-415, May.
- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
"Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
- 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," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes & Jean-Pierre Urbain, 2014.
"On the Applicability of the Sieve Bootstrap in Time Series Panels,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, February.
- Smeekes, S. & Urbain, J.R.Y.J., 2011. "On the applicability of the sieve bootstrap in time series panels," Research Memorandum 055, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes, 2013.
"Detrending Bootstrap Unit Root Tests,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
- Smeekes, S., 2009. "Detrending bootstrap unit root tests," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Smeekes, Stephan & Taylor, A.M. Robert, 2012.
"Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility,"
Econometric Theory, Cambridge University Press, vol. 28(2), pages 422-456, April.
- Smeekes, S. & Taylor, A.M.R., 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Stephan Smeekes & A. M. Robert Taylor, 2010. "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Discussion Papers 10/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011.
"Cross-sectional dependence robust block bootstrap panel unit root tests,"
Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2008. "Cross-sectional dependence robust block bootstrap panel unit root tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2010.
"A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model,"
Econometric Theory, Cambridge University Press, vol. 26(3), pages 647-681, June.
- Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2007. "A sieve bootstrap test for cointegration in a conditional error correction model," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain, 2008.
"Bootstrap Unit‐Root Tests: Comparison and Extensions,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 371-401, March.
- Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2006. "Bootstrap unit root tests: comparison and extensions," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (26) 2008-02-02 2008-12-14 2009-12-19 2010-03-20 2010-04-04 2011-02-05 2012-01-03 2012-01-25 2013-11-09 2014-03-22 2016-12-18 2017-05-14 2017-10-01 2017-10-08 2018-09-17 2018-10-08 2019-02-11 2019-03-04 2019-03-18 2019-12-16 2020-08-24 2021-03-08 2022-10-17 2023-02-27 2023-03-13 2024-07-15. Author is listed
- NEP-ETS: Econometric Time Series (24) 2008-02-02 2009-12-19 2010-03-20 2011-02-05 2012-01-03 2013-10-25 2014-02-02 2014-03-22 2015-12-01 2016-03-06 2017-05-14 2017-10-15 2018-10-08 2019-02-11 2019-03-04 2019-03-18 2019-12-16 2020-08-24 2020-08-24 2021-03-08 2022-10-17 2023-02-27 2023-03-13 2023-03-13. Author is listed
- NEP-ORE: Operations Research (7) 2013-11-09 2014-03-22 2016-12-18 2017-05-14 2017-10-15 2020-08-24 2021-03-08. Author is listed
- NEP-RMG: Risk Management (3) 2013-11-09 2017-10-15 2018-09-17
- NEP-FOR: Forecasting (2) 2016-12-18 2019-12-16
- NEP-MAC: Macroeconomics (2) 2016-12-18 2017-10-15
- NEP-BAN: Banking (1) 2013-11-09
- NEP-BIG: Big Data (1) 2019-12-16
- NEP-CBA: Central Banking (1) 2024-07-15
- NEP-ENV: Environmental Economics (1) 2023-03-13
- NEP-FMK: Financial Markets (1) 2006-04-29
- NEP-UPT: Utility Models and Prospect Theory (1) 2013-11-09
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