Stephan Smeekes
Economics and Econometrics · 2008–2016
A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 27 citations into it
- Finance — 18 citations into it
- Statistics and Probability — 14 citations into it
Whom Stephan Smeekes trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joon Y. Park
- Dimitris Nicolas Politis
- Zacharias Psaradakis
- Efstathios Paparoditis
- Yoosoon Chang
- Serena Ng
Papers from Stephan Smeekes's perspective
Ordered by how strongly the researchers Stephan Smeekes trusts endorse each paper. Same corpus, a different order for every researcher.
- A Sieve Bootstrap For The Test Of A Unit Root
- Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
- Bootstrap Unit Root Tests
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Residual‐Based Block Bootstrap for Unit Root Testing
- The stationary bootstrap
- Generalized autoregressive conditional heteroskedasticity
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
Their papers
- Bootstrap Unit‐Root Tests: Comparison and Extensions (2008) — 81 citations
- Testing for Granger Causality in Large Mixed-Frequency VARs (2016) — 49 citations