Publications and Working Papers

Journal Articles

 

Book Chapters

 

Working Papers

  • Friedrich, M., E. Beutner, H. Reuvers, S. Smeekes, J.-P. Urbain, W. Bader, B. Franco, B. Lejeune and E. Mahieu (2019). Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. arXiv e-print 1903.05403.
    Abstract      PDF
     
  • Hecq, A., L. Margaritella and S. Smeekes (2019). Granger causality testing in high-dimensional VARs: a post-double-selection procedure. arXiv e-print 1902.10991.
    Abstract      PDF      Code
     
  • Schiavoni, C., F.C. Palm, S. Smeekes and J. van den Brakel (2019). A dynamic factor model approach to incorporate Big Data in state space models for official statistics. arXiv e-print 1901.11355.
    Abstract      PDF      Statistics Netherlands version
     
  • Beutner, E., A. Heinemann and S. Smeekes (2019). A justification of conditional confidence intervals. arXiv e-print 1710.00643.
    Abstract      PDF      2017 version      2017 Technical Report
     
  • Beutner, E., A. Heinemann and S. Smeekes (2019). A general framework for prediction in time series models. arXiv e-print 1902.01622.
    Abstract      PDF
     
  • Smeekes, S. and E. Wijler (2018). An automated approach towards sparse single-equation cointegration modelling. arXiv e-print 1809.08889.
    Abstract      PDF      Code
     
  • Beutner, E., A. Heinemann and S. Smeekes (2018). A residual bootstrap for conditional Value-at-Risk. arXiv e-print 1808.09125.
    Abstract      PDF      Code
     
  • Lieb, L. and S. Smeekes (2018). Inference for impulse responses under model uncertainty. arXiv e-print 1709.09583.
    Abstract      PDF      Code
     
  • Smeekes, S. and J.-P. Urbain (2014). A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing. GSBE Research Memorandum RM/14/008.
    Abstract      PDF      Code