← All authors Stephan Smeekes Maastricht University (from arXiv:2606.03665, 2026) · ORCID · OpenAlex
36 papers in scope · 28 published · 14 on the econ.EM arXiv · 612 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Marina Friedrich Luca Margaritella Jean-Pierre Urbain Alain Hecq Ines Wilms Etiënne Wijler Eduardo Mendes Eric Beutner Marcelo C. Medeiros Ricardo Masini Hanno Reuvers Marie Corillon Jonas Striaukas Éric Ghysels Robert Adamek Eugene Dettaa Sébastien Fries Michael Pahle Ottmar Edenhofer Andrii Babii Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (17 of 36)
working paper 2026 · arXiv
Identifying trend reversals in atmospheric ethane from a multi-site analysis
published 2026 · Climatic Change
published 2025 · American Economic Journal Macroeconomics · 3 citations · first circulated 2021
Time-varying correlations in multivariate unobserved components time series models
published 2024 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1 citations
working paper 2024 · arXiv
published 2024 · Econometrics Journal · 3 citations · first circulated 2022
A residual bootstrap for conditional Value-at-Risk
published 2023 · Journal of Econometrics · 6 citations
working paper 2023 · arXiv · 1 citations · first circulated 2021
working paper 2023 · arXiv
working paper 2023 · arXiv
GLS estimation and confidence sets for the date of a single break in models with trends
published 2023 · Econometric Reviews · 3 citations
published 2023 · Journal of Statistical Software · 11 citations · first circulated 2020
published 2022 · Journal of Econometrics · 6 citations
published 2021 · Journal of Financial Econometrics · 5 citations · first circulated 2019
A justification of conditional confidence intervals
published 2021 · Electronic Journal of Statistics · 7 citations
published 2020 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 4 citations · first circulated 2019
published 2020 · Climatic Change · 13 citations
published 2020 · Journal of Econometrics · 2 citations · first circulated 2018
working paper 2019 · arXiv · 2 citations
published 2019 · Journal of Econometrics · 35 citations · first circulated 2018
working paper 2019 · arXiv · 3 citations
Robust block bootstrap panel predictability tests
published 2018 · Econometric Reviews · 7 citations · first circulated 2013
Macroeconomic forecasting using penalized regression methods
published 2018 · International Journal of Forecasting · 81 citations · first circulated 2016
Lag truncation and the local asymptotic distribution of the ADF test for a unit root
published 2017 · Statistical Papers · 14 citations
working paper 2017 · arXiv
Testing for Granger causality in large mixed-frequency VARs
published 2016 · Journal of Econometrics · 48 citations · first circulated 2015
Risk Measure Inference
published 2015 · Journal of Business and Economic Statistics · 15 citations · first circulated 2013
Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
published 2014 · Journal of Time Series Analysis · 21 citations
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
published 2014 · Econometric Reviews · 27 citations · first circulated 2012
Detrending Bootstrap Unit Root Tests
published 2013 · Econometric Reviews · 24 citations · first circulated 2009
On the Applicability of the Sieve Bootstrap in Time Series Panels*
published 2013 · Oxford Bulletin of Economics and Statistics · 13 citations · first circulated 2011
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
published 2011 · Econometric Theory · 34 citations · first circulated 2010
Cross-sectional dependence robust block bootstrap panel unit root tests
published 2010 · Journal of Econometrics · 127 citations · first circulated 2008
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
published 2009 · Econometric Theory · 3 citations
Nonparametric bootstrap confidence intervals for deterministic trends in temperature time series data
published 2009 · EGUGA
no link
Bootstrap Unit‐Root Tests: Comparison and Extensions
published 2008 · Journal of Time Series Analysis · 93 citations · first circulated 2006
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).