1

Bootstrap Unit-Root Tests: Comparison and Extensions

Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain
Journal:
Journal of Time Series Analysis
Année:
2008
Langue:
english
Fichier:
PDF, 2.18 MB
english, 2008
3

BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY

Smeekes, Stephan, Taylor, A.M. Robert
Journal:
Econometric Theory
Année:
2012
Langue:
english
Fichier:
PDF, 306 KB
english, 2012
4

Testing for Granger causality in large mixed-frequency VARs

Götz, Thomas B., Hecq, Alain, Smeekes, Stephan
Journal:
Journal of Econometrics
Année:
2016
Langue:
english
Fichier:
PDF, 583 KB
english, 2016
5

Autoregressive wild bootstrap inference for nonparametric trends

Friedrich, Marina, Smeekes, Stephan, Urbain, Jean-Pierre
Journal:
Journal of Econometrics
Année:
2019
Langue:
english
Fichier:
PDF, 947 KB
english, 2019
7

Cross-sectional dependence robust block bootstrap panel unit root tests

Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbain
Journal:
Journal of Econometrics
Année:
2011
Langue:
english
Fichier:
PDF, 396 KB
english, 2011
9

Detrending Bootstrap Unit Root Tests

Smeekes, Stephan
Journal:
Econometric Reviews
Année:
2013
Langue:
english
Fichier:
PDF, 616 KB
english, 2013
11

Risk Measure Inference

Hurlin, Christophe, Laurent, Sébastien, Quaedvlieg, Rogier, Smeekes, Stephan
Journal:
Journal of Business and Economic Statistics
Année:
2015
Langue:
english
Fichier:
PDF, 413 KB
english, 2015
13

Macroeconomic forecasting using penalized regression methods

Smeekes, Stephan, Wijler, Etienne
Journal:
International Journal of Forecasting
Année:
2018
Langue:
english
Fichier:
PDF, 5.91 MB
english, 2018
14

Robust block bootstrap panel predictability tests

Smeekes, Stephan, Westerlund, Joakim
Journal:
Econometric Reviews
Année:
2019
Langue:
english
Fichier:
PDF, 1.70 MB
english, 2019