Smeekes, Stephan
- Lasso Inference for High-Dimensional Time Series
2020/07/21 by Adamek, Robert, Smeekes, Stephan, Wilms, Ines · 5 citations
#62M10 #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Primary 62J07 #Statistics Theory (math.ST) #secondary 62F12
- A Residual Bootstrap for Conditional Value-at-Risk
2018/08/28 by Beutner, Eric, Heinemann, Alexander, Smeekes, Stephan · 1 citation
#Econometrics (econ.EM) #FOS: Economics and business
- An Automated Approach Towards Sparse Single-Equation Cointegration\n Modelling
2018/09/24 by Stephan Smeekes, Etiënne Wijler, Smeekes, Stephan +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistical Methods and Inference
- A dynamic factor model approach to incorporate Big Data in state space\n models for official statistics
2019/01/31 by Caterina Schiavoni, Schiavoni, Caterina, Franz C. Palm +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Econometrics (econ.EM) #Economic Policies and Impacts #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Spatial and Panel Data Analysis #demographic modeling and climate adaptation
- Estimation of Latent Group Structures in Time-Varying Panel Data Models
2025/03/29 by Paul Haimerl, Stephan Smeekes, Haimerl, Paul +3 · 1 voice · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Economics and business #econ.EM