Smeekes, Stephan

A sieve bootstrap test for cointegration in a conditional error correction model / Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel A sieve bootstrap test for cointegration in a conditional error correction model / Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel Bootstrap unit root tests: comparison and extensions / Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel Cross-sectional dependence robust block bootstrap panel unit root tests / Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel Robust block bootstrap panel predictability tests / Joakim Westerlund, Stephan Smeekesschema:ProductModel Testing for Granger Causality in Large Mixed-Frequency VARs / Thomas Götz, Alain Hecq, Stephan Smeekesschema:ProductModel

A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing / Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel Bootstrap sequential tests to determine the stationary units in a panel / Stephan Smeekesschema:ProductModel Bootstrap union tests for unit roots in the presence of nonstationary volatility / Stephan Smeekes, A.M. Robert Taylorschema:ProductModel Bootstrapping nonstationary time series / Stephan Jacobus Maria Smeekesschema:ProductModel Detrending bootstrap unit root tests / Stephan Smeekesschema:ProductModel On the applicability of the sieve bootstrap in time series panels / Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel