Search filters

List of works by Stephan Smeekes

A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL

article

A statistical analysis of time trends in atmospheric ethane

scientific article published on 27 August 2020

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

article

Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel

Cross-sectional dependence robust block bootstrap panel unit root tests

article published in 2011

Detrending Bootstrap Unit Root Tests

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

On the Applicability of the Sieve Bootstrap in Time Series Panels*

Risk Measure Inference

Testing for Granger causality in large mixed-frequency VARs

article published in 2016

Paulina is supported by:

About Paulina

Help