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~isPartOf:"Journal of econometrics"
~person:"Smeekes, Stephan"
~source:"econis"
~subject:"Bootstrap-Verfahren"
~subject:"Kapitaleinkommen"
~subject:"Zustandsraummodell"
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Bootstrap-Verfahren
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Smeekes, Stephan
Hidalgo, Javier
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Journal of econometrics
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Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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3
Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10009270441
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