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A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan; Urbain, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10010386007
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Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017
Persistent link: https://www.econbiz.de/10011643222
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CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean-Pierre; Westerlund, Joakim - 2014
Persistent link: https://www.econbiz.de/10010386009
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Combining distributions of real-time forecasts : an application to U.S. growth
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10010488366
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Testing for common cycles in non-stationary VARs with varied frecquency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2013
Persistent link: https://www.econbiz.de/10009736971
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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Macroeconomic forecasting using penalized regression methods
Smeekes, Stephan; Weijler, Etiënne - 2016
Persistent link: https://www.econbiz.de/10011574993
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Inference for impulse responses under model uncertainty
Lieb, Lenard; Smeekes, Stephan - 2017
Persistent link: https://www.econbiz.de/10011732584
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A justification of conditional confidence intervals
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - 2017
Persistent link: https://www.econbiz.de/10011732594
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Testing for granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - 2015 - RM/14/028 rev.
Persistent link: https://www.econbiz.de/10011392641