School of Business and Economics
     Department of Quantitative Economics

 
      Homepage Stephan Smeekes | Curriculum Vitae

 
       

 

    
 

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Curriculum Vitae

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Short Curriculum Vitae
 

Current Position

2009-present Postdoctoral researcher at the Department of Quantitative Economics, Maastricht University (funded by NWO)

 

Education

2004-2009 PhD in Economics at the Department of Quantitative Economics, Maastricht University (funded by NWO)

Title Bootstrapping Nonstationary Time Series
Abstract and contents

Supervisors Prof.dr. Franz C. Palm, Maastricht University
Prof.dr. Jean-Pierre Urbain, Maastricht University

Defense Committee Prof.dr. Peter C. Schotman, Maastricht University (assessment committee, chair)
Prof.dr. Bertrand Candelon, Maastricht University (assessment committee)
Prof. Anders Rygh Swensen, University of Oslo (assessment committee)
Prof. Stefano Fachin, Università di Roma "La Sapienza"
Prof. A. M. Robert Taylor, University of Nottingham
Dr. Michael Eichler, Maastricht University
Dr. Stefan Straetmans, Maastricht University
Prof.dr. Stan van Hoesel, Maastricht University

Date of Defense July 2, 2009

2000-2004 Bachelor and Master in Econometrics at Maastricht University (cum laude)
 

 

Research Interests

  • Time Series Econometrics: nonstationary time series (unit roots, cointegration), nonstationary panels.
  • Resampling Methods: nonparametric bootstrap, bootstrap for time series (sieve bootstrap, block bootstrap), wild bootstrap, bootstrap validity.

 

Publications and Working Papers

 

Referee Activity

Computational Statistics and Data Analysis, Econometric Theory, Journal of Econometrics, Journal of Empirical Finance, Macroeconomic Dynamics, Oxford Bulletin of Economics and Statistics.

 

Conferences and Seminars

  • Econometric Society World Congress; London, United Kingdom, August 2005.
    • presented "Bootstrap Unit Root Tests: Comparison and Extensions"
  • 1st Meeting of the Methods in International Finance Network; Maastricht, The Netherlands, September 2007.
    • presented "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model"
  • Inference and Tests in Econometrics: A Tribute to Russell Davidson; Marseille, France, April 2008.
    • presented "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model"
  • Workshop on Bootstrap and Time Series; Kaiserslautern, Germany, June 2008.
    • presented "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model"
  • Econometric Society European Meeting; Milan, Italy, August 2008.
    • presented "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model"
  • Conference on Factor Structures for Panel and Multivariate Time Series Data; Maastricht, The Netherlands, September 2008.
    • presented "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests"
  • Joint CORE-STAT Econometrics seminar at Center of Operations Research and Econometrics (CORE), Université catholique de Louvain; Louvain-la-Neuve, Belgium, March 2009.
    • presented "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests"
  • Econometric Society European Meeting; Barcelona, Spain, August 2009.
    • presented "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests"
  • NAKE Research Day 2010; Utrecht, The Netherlands, April 2010.
    • presented "Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility"
  • NESG Annual Meeting 2010; Leuven, Belgium, June 2010.
    • presented "Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility"
  • 16th International Conference on Panel Data; Amsterdam, The Netherlands, July 2010.
    • presented "Bootstrap Sequential Tests to Determine the Stationary Units in a Panel"
  • 10th OxMetrics User Conference; Maastricht, The Netherlands, September 2011.
    • presented "Unit Root Testing Using Modified Wild Bootstrap Methods"
  • Statistische Woche 2011; Leipzig, Germany, September 2011.
    • presented "Unit Root Testing Using Modified Wild Bootstrap Methods"
  • Amsterdam Econometric Seminar at Tinbergen Institute; Amsterdam, The Netherlands, October 2011.
    • presented "Unit Root Testing Using Modified Wild Bootstrap Methods"

 

Other

  • PhD thesis received honorable mention for KVS penning 2011
  • METEOR Research Fellow (2011-2014)
  • Member of METEOR PhD Survey Task Group (2007/2008)