Scholar
Stephan Smeekes
Google Scholar ID: qn9yhL4AAAAJ
Professor of Econometrics, Maastricht University
Citations & Impact
Citations
743
H-index
16
i10-index
22
Publications
20
Co-authors
25
list available
Contact
Publications
Resume (English only)
Academic Achievements
- Applies these tools to explore causality, trends, forecasting, and risk measurement across a range of fields - from macroeconomics and finance to interdisciplinary research on climate, environmental and medical applications.
Research Experience
- Led the NWO Veni project 'Bootstrap Methods for Time-Varying Processes' and the NWO Vidi project 'Inference for High-Dimensional Econometric Time Series', and was a member of the Dutch Young Academy (De Jonge Akademie). Teaches various courses in statistics, econometrics, and computational data science at undergraduate and graduate levels.
Background
- Professor of Econometrics in the Department of Quantitative Economics at the School of Business and Economics, Maastricht University. His research focuses on the statistical analysis of time series data - developing methods at the intersection of econometrics, statistics, and data science. He specializes in modeling complex dynamic systems involving multiple time series, with a strong emphasis on uncertainty quantification, often leveraging bootstrap techniques.
Miscellany
- On this website, you can find information about him, his research and teaching, as well as software and code to implement several of the econometric and statistical techniques he developed. Finally, he collected some useful links and more.
