Dr Stephan Smeekes (S.)

• Econometrics
• Data science
• Time series analysis
• High-dimensional statistics
• Forecasting
• Uncertainty quantification
• Big data analytics
• Climate and environmental time series
• Macroeconometrics

My main research interests lie in the statistical analysis of time series data, combining techniques on the interface between econometrics, statistics and data science. Much of my research involves uncertainty quantification, often using the bootstrap. Among the applications I consider are the analysis of high-dimensional (big data) time series, long-run trends and causal relations in macroeconomic and climatological time series, and the forecasting of economic and financial time series.

 

See my personal website for my detailed CV and research.