Prof Dr Stephan Smeekes (S.)
I am Professor of Econometrics at the Department of Quantitative Economics of the School of Business and Economics, Maastricht University.
My main research interests lie in the statistical analysis of time series data and the analysis of high-dimensional "Big Data" time series.
I led the NWO Veni project Bootstrap Methods for Time-Varying Processes and the NWO Vidi project on Inference for High-Dimensional Econometric Time Series, and was a member of the Dutch Young Academy (De Jonge Akademie).
Also see my personal website for further information.
Expertises
- 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.