Welcome to the Personal Website of Stephan Smeekes
I am a Professor of Econometrics in the Department of Quantitative Economics at the School of Business and Economics, Maastricht University.
My research focuses on the statistical analysis of time series data - developing methods at the intersection of econometrics, statistics, and data science. I specialize in modeling complex dynamic systems involving multiple time series, with a strong emphasis on uncertainty quantification, often leveraging bootstrap techniques.
I apply 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.
I 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).
I also teach various courses in statistics, econometrics, and computational data science at undergraduate and graduate levels.
On this website you can find information about me, my research and teaching, as well as software and code to implement several of the econometric and statistical techniques I developed. Finally I collected some useful links and more.