معرفی
Stephan Smeekes is a Professor of Econometrics at the Department of Quantitative Economics, School of Business and Economics, Maastricht University. His research focuses on statistical analysis of time series data, blending econometrics, statistics, and data science. Specializing in modeling complex dynamic systems with multiple time series, he emphasizes uncertainty quantification using bootstrap techniques, applied to macroeconomics, finance, climate, environmental, and medical domains.
He led significant projects including the NWO Veni project on Bootstrap Methods for Time-Varying Processes and NWO Vidi project on Inference for High-Dimensional Econometric Time Series. As a former member of the Dutch Young Academy (De Jonge Akademie), he contributes to interdisciplinary research and innovation. His teaching spans statistics, econometrics, and computational data science at both undergraduate and graduate levels.
Smeekes develops open-source software like the bootUR R package for bootstrap unit root tests, desla for high-dimensional inference, and PAGFL for latent group structure estimation. His work bridges academic insight with real-world impact through collaborations across disciplines.
