Biography

Stephan Smeekes is Professor of Econometrics at the Department of Quantitative Economics of the School of Business and Economics at Maastricht University. He obtained his PhD in 2009 on the topic Bootstrapping Nonstationary Time Series.

His research interests lie in the statistical analysis of time series data, combining techniques on the interface between econometrics, statistics and data science. Much of his research involves uncertainty quantification, often using the bootstrap.

Among the applications he considers are the analysis of high-dimensional (big data) time series, trends in macroeconomic and climatological time series, inference on risk measures for volatile financial series, and forecasting of economic and financial time series.

Smeekes 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 De Jonge Akademie (Dutch Young Academy) in 2019-2024.