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Office hours by appointment

 

 

Published Papers

  • Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples, Economics Letters, (2016), 148, 87-90 (mit P. Mozharovskyi), 
    DOI-Link:
     http://dx.doi.org/10.1016/j.econlet.2016.09.022
  • Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes, Journal of Applied Econometrics, (2017), 32, 600-620, (mit R. Liesenfeld and J.-F. Richard)
    DOI Link:
     http://dx.doi.org/10.1002/jae.2534
  • Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables, Advances in Econometrics, (2016), 35-77 (mit Liesenfeld, R. und Richard, J.-F.)
    DOI Link:  http://dx.doi.org/10.1108/S0731-905320160000037009

Other version(s)

Analysis of Discrete Dependent Variable Models with Spatial Correlation, Economics Working Papers (2013-01), Universität Kiel (with R. Liesenfeld and J.-F. Richard) PDF [Full Paper of PDF]

MATLAB Codes:
Likeli_EIS_Probit_Code
Likeli_EIS_Poisson_Code 

Vorträge

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", Spatial Statistics 2013, Ohio State University, USA, 4-7 June 2013.

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", EEA|ESEM 2013, Gothenburg, Sweden, 26-30 August 2013.

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", 7th International Conference on Computational and Financial Econometrics (CFE'13), University of London, UK, 14. - 16. Dezember 2013.

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", the VIII world conference of the Spatial Econometrics Association, Zurich, 11. - 13. Juni 2014.

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", 21st International Conference on Computational Statistics, Geneva, 19. - 22. August 2014.

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", The 54th ERSA Congress, Saint Petersburg, 26. - 29. August 2014.

"Analysis of Discrete Dependent Variable Models with Spatial Correlation", Statistische Woche, Hannover, 16. - 19. September 2014.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", Spatial Statistics 2015, Avignon, France, 9-12 June 2015, Poster Presentation.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", IAAE 2015 Annual Conference, Thessaloniki, Greece, 25-27 June 2015.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", VfS-Jahrestagung 2015, Münster, 6.-9. September 2015.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", Statistische Woche, Hamburg, 15.-18. September 2015.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", E. J. Ourso College  of Business Economics Research Seminar, Louisiana State University, USA, 9. Oktober 2015.

"Likelihood Evaluation of High-Dimensional Spatial Latent Models with Non-Gaussian Response Variables", 17th Advances in Econometrics Conference, Louisiana State University, USA, 9.-11. Oktober 2015.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", 17th Advances in Econometrics Conference, Louisiana State University, USA, 9.-11. Oktober 2015.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", Ruhr-Universität Bochum, 11. Mai 2016.

"Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes", the X world conference of the Spatial Econometrics Association, Rom, 13.-15. Juni 2016.

Lehre

Übungen:

  • Beschreibende Statistik und Wirtschaftsstatistik (Bachelor)
  • Wahrscheinlichkeitsrechnung und schließende Statistik (Bachelor)
  • Econometrics (Master)
  • Advanced Econometrics: Microeconometrics (Master)
  • Bayesian Econometrics (Master)

Forschungsgebiet

Räumliche Effekte in Modellen für diskrete abhängige Variablen