Oops, an error occurred! Code: 20240329121935fa9cad58
Sprechstunde nach Vereinbarung.
Publikationen
- Modelling and Forecasting Interval Time Series with Threshold Models,
Advances in Data Analysis and Classification, (2015), Volume 9(1), 41-57 (with Paulo Rodrigues) (PDF)
Working Papers
- "Forecasting Methods for Functional Time Series" (with Alexander Gleim)
- "LM Tests for Shock Induced Asymmetries in Time Series" (with Thomas Nebeling, 2015) (SSRN)
- "Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration" (with Matei Demetrescu & Vladimir Kuzin, 2014) (PDF)
- "LM-type Tests for Slope Homogeneity in Panel Data Models" (with Jörg Breitung & Christoph Roling)
Work in Progress
- "On the use of VAR Models with Ignored Changes in Mean and Variance" (with Matei Demetrescu)
- "On the Estimation of Heterogeneous Panels with Systematic Slope Variations" (with Joerg Breitung)
Forschungsgebiete
- Panel Data Models
- Functional Data Analysis
- Nonlinear Models, Time Series Econometrics, Long-run Relations
Lehre
Bachelor
- Übung "Beschreibende Statistik und Wirtschaftsstatistik (Statistik A)"
Master
- Übung "Advanced Statistics: Statistical Inference"