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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"