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Sven Otto

University of Cologne
Institute of Econometrics and Statistics
Meister-Ekkehart-Str. 9
Building: 113
Room: 2.05
D-50923 Cologne

T    +49 221 470-6186
F    +49 221 470-5084
E    sven.otto(at)uni-koeln.de

Consultation-hour by appointment.

      

Research Interests

Unit Roots, Structural Breaks, Functional Time Series, Factor Models

Working Papers

  • "Backward CUSUM for Testing and Monitoring Structural Change" (2018) with Jörg Breitung
  • "Prediction Bands for Yield Curves: A Dynamic Functional Factor Model Approach" (2018) with Nazarii Salish
  • "Unit Root Testing with Slowly Varying Trends" (2016)

Presentations

  • 29th (EC)2 Conference (poster), Rome, Dec. 13-14, 2018
  • Econometrics Seminar Universidad Carlos III de Madrid, Nov. 26, 2018
  • 7th Rhenish Multivariate Time Series Econometrics (RMSE) Meeting, Vallendar, Oct. 11-12, 2018
  • Statistische Woche 2018, Linz, Sep. 11-14, 2018
  • Verein für Socialpolitik (VfS) Jahrestagung 2018, Freiburg, Sep. 2-5, 2018
  • International Association of Applied Econometrics (IAAE) Annual Conference, Sapporo, Jun. 26-30, 2017
  • 25th Symposium of the Society of Nonlinear Dynamics and Econometrics (SNDE), Paris, Mar. 30-31, 2017
  • 22nd Spring Meeting of Young Economists (SMYE), Halle (Saale), Mar. 23-25, 2017
  • 10th RGS Doctoral Conference in Economics, Dortmund, Mar. 1-2, 2017
  • 5th Rhenish Multivariate Time Series Econometrics (RMSE) Meeting, Köln, Oct. 8-9, 2015

Teaching

  • Exercise in "Descriptive Statistics and Economic Statistics" (Bachelor)
  • Exercise in "Probability Theory and Statistical Inference" (Bachelor)
  • Exercise in "Applied Econometrics" (Bachelor)