Chair of Econometrics

 Tue, 27. Oct. 2020   Rammert, Timo

Advanced Econometrics WS 20/21

The first lecture of the module Advanced Econometrics will take place on 02.11.2020 at 12:00 s.t. in presence in room R11 T00 D01 and the first corresponding exercise at 14:00 s.t. in the same room. Please register for this event...
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 Wed, 14. Oct. 2020   Rammert, Timo

Descriptive Statistics WS 20/21

The first online lecture of the module Descriptive Statistics will take place on 03.11.2020 and the first corresponding online exercise on 06.11.2020. You have to apply for the course in the LSF first. After that you will receive...
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 Wed, 07. Oct. 2020   Rammert, Timo

Econometric Methods WS 20/21

The first online lecture of the module Econometric Methods will be held on 03.11.2020 and the first exercise will take place on 09.11.2020. You can request the enrolment key for the corresponding course room on moodle  by e-mail...
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 Tue, 06. Oct. 2020   Rammert, Timo

Recent Developments in Econometrics WS 20/21

The first online lecture of the module Recent Developments in Econometrics will take place on 02.11.2020. You can request the enrolment key for the corresponding course room on moodle by e-mail from Stephan Hetzenecker. In this...
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 Tue, 29. Sep. 2020   Klenke, Jens

Preparatory course in R

This term we are going to offer a preparatory course in R which gives an introduction to the statistical programming language R. All students with no or little knowledge in R who want to take the course method of econometrics are...
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 Sat, 18. Apr. 2020   Rammert, Timo

Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA"

The Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA" by Dr. Till Massing,  Dr. Miguel Puente-Ajovín und Dr. Arturo Ramos  has been accepted by the peer reviewed...
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 Mon, 06. Jan. 2020   Rammert, Timo

Paper "Where does the tail begin? An approach based on scoring rules"

The paper "Where does the tail begin? An approach based on scoring rules" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal Econometric Reviews. The publication can be found here.
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 Mon, 23. Sep. 2019   Rammert, Timo

Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"

The paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles" by Dr. Yannick Hoga has been accepted for the Journal of Financial Econometrics. The paper can be viewed here.
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 Mon, 09. Sep. 2019   Rammert, Timo

Paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" published.

The paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" by Dr. Till Massing has been accepted by the peer reviewed Journal Financial Markets and Portfolio Management. The...
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 Fri, 12. Jul. 2019   Arnold, Martin

Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" published.

The Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" by Prof. Dr. Christoph Hanck and Martin Arnold has been accepted by the peer reviewed Journal of Risk and Financial...
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 Tue, 21. May. 2019   Rammert, Timo

Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.

The paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" by Dr. Till Massing has been accepted by the peer reviewed Journal Statistics.
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 Wed, 17. Apr. 2019   Rammert, Timo

PhDs awarded to Till Massing und Jan Prüser

The chair of econometrics congratulates Till Massing and Jan Prüser for successfully completing their doctoral studies. The topic of Till Massing's dissertation is "Stochastic Properties of Student-Lévy Processes with...
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