Chair of Econometrics
Tue, 05. Mar. 2019 Rammert, Timo
This term we will 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 time series analysis are strongly...
Mon, 11. Feb. 2019 Schmelzer, Martin
The paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" by Till Massing et. al. has been accepted by the peer reviewed Journal of Statistics Education.
Thu, 10. Jan. 2019 Rammert, Timo
The paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal of Time Series Analysis. The publication can be viewed here.
Fri, 09. Nov. 2018 Rammert, Timo
On 5th November 2018, Dr. Yannick Hoga received the economics award of Sparkasse Essen. He received the award, which is endowed with 5.000 €, for his dissertation "Detecting changes in the extremal behavior of time series"....
Tue, 23. Oct. 2018 Rammert, Timo
The book Introduction to Econometrics with R by Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer has been published in the bookdown archive. The book is part of the project Reproducible Research in der...
Fri, 12. Oct. 2018 Rammert, Timo
An initial meeting for the master seminar will be held on 13.11.2018 at 10:00 in R12 R06 A48. Further informations on the seminar can be found here.
Thu, 13. Sep. 2018 Rammert, Timo
For his work in change point analysis, extreme value theory and financial econometrics, Dr. Yannick Hoga was awarded the Wolfgang Wetzel Award of the German Statistical Society (DStatG) at this years Statistical Week in Linz. The...
Thu, 30. Aug. 2018 Rammert, Timo
Christoph Hanck will serve, upon invitation of the editors Robert Kunst (Vienna University) and Joakim Westerlund (Lund University), as associate editor of Empirical Economics for, initially, three years.
Tue, 28. Aug. 2018 Rammert, Timo
German Science Foundation (DFG) funds project "Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts"
The German Science Foundation (DFG) funds the project "Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts" for three years. Yannick Hoga will work on various aspects of backtesting procedures. One particular...
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