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Welcome to the homepage of the chair of econometrics!
The Chair of Econometrics and Financial Econometrics conduct research and teaching on quantitative methods. Research is focused on the construction of inferential methods, applications of Bayesian statistics and machine learning, time series and panel data methods and applications, as well as learning analytics. The chairs offer several compulsory for different programs (business, economics, business informatics and econometrics, among others) from introductory lectures until Phd-level courses. We also offer courses on current research topics, such as Bayesian econometrics, causal inference, financial econometrics, extreme value theory and statistical learning. also offered.
Tue, 25. Apr. 2023 Großer, Jan-Lucas
Paper "Effects of Early Warning Emails on Student Performance"
Thu, 20. Apr. 2023 Großer, Jan-Lucas
Verabschiedung Marco Schwarzbach
Fri, 27. Jan. 2023 Schwarzbach, Marco
Ernennung von Yannick Hoga zum Professor für Finanzmarktökonometrie
![](https://static.wiwi.uni-due.de/processed-pics/f/1/csm_Hoga_Yannick_0_30_9ab35b0075.jpg)
Mon, 23. Jan. 2023 Schwarzbach, Marco
Verabschiedung Janine Langerbein
Mon, 14. Nov. 2022 Schwarzbach, Marco
Promotion von Stephan Hetzenecker
![](https://static.wiwi.uni-due.de/processed-pics/b/6/csm_Promotion_Hetzenecker_243d708bd9.jpg)
Fri, 09. Sep. 2022 Schwarzbach, Marco
Paper "Extremal Dependence-Based Specification Testing of Time Series"
Tue, 02. Aug. 2022 Schwarzbach, Marco
Verabschiedung Natalie Reckmann
![](https://static.wiwi.uni-due.de/processed-pics/5/2/csm_Natalie_Abschied_9a453a4880.jpg)
Fri, 24. Jun. 2022 Schwarzbach, Marco
Paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts"
Sat, 14. May. 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
Thu, 12. May. 2022 Schwarzbach, Marco
Verabschiedung Stephan Hetzenecker
Thu, 24. Feb. 2022 Schwarzbach, Marco
Exam Review in Recent Developments in Econometrics
Tue, 15. Feb. 2022 Arnold, Martin
Klausureinsicht 1. Termin Einführung in die Ökonometrie
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