News

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.

 

 Wed, 12. Jan. 2022   Schwarzbach, Marco

Paper "On Testing Equal Conditional Predictive Ability Under Measurement Error"

The paper "On Testing Equal Conditional Predictive Ability Under Measurement Error" by Dr. Yannick Hoga and Dr. Timo Dimitriadis was accepted for the internationally peer-reviewed Journal of Business & Economic Statistics. The...
read on

 Sat, 16. Oct. 2021   Schwarzbach, Marco

Room change in Recent Developments in Econometrics

Dear Students, we would like to inform you that there has been a room change in the module "Recent Developments in Econometrics". The lectures will take place in S05 T00 B83 from Monday, 18.10.2021, whereas the tutorials...
read on

 Fri, 08. Oct. 2021   Schwarzbach, Marco

Paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players"

The paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players" by Prof. Dr. Christoph Hanck and Martin Arnold was accepted for the internationally peer-reviewed Journal AStA - Advances in Statistical...
read on

 Fri, 30. Jul. 2021   Schwarzbach, Marco

Verabschiedung Jens Klenke

Zum Ende dieser Woche haben wir Jens Klenke von unserem Lehrstuhl verabschiedet. Wir bedauern es sehr einen geschätzten Kollegen zu verlieren, möchten uns aber zeitgleich für seine hervorragende Arbeit und sein eingebrachtes...
read on

 Wed, 14. Jul. 2021   Schwarzbach, Marco

Paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs"

The paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed Journal of Economics and Statistics. The...
read on

 Tue, 08. Jun. 2021   Schwarzbach, Marco

Heisenberg-Application to the DFG Approved

The German Research Foundation (DFG) has approved Dr. Yannick Hoga's Heisenberg proposal on "Forecasting and Evaluating Measures of Systemic Risk" for five years. Yannick Hoga's project will focus on methodological developments...
read on

 Tue, 01. Jun. 2021   Schwarzbach, Marco

Paper "Student's t mixture models for stock indices. A comparative study"

The paper "Student's t mixture models for stock indices. A comparative study" by Dr. Till Massing and Dr. Arturo Ramos was accepted for the internationally peer-reviewed journal Physica A: Statistical Mechanics and its...
read on

 Sat, 24. Apr. 2021   Schwarzbach, Marco

Paper "Quantifying the data-dredging bias in structural break tests"

Dr. Yannick Hoga's authored paper, "Quantifying the data-dredging bias in structural break tests", was accepted for the internationally peer-reviewed journal Statistical Papers. The publication can be viewed here.
read on

 Thu, 01. Apr. 2021   Schwarzbach, Marco

Paper "House prices and interest rates: Bayesian evidence from Germany"

The paper "House prices and interest rates: Bayesian evidence from Germany" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed journal Applied Economics. The publication can be...
read on

 Fri, 26. Mar. 2021   Schwarzbach, Marco

Paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course"

The paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course" by Prof. Dr. Christoph Hanck, Dr. Till Massing, Natalie Reckmann, Alexander Blasberg, Benjamin Otto and Prof. Dr. Michael Goedicke was...
read on

 Thu, 25. Feb. 2021   Schwarzbach, Marco

Paper "Nonparametric estimation of the random coefficients model: An elastic net approach"

The paper "Nonparametric estimation of the random coefficients model: An elastic net approach" by Stephan Hetzenecker, Prof. Dr. Florian Heiss and Maximilian Osterhaus was accepted for the internationally peer-reviewed Journal of...
read on

 Thu, 25. Feb. 2021   Schwarzbach, Marco

Paper "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting"

Dr. Yannick Hoga's authored paper, "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting", was accepted for the internationally peer-reviewed Journal of Financial Econometrics. The publication can...
read on

Currently showing 25 to 36 out of 86