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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.

 

 Mon, 11. Feb. 2019   Schmelzer, Martin

Paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" published.

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.
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 Thu, 10. Jan. 2019   Rammert, Timo

Paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach"

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.
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 Fri, 09. Nov. 2018   Rammert, Timo

Award of Sparkasse Essen

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"....
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 Tue, 23. Oct. 2018   Rammert, Timo

Publication of "Introduction to Econometrics with R"

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...
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 Fri, 12. Oct. 2018   Rammert, Timo

Master seminar in Econometrics

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.
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 Thu, 13. Sep. 2018   Rammert, Timo

Wolfgang Wetzel Award for Dr. Yannick Hoga

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...
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 Thu, 30. Aug. 2018   Rammert, Timo

Prof. Dr. Christoph Hanck will serve as associate editor for Empirical Economics

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.
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 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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 Mon, 27. Aug. 2018   Rammert, Timo

Propädeutikum R

Auch dieses Semester wird wieder das Propädeutikum in R angeboten. Dieser Vorkurs dient als Einführung in die statistische Programmiersprache R und richtet sich an Masterstudierende. Bachelorstudierende können bei Interesse jedoch...
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 Mon, 27. Aug. 2018   Rammert, Timo

Paper "Adaptive learning from model space"

Jan Prüser wurde mit seinem Beitrag "Adaptive learning from model space" für das international referierte Journal of Forecasting akzeptiert. Die Veröffentlichung kann hier eingesehen werden.
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 Fri, 22. Dec. 2017   Massing, Till

Verabschiedung Sandy Schumann

Zum Ende des Jahrs 2017 verlässt Sandy Schumann unseren Lehrstuhl. Sandy hat sich als wissenschaftliche Hilfskraft insbesondere in den Statistikvorlesungen und auch im Projekt ProViel eingesetzt. Wir danken Sandy sehr herzlich für...
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 Thu, 29. Jun. 2017   Massing, Till

Promotionspreis für Dr. Yannick Hoga

Dr. Yannick Hoga wurde im Rahmen des dies academicus für seine Dissertation „Detecting Changes in the Extremal Behavior of Time Series“ von der Universität Duisburg-Essen mit dem Preis für herausragende Promotionen gewürdigt....
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