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.

 

 Fri, 11. Apr. 2014   Arnold, Martin

Paper “Does global liquidity drive commodity prices?"

Robert Czudaj wurde (gemeinsam mit Joscha Beckmann und Ansgar Belke) mit dem Paper „Does global liquidity drive commodity prices?" für das “Journal of Banking & Finance” akzeptiert.
read on

 Fri, 14. Feb. 2014   Arnold, Martin

Manuscript "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance"

Professor Dr. Christoph Hanck wurde gemeinsam mit Matei Demetrescu und Adina Tarcolea mit dem Manuskript "IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance" für das "Journal of Time Series Analysis"...
read on

 Mon, 03. Feb. 2014   Arnold, Martin

Paper "Regime shifts and the Canada/U.S. exchange rate in a multivariate framework"

Robert Czudaj wurde (gemeinsam mit Joscha Beckmann) mit dem Paper "Regime shifts and the Canada/U.S. exchange rate in a multivariate framework" für das international referierte Journal "Economics Letters" akzeptiert.
read on

Currently showing 85 to 87 out of 87