Chair of Econometrics and Chair of Financial Econometrics
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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.
Sat, 14. May. 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
Thu, 24. Feb. 2022 Schwarzbach, Marco
Exam Review in Recent Developments in Econometrics
Tue, 15. Feb. 2022 Schwarzbach, Marco
Dr. Yannick Hoga appointed Associate Editor for "Statistics"
Wed, 12. Jan. 2022 Schwarzbach, Marco
Paper "On Testing Equal Conditional Predictive Ability Under Measurement Error"
Sat, 16. Oct. 2021 Schwarzbach, Marco
Room change in Recent Developments in Econometrics
Fri, 08. Oct. 2021 Schwarzbach, Marco
Paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players"
Wed, 14. Jul. 2021 Schwarzbach, Marco
Paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs"
Tue, 08. Jun. 2021 Schwarzbach, Marco
Heisenberg-Application to the DFG Approved
Tue, 01. Jun. 2021 Schwarzbach, Marco
Paper "Student's t mixture models for stock indices. A comparative study"
Sat, 24. Apr. 2021 Schwarzbach, Marco
Paper "Quantifying the data-dredging bias in structural break tests"
Thu, 01. Apr. 2021 Schwarzbach, Marco
Paper "House prices and interest rates: Bayesian evidence from Germany"
Fri, 26. Mar. 2021 Schwarzbach, Marco
Paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course"
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