Chair of Econometrics

Welcome to the homepage of the chair of econometrics!


 Tue, 29. Sep. 2020   Klenke, Jens

Preparatory course in R

This term we are going to offer a preparatory course in R which gives an introduction to the statistical programming language R. All students with no or little knowledge in R who want to take the course method of econometrics are...
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 Sat, 18. Apr. 2020   Rammert, Timo

Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA"

The Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA" by Dr. Till Massing,  Dr. Miguel Puente-Ajovín und Dr. Arturo Ramos  has been accepted by the peer reviewed...
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 Mon, 06. Jan. 2020   Rammert, Timo

Paper "Where does the tail begin? An approach based on scoring rules"

The paper "Where does the tail begin? An approach based on scoring rules" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal Econometric Reviews. The publication can be found here.
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 Mon, 23. Sep. 2019   Rammert, Timo

Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"

The paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles" by Dr. Yannick Hoga has been accepted for the Journal of Financial Econometrics. The paper can be viewed here.
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 Mon, 09. Sep. 2019   Rammert, Timo

Paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" published.

The paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" by Dr. Till Massing has been accepted by the peer reviewed Journal Financial Markets and Portfolio Management. The...
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 Fri, 12. Jul. 2019   Arnold, Martin

Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" published.

The Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" by Prof. Dr. Christoph Hanck and Martin Arnold has been accepted by the peer reviewed Journal of Risk and Financial...
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 Tue, 21. May. 2019   Rammert, Timo

Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.

The paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" by Dr. Till Massing has been accepted by the peer reviewed Journal Statistics.
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 Wed, 17. Apr. 2019   Rammert, Timo

PhDs awarded to Till Massing und Jan Prüser

The chair of econometrics congratulates Till Massing and Jan Prüser for successfully completing their doctoral studies. The topic of Till Massing's dissertation is "Stochastic Properties of Student-Lévy Processes with...
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 Tue, 05. Mar. 2019   Rammert, Timo

Preparatory course in R

This term we will offer a preparatory course in R which gives an introduction to the statistical programming language R. All students with no or little knowledge in R who want to take the course time series analysis are strongly...
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 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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