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.
Thu, 25. Feb. 2021 Schwarzbach, Marco
Paper "Nonparametric estimation of the random coefficients model: An elastic net approach"
Thu, 25. Feb. 2021 Schwarzbach, Marco
Paper "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting"
Thu, 18. Feb. 2021 Schwarzbach, Marco
Paper "Clustering Using Student t Mixture Copulas"
Wed, 03. Feb. 2021 Schwarzbach, Marco
Conferral of a Doctorate of Matthias Kaeding
Fri, 13. Nov. 2020 Rammert, Timo
German Science Foundation (DFG) funds project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen”
Mon, 02. Nov. 2020 Rammert, Timo
Change regarding Advanced Econometrics WS 20/21
Thu, 29. Oct. 2020 Rammert, Timo
Paper "The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models"
Tue, 27. Oct. 2020 Rammert, Timo
Advanced Econometrics WS 20/21
Wed, 14. Oct. 2020 Rammert, Timo
Descriptive Statistics WS 20/21
Wed, 07. Oct. 2020 Rammert, Timo
Econometric Methods WS 20/21
Tue, 06. Oct. 2020 Rammert, Timo
Recent Developments in Econometrics WS 20/21
Tue, 29. Sep. 2020 Klenke, Jens
Preparatory course in R
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