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, 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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