Team:

Prof. Dr. Christoph Hanck

Lehrstuhlinhaber

Prof. Dr. Christoph Hanck

Adresse:
UNIVERSITÄT DUISBURG-ESSEN
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
Universitätsstraße 12
45117 Essen
Raum:
R12 R06 A36
Telefon:
+49 201 183-2263
Fax:
+49 201 183-3995
E-Mail:
Sprechstunde:
nach Vereinbarung

Lebenslauf:

Einen detaillierten Lebenslauf von Prof. Dr. Hanck finden Sie hier.

Kurzlebenslauf:

  • Universität Duisburg-Essen, seit 2012: Professor (W3) für Ökonometrie
  • Rijksuniversiteit Groningen, 2012: Associate Professor Statistik und Ökonometrie
  • Rijksuniversiteit Groningen, 2009 - 2012: Assistant Professor Statistik und Ökonometrie
  • Universiteit Maastricht, 2008 - 2009: Post Doc, Department of Quantitative Economics
  • TU Dortmund, 2007 - 2008: Post Doc im SFB "Komplexitätsreduktion in multivariaten Datenstrukturen"
  • TU Dortmund, 2004 - 2007: Promotion in Ökonometrie zum Dr. rer. pol.
  • Universität Münster, 2001 - 2004: Diplom, Volkswirtschaftslehre
  • Universität Hagen, 1999 - 2001: Vordiplom, Volkswirtschaftslehre

Forschungsgebiete:

  • Nichtstationäre Paneldaten
  • Makroökonometrie
  • (Multiples) Testen

Publikationen:

Publikationsliste herunterladen

  • Otto, B.; Massing, T.; Schwinning, N.; Reckmann, N.; Blasberg, A.; Schumann, S.; Hanck, C.; Goedicke, M.: Evaluation einer Statistiklehrveranstaltung mit dem JACK R-Modul. In: DeLFI 2017 - Die 15. E-Learning Fachtagung Informatik, forthcoming (2017).
  • Demetrescu, M.; Hanck, C.: Multiple Testing for No Cointegration under Nonstationary Volatility. In: Oxford Bulletin of Economics and Statistics, forthcoming (2017).
  • Schwinning, N.; Striewe, M.; Massing, T.; Hanck, C.; Goedicke, M.: Towards digitalisation of summative and formative assessments in academic teaching of statistics. In: Proceedings of the Fifth International Conference on Learning and Teaching in Computing and Engineering (LaTiCE) (2017).
  • Hanck, C.: I just ran two trillion regressions. In: Economics Bulletin, Jg. 36 (2016) Nr. 4, S. 2037-2042. Details
  • Demetrescu, M.; Hanck, C.: Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances. In: Econometric Reviews, Jg. 35 (2016) Nr. 5, S. 751-781. doi:10.1080/07474938.2014.976525
  • de Vos, P.; Faas, M.M.; Groen, H.; Hanck, C.; Neisingh, M. and Prak, D.: Weight Gain in Freshman College Students and Perceived Health. In: Preventive Medicine Reports (2015) Nr. 2, S. 292-234. doi:10.1016/j.pmedr.2015.03.008
  • Czudaj, R. and Hanck, C.: Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. In: AStA Advances in Statistical Analysis, Jg. 99 (2015) Nr. 2, S. 161-187. doi:10.1007/s10182-014-0235-3
  • Deckers, T.; Hanck, C.: Variable Selection in Cross-Section Regressions: Comparisons and Extensions. In: Oxford Bulletin of Economics and Statistics, Jg. 76 (2014) Nr. 6, S. 841-873. doi:10.1111/obes.12048 Details
  • Demetrescu, M.; Hanck, C.; Tarcolea, A.: IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. In: Journal of Time Series Analysis, Jg. 35 (2014) Nr. 5, S. 393-406. doi:10.1111/jtsa.12071
  • Deckers, T.; Hanck, C.: Multiple Testing For Output Convergence. In: Macroeconomic Dynamics, Jg. 18 (2014) Nr. 1, S. 199-214. doi:10.1017/S1365100512000338
  • Bayer, C.; Hanck, C.: Combining Non-Cointegration Tests. In: Journal of Time Series Analysis (2013) Nr. 1, S. 83-95. doi:10.1111/j.1467-9892.2012.00814.x
  • Hanck, C.: An Intersection Test for Panel Unit Roots. In: Econometric Reviews (2013) Nr. 32, S. 183-203. doi:10.1080/07474938.2011.608058
  • Hanck, C.: Do Panel Cointegration Tests Produce `Mixed Signals'?. In: Annales d'Economie et de Statistique, forthcoming (2012).
  • Hanck, C.: Multiple Unit Root Tests under Uncertainty over the Initial Condition: Some Powerful Modifications. In: Statistical Papers (2012) Nr. 53, S. 767-774. doi:10.1007/s00362-011-0379-0
  • Demetrescu, M.; Hanck, C.: Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator. In: Journal of Business & Economic Statistics (2012) Nr. 30, S. 256-264. doi:10.1080/07350015.2011.638839
  • Demetrescu, M.; Hanck, C.: A Simple Nonstationary-Volatility Robust Panel Unit Root Test. In: Economics Letters (2012) Nr. 117, S. 10-13. doi:10.1016/j.econlet.2012.04.067
  • Hanck, C.: On the Asymptotic Distribution of a Unit Root Test against ESTAR Alternatives. In: Statistics & Probability Letters (2012) Nr. 82, S. 360-364. doi:10.1016/j.spl.2011.11.001
  • Hanck, C.: Now, Whose Schools are Really Better (or Weaker) than Germany's? A Multiple Testing Approach. In: Economic Modelling (2011) Nr. 28, S. 1739-1746. doi:10.1016/j.econmod.2011.03.011
  • Hanck, C.; Krämer, W.: The Exact Bias of S2 in Linear Panel Regressions with Spatial Autocorrelation. In: Economics Letters (2011) Nr. 110, S. 67-70. doi:10.1016/j.econlet.2010.09.015
  • Caporale, G. M.; Hanck, C.: Are PPP Tests Erratically Behaved? Some Panel Evidence. In: International Review of Applied Economics (2010) Nr. 24.2, S. 203-221. doi:10.1080/02692170903424331
  • Hanck, C.: For Which Countries did PPP hold? A Multiple Testing Approach. In: Empirical Economics (2009) Nr. 37, S. 93-103. doi:10.1007/s00181-008-0224-z
  • Hanck, C.: Cross-Sectional Correlation Robust Tests for Panel Cointegration. In: Journal of Applied Statistics (2009) Nr. 36.7, S. 817-833. doi:10.1080/02664760802510042
  • Hanck, C.: A Meta Analytic Approach to Testing for Panel Cointegration. In: Communications in Statistics - Simulation and Computation (2009) Nr. 38.5, S. 1051-1070. doi:10.1080/03610910902750039
  • Hanck, C.; Krämer, W: More on the F-test under Nonspherical Disturbances. In: Statistical Inference, Econo- metric Analysis and Matrix Algebra (2009) Nr. 4, S. 179-184.
  • Caporale, G. M.; Hanck, C.: Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour?. In: Applied Economics Letters (2009) Nr. 16.1, S. 9-15. doi:10.1080/17446540802092198
  • Hanck, C.: The Error-in-Rejection Probability of Meta Analytic Panel Tests. In: Economics Letters (2008) Nr. 101, S. 27-30. doi:10.1016/j.econlet.2008.03.029
  • Hanck, C.; Krämer, W: OLS-based Estimation of the Disturbance Variance under Spatial Autocorrelation. In: Recent Advances in Linear Models and Related Areas (2008) Nr. 18, S. 357-366.

Lehrveranstaltungen:

  • Induktive Statistik (Universität Duisburg-Essen, BSc VWL)
  • Deskriptive Statistik (Universität Duisburg-Essen, BSc BWL/VWL)
  • Zeitreihenanalyse (Universität Duisburg-Essen, MSc BWL/VWL)
  • Time Series Econometrics (Ph.D. Economics, RGS)
  • Essential Econometrics (Honors College, Rijksuniversiteit Groningen)
  • Statistical Modelling (Rijksuniversiteit Groningen, BSc Econometrics)
  • Sampling and Estimation (Rijksuniversiteit Groningen, BSc Econometrics)
  • Dynamic Econometrics (Rijksuniversiteit Groningen, BSc Econometrics)
  • Mathematical Statistics (Rijksuniversiteit Groningen, BSc Econometrics)
  • Forecasting for Economics and Business (Universiteit Maastricht, BSc Economics)
  • Ökonometrie (Universität Dortmund, MSc Statistics)
  • Probability Theory and Matrix Algebra (Ph.D. Economics, RGS)
  • Econometrics I (Teaching Assistant, Ph.D. Economics RGS)
  • Ökonometrie I (Teaching Assistant, MSc Economics, U Münster)
  • Ökonometrie (Universität Duisburg-Essen, MSc BWL/VWL)
  • Ökonometrie (Universität Duisburg-Essen, BSc VWL)
  • Computergestützte Ökonometrie (Universität Duisburg-Essen, BSc VWL)
  • Econometrics (Phd Economics RGS)
  • Bayesian Econometrics (Universität Duisburg-Essen, MSc VWL/PhD RGS)

 

 


So finden Sie uns:

UNIVERSITÄT DUISBURG-ESSEN
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie
Universitätsstraße 12
45117 Essen