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Welcome to the homepage of the chair of econometrics!
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.
Fri, 03. Apr 2020 Arnold, Martin
Stellenausschreibung wissenschaftliche Mitarbeiterin / wissenschaftlicher Mitarbeiter
Sat, 01. Feb 2020 Rammert, Timo
Verabschiedung Alexander Gerber
Mon, 06. Jan 2020 Rammert, Timo
Paper "Where does the tail begin? An approach based on scoring rules"
Fri, 03. Jan 2020 Rammert, Timo
Verabschiedung Jonathan Berrisch und Alexander Blasberg
Wed, 11. Dec 2019 Massing, Till
SHK gesucht
Mon, 23. Sept 2019 Rammert, Timo
Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"
Mon, 09. Sept 2019 Rammert, Timo
Paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" published.
Fri, 12. Jul 2019 Arnold, Martin
Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" published.
Tue, 21. May 2019 Rammert, Timo
Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.
Wed, 17. Apr 2019 Rammert, Timo
PhDs awarded to Till Massing und Jan Prüser
Tue, 05. Mar 2019 Rammert, Timo
Preparatory course in R
Mon, 11. Feb 2019 Schmelzer, Martin
Paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" published.
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