Singleview

 Tue, 23. Oct 2018   Rammert, Timo

Publication of "Introduction to Econometrics with R"

The book Introduction to Econometrics with R by Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer has been published in the bookdown archive. The book is part of the project Reproducible Research in der ökonometrischen Grundausbildung (Reproducible Research in basic econometric education), funded by the Stifterverband and the Ministry of Culture and Science of North Rhine-Westphalia as part of the fellowships for innovations in digital higher education. Introduction to Econometrics with R is an interactive online companion to the textbook by Stock & Watson (2015) and focuses on empirical applications using the statistical programming language R. The open-source project is based on the R package bookdown (Xie, 2018) and is fully reproducible. Thus it can be used by other teachers as a template for similar projects. The project recently won the Honorable Mention Prize in the first bookdown contest. The publication can be viewed at www.econometrics-with-r.org. __
Xie, Y. (2018) bookdown: Authoring Books and Technical Documents with R Markdown. R package version 0.7.20. Stock, J., & Watson, M. (2015) Introduction to Econometrics, Third Update, Global Edition. Pearson Education Limited.

 Mon, 23. Jan 2023   Schwarzbach, Marco

Verabschiedung Janine Langerbein

Bereits zum Ende des letzten Jahres haben wir Janine Langerbein von unserem Lehrstuhl verabschiedet. Wir bedauern es sehr eine geschätzte Kollegin zu verlieren, möchten uns aber zeitgleich für ihre hervorragende Arbeit und ihr...
read on

 Mon, 14. Nov 2022   Schwarzbach, Marco

Promotion von Stephan Hetzenecker

Nach viel harter Arbeit war der vergangene Freitag für unseren ehemaligen Kollegen Stephan Hetzenecker ein besonderer, an den er sich gerne zurückerinnern wird. An diesem Tag hat Stephans Disputation stattgefunden und der...
read on

 Fri, 09. Sept 2022   Schwarzbach, Marco

Paper "Extremal Dependence-Based Specification Testing of Time Series"

The paper "Extremal Dependence-Based Specification Testing of Time Series" by Dr. Yannick Hoga was accepted for the internationally peer-reviewed Journal of Business & Economic Studies. The publication can be viewed here.
read on

 Tue, 02. Aug 2022   Schwarzbach, Marco

Verabschiedung Natalie Reckmann

https://www.youtube.com/watch?v=i4VUqFupDQw
Dass dieser Tag früher oder später einmal kommen würde, war uns wohl allen bewusst und dennoch fällt uns die Verabschiedung von Natalie Reckmann außerordentlich schwer. Nachdem sie unseren Lehrstuhl über neun Jahre geprägt und...
read on

 Fri, 24. Jun 2022   Schwarzbach, Marco

Paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts"

The paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts" by Dr. Yannick Hoga and Dr. Matei Demetrescu was accepted for the internationally peer-reviewed journal Management Science. The publication can be viewed here. ...
read on

 Sat, 14. May 2022   Schwarzbach, Marco

Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"

The paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters" by Prof. Dr. Christoph Hanck, Prof. Dr. Matei Demetrescu and Prof. Dr. Robinson Kruse was accepted for the...
read on

 Thu, 12. May 2022   Schwarzbach, Marco

Verabschiedung Stephan Hetzenecker

Zum Ende der letzten Woche haben wir unseren geschätzten Kollegen Stephan Hetzenecker von unserem Lehrstuhl verabschiedet und bedanken uns herzlichst für seine hervorragende Arbeit sowie sein persönliches Engagement. Zeitgleich...
read on

 Thu, 24. Feb 2022   Schwarzbach, Marco

Exam Review in Recent Developments in Econometrics

The exam review in Recent Developments in Econometrics will take place on 02.03.2022 from 3pm to 4pm in R11 T04 C06 in compliance with the current concept of measures (esp. UDE-Boarding). For organizational reasons, prior...
read on

 Tue, 15. Feb 2022   Arnold, Martin

Klausureinsicht 1. Termin Einführung in die Ökonometrie

Die Klausureinsicht für die Klausur zum 1. Prüfungstermin in Einführung in die Ökonometrie findet am 28.02.22 in der Zeit von 9:00 bis 10:00 Uhr in R11 T04 C14 unter Einhaltung des aktuellen Maßnahmenkonzepts (insb. UDE-Boarding)...
read on

 Tue, 15. Feb 2022   Schwarzbach, Marco

Dr. Yannick Hoga appointed Associate Editor for "Statistics"

Yannick Hoga was appointed Associate Editor of the journal "Statistics" at the invitation of the editor Matei Demetrescu (Kiel University).
read on

 Wed, 12. Jan 2022   Schwarzbach, Marco

Paper "On Testing Equal Conditional Predictive Ability Under Measurement Error"

The paper "On Testing Equal Conditional Predictive Ability Under Measurement Error" by Dr. Yannick Hoga and Dr. Timo Dimitriadis was accepted for the internationally peer-reviewed Journal of Business & Economic Statistics. The...
read on

 Sat, 16. Oct 2021   Schwarzbach, Marco

Room change in Recent Developments in Econometrics

Dear Students, we would like to inform you that there has been a room change in the module "Recent Developments in Econometrics". The lectures will take place in S05 T00 B83 from Monday, 18.10.2021, whereas the tutorials...
read on

Currently showing 25 to 36 out of 95