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.
Fri, 09. Sept 2022 Schwarzbach, Marco
Paper "Extremal Dependence-Based Specification Testing of Time Series"
Tue, 02. Aug 2022 Schwarzbach, Marco
Verabschiedung Natalie Reckmann
Fri, 24. Jun 2022 Schwarzbach, Marco
Paper "Monitoring Value-at-Risk and Expected Shortfall Forecasts"
Sat, 14. May 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
Thu, 12. May 2022 Schwarzbach, Marco
Verabschiedung Stephan Hetzenecker
Thu, 24. Feb 2022 Schwarzbach, Marco
Exam Review in Recent Developments in Econometrics
Tue, 15. Feb 2022 Arnold, Martin
Klausureinsicht 1. Termin Einführung in die Ökonometrie
Tue, 15. Feb 2022 Schwarzbach, Marco
Dr. Yannick Hoga appointed Associate Editor for "Statistics"
Wed, 12. Jan 2022 Schwarzbach, Marco
Paper "On Testing Equal Conditional Predictive Ability Under Measurement Error"
Sat, 16. Oct 2021 Schwarzbach, Marco
Room change in Recent Developments in Econometrics
Fri, 08. Oct 2021 Schwarzbach, Marco
Paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players"
Fri, 30. Jul 2021 Schwarzbach, Marco
Verabschiedung Jens Klenke
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