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.
Wed., 14. Jul. 2021 Schwarzbach, Marco
Paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs"
Tue., 08. Jun. 2021 Schwarzbach, Marco
Heisenberg-Application to the DFG Approved
Tue., 01. Jun. 2021 Schwarzbach, Marco
Paper "Student's t mixture models for stock indices. A comparative study"
Sat., 24. Apr. 2021 Schwarzbach, Marco
Paper "Quantifying the data-dredging bias in structural break tests"
Thu., 01. Apr. 2021 Schwarzbach, Marco
Paper "House prices and interest rates: Bayesian evidence from Germany"
Fri., 26. Mar. 2021 Schwarzbach, Marco
Paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course"
Thu., 25. Feb. 2021 Schwarzbach, Marco
Paper "Nonparametric estimation of the random coefficients model: An elastic net approach"
Thu., 25. Feb. 2021 Schwarzbach, Marco
Paper "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting"
Thu., 18. Feb. 2021 Schwarzbach, Marco
Paper "Clustering Using Student t Mixture Copulas"
Wed., 03. Feb. 2021 Schwarzbach, Marco
Conferral of a Doctorate of Matthias Kaeding
Fri., 13. Nov. 2020 Rammert, Timo
German Science Foundation (DFG) funds project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen”
Mon., 02. Nov. 2020 Rammert, Timo
Change regarding Advanced Econometrics WS 20/21
Currently showing 25 to 36 out of 58