Chair of Econometrics and Chair of Financial Econometrics
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.
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
Tue, 05. Jan 2021 Schwarzbach, Marco
Verabschiedung Nils Paffen, Timo Rammert und Baran Tüysüz
Fri, 13. Nov 2020 Rammert, Timo
German Science Foundation (DFG) funds project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen”
Currently showing 37 to 48 out of 94