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.
Thu., 29. Oct. 2020 Rammert, Timo
Paper "The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models"
Tue., 27. Oct. 2020 Rammert, Timo
Advanced Econometrics WS 20/21
Wed., 14. Oct. 2020 Rammert, Timo
Descriptive Statistics WS 20/21
Wed., 07. Oct. 2020 Rammert, Timo
Econometric Methods WS 20/21
Tue., 06. Oct. 2020 Rammert, Timo
Recent Developments in Econometrics WS 20/21
Tue., 29. Sep. 2020 Klenke, Jens
Preparatory course in R
Sat., 18. Apr. 2020 Rammert, Timo
Paper "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA"
Mon., 06. Jan. 2020 Rammert, Timo
Paper "Where does the tail begin? An approach based on scoring rules"
Mon., 23. Sep. 2019 Rammert, Timo
Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"
Mon., 09. Sep. 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.
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