Curriculum Vitae:

A detailed CV of Christoph Hanck can be found  here.

Short Vita:

• Universität Duisburg-Essen, 2012: Full Professor of Econometrics

• Rijksuniversiteit Groningen, 2012: Associate Professor Statistics and Econometrics

• Rijksuniversiteit Groningen, 2009 - 2012: Assistant Professor Statistics and Econometrics

• Universiteit Maastricht, 2008 - 2009: Post Doc, Department of Quantitative Economics

• TU Dortmund, 2007 - 2008: Post Doc SFB "Complexity Reducations in multivariate data structures"

• TU Dortmund, 2004 - 2007: PhD in econometrics, Dr. rer. pol.

• Universität Münster, 2001 - 2004: Diploma (MSc), Economics
• Universität Hagen, 1999 - 2001: Pre-Diploma, Economics

Fields of Research:

• Nonstationary Paneldata
• Macroeconometrics
• (Multiple) Testing

Publications:

• Langerbein, J.; Massing, T.; Klenke, J.; Striewe, M.; Goedicke, M.; Hanck, C.; Reckmann, N.: A Data Mining Approach for Detecting Collusion in Unproctored Online Exams. In: Proceedings of the 16th International Conference on Educational Data Mining (2023) No 1, p. 6-16. doi:10.5281/zenodo.8115649CitationDetails
• Klenke, J.; Massing, T.; Reckmann, N.; Langerbein, J.; Otto, B.; Goedicke, M.; Hanck, C.: Effects of Early Warning Emails on Student Performance. In: Proceedings Of The 15Th International Conference On Computer Supported Education (2023) No 1, p. 225-232. doi:10.5220/0011847800003470CitationDetails
• Hanck, Christoph; Arnold, Martin Christopher: Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players. In: AStA Advances in Statistical Analysis, Vol 107 (2023). doi:10.1007/s10182-021-00420-wCitationDetails
• Demetrescu, M.; Hanck, C.; Kruse, Robinson: Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters. In: Journal of Applied Econometrics (2022). doi:10.1002/jae.2906CitationDetails
• Hanck, C.; Prüser, J.: A Comparison of Approaches to Select the Informativeness of Priors in BVARs. In: Journal of Economics and Statistics (2021). doi:10.1515/jbnst-2020-0050CitationDetails
• Massing, T.; Reckmann, N.; Blasberg, A.; Otto, B.; Hanck, C.; Goedicke, M.: When is the Best Time to Learn? - Evidence from an Introductory Statistics Course. In: Open Education Studies, Vol 3 (2021) No 1, p. 84-95. doi:10.1515/edu-2020-0144CitationDetails
• Hanck, C.; Prüser, J.: House prices and interest rates: Bayesian evidence from Germany. In: Applied Economics (2020), p. 3073-3089. doi:10.1080/00036846.2019.1705242CitationDetails
• Arnold, M.; Hanck, C.: On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. In: Journal of Risk and Financial Management, Vol 12 (2019) No 117. doi:10.3390/jrfm12030117Full textCitationDetails
• Massing, T.; Schwinning, N.; Striewe, M.; Hanck, C.; Goedicke, M.: E-Assessment Using Variable-Content Exercises in Mathematical Statistics. In: Journal of Statistics Education, Vol 2018 (2018) No 26-3, p. 174-189. doi:10.1080/10691898.2018.1518121Full textCitationDetails
• Hanck, C.; Arnold, M.; Gerber, A.; Schmelzer, M.: Introduction to Econometrics with R. 2018. Full textCitationDetails
• Massing, T.; Reckmann, N.; Otto, B.; Hermann, K.; Hanck, C.; Goedicke, M.: Klausurprognose mit Hilfe von E-Assessment-Nutzerdaten. In: DeLFI 2018 - Die 16. E-Learning Fachtagung Informatik (2018) No 284, p. 171-176. CitationDetails
• Demetrescu, M.; Hanck, C.: Multiple Testing for No Cointegration under Nonstationary Volatility. In: Oxford Bulletin of Economics and Statistics, Vol 80 (2017) No 3, p. 485-513. doi:10.1111/obes.12214CitationDetails
• Otto, B.; Massing, T.; Schwinning, N.; Reckmann, N.; Blasberg, A.; Schumann, S.; Hanck, C.; Goedicke, M.: Evaluation einer Statistiklehrveranstaltung mit dem JACK R-Modul. In: DeLFI 2017 - Die 15. E-Learning Fachtagung Informatik, Volume 273 of Lecture Notes in Informatics (2017), p. 75-86. CitationDetails
• Schwinning, N.; Striewe, M.; Massing, T.; Hanck, C.; Goedicke, M.: Towards digitalisation of summative and formative assessments in academic teaching of statistics. In: Proceedings of the Fifth International Conference on Learning and Teaching in Computing and Engineering (LaTiCE 2017) (2017). CitationDetails
• Hanck, C.: I just ran two trillion regressions. In: Economics Bulletin, Vol 36 (2016) No 4, p. 2037-2042. Full textCitationDetails
• Demetrescu, M.; Hanck, C.: Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances. In: Econometric Reviews, Vol 35 (2016) No 5, p. 751-781. doi:10.1080/07474938.2014.976525CitationDetails
• de Vos, P.; Faas, M. M.; Groen, H.; Hanck, C.; Neisingh, M.; Prak, D.: Weight Gain in Freshman College Students and Perceived Health. In: Preventive Medicine Reports (2015) No 2, p. 292-234. doi:10.1016/j.pmedr.2015.03.008CitationDetails
• Czudaj, R.; Hanck, C.: Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. In: AStA Advances in Statistical Analysis, Vol 99 (2015) No 2, p. 161-187. doi:10.1007/s10182-014-0235-3CitationDetails
• Deckers, T.; Hanck, C.: Variable Selection in Cross-Section Regressions: Comparisons and Extensions. In: Oxford Bulletin of Economics and Statistics, Vol 76 (2014) No 6, p. 841-873. doi:10.1111/obes.12048CitationDetails
• Demetrescu, M.; Hanck, C.; Tarcolea, A.: IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. In: Journal of Time Series Analysis, Vol 35 (2014) No 5, p. 393-406. doi:10.1111/jtsa.12071 CitationDetails
• Deckers, T.; Hanck, C.: Multiple Testing For Output Convergence. In: Macroeconomic Dynamics, Vol 18 (2014) No 1, p. 199-214. doi:10.1017/S1365100512000338 CitationDetails
• Bayer, C.; Hanck, C.: Combining Non-Cointegration Tests. In: Journal of Time Series Analysis (2013) No 1, p. 83-95. doi:10.1111/j.1467-9892.2012.00814.xCitationDetails
• Hanck, C.: An Intersection Test for Panel Unit Roots. In: Econometric Reviews (2013) No 32, p. 183-203. doi:10.1080/07474938.2011.608058CitationDetails
• Hanck, C.: Do Panel Cointegration Tests Produce `Mixed Signals'?. In: Annales d'Economie et de Statistique, forthcoming (2012). CitationDetails
• Hanck, C.: Multiple Unit Root Tests under Uncertainty over the Initial Condition: Some Powerful Modifications. In: Statistical Papers (2012) No 53, p. 767-774. doi:10.1007/s00362-011-0379-0 CitationDetails
• Demetrescu, M.; Hanck, C.: Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator. In: Journal of Business & Economic Statistics (2012) No 30, p. 256-264. doi:10.1080/07350015.2011.638839CitationDetails
• Demetrescu, M.; Hanck, C.: A Simple Nonstationary-Volatility Robust Panel Unit Root Test. In: Economics Letters (2012) No 117, p. 10-13. doi:10.1016/j.econlet.2012.04.067CitationDetails
• Hanck, C.: On the Asymptotic Distribution of a Unit Root Test against ESTAR Alternatives. In: Statistics & Probability Letters (2012) No 82, p. 360-364. doi:10.1016/j.spl.2011.11.001CitationDetails
• Hanck, C.: Now, Whose Schools are Really Better (or Weaker) than Germany's? A Multiple Testing Approach. In: Economic Modelling (2011) No 28, p. 1739-1746. doi:10.1016/j.econmod.2011.03.011CitationDetails
• Hanck, C.; Krämer, W.: The Exact Bias of S2 in Linear Panel Regressions with Spatial Autocorrelation. In: Economics Letters (2011) No 110, p. 67-70. doi:10.1016/j.econlet.2010.09.015CitationDetails
• Caporale, G. M.; Hanck, C.: Are PPP Tests Erratically Behaved? Some Panel Evidence. In: International Review of Applied Economics (2010) No 24.2, p. 203-221. doi:10.1080/02692170903424331CitationDetails
• Hanck, C.: For Which Countries did PPP hold? A Multiple Testing Approach. In: Empirical Economics (2009) No 37, p. 93-103. doi:10.1007/s00181-008-0224-zCitationDetails
• Hanck, C.: Cross-Sectional Correlation Robust Tests for Panel Cointegration. In: Journal of Applied Statistics (2009) No 36.7, p. 817-833. doi:10.1080/02664760802510042CitationDetails
• Hanck, C.: A Meta Analytic Approach to Testing for Panel Cointegration. In: Communications in Statistics - Simulation and Computation (2009) No 38.5, p. 1051-1070. doi:10.1080/03610910902750039CitationDetails
• Hanck, C.; Krämer, W: More on the F-test under Nonspherical Disturbances. In: Statistical Inference, Econo- metric Analysis and Matrix Algebra (2009) No 4, p. 179-184. CitationDetails
• Caporale, G. M.; Hanck, C.: Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour?. In: Applied Economics Letters (2009) No 16.1, p. 9-15. doi:10.1080/17446540802092198CitationDetails
• Hanck, C.: The Error-in-Rejection Probability of Meta Analytic Panel Tests. In: Economics Letters (2008) No 101, p. 27-30. doi:10.1016/j.econlet.2008.03.029CitationDetails
• Hanck, C.; Krämer, W: OLS-based Estimation of the Disturbance Variance under Spatial Autocorrelation. In: Recent Advances in Linear Models and Related Areas (2008) No 18, p. 357-366. CitationDetails

Courses:

• Inferential Statistics (Universität Duisburg-Essen, BSc BWL/VWL)
• Descriptive Statistics (Universität Duisburg-Essen, BSc BWL/VWL)
• Time Series Analysis (Universität Duisburg-Essen, MSc BWL/VWL and Ph.D. Economics, RGS)
• Essential Econometrics (Honors College, Rijksuniversiteit Groningen)
• Statistical Modelling (Rijksuniversiteit Groningen, BSc Econometrics)
• Sampling and Estimation (Rijksuniversiteit Groningen, BSc Econometrics)
• Dynamic Econometrics (Rijksuniversiteit Groningen, BSc Econometrics)
• Mathematical Statistics (Rijksuniversiteit Groningen, BSc Econometrics)
• Forecasting for Economics and Business (Universität Maastrich, BSc Econometrics)
• Econometrics (Universität Dortmund, MSc Statistics)
• Probability Theory and Matrix Algebra (Ph.D. Economics, RGS)
• Econometrics I (Teaching Assistant, Ph.D. Economics, RGS and Teaching Assistant, MSc Economics, U Münster)
• Econometrics (Universität Duisburg-Essen, MSc BWL/VWL)
• Econometrics (Universität Duisburg-Essen, BSc VWL)
• Computerbased Econometrics (Universität Duisburg-Essen, BSc VWL)
• Econometrics (Phd Economics RGS)
• Bayesian Econometrics (Universität Duisburg-Essen, MSc VWL/PhD RGS)