Forschungsgebiete:

Zeitreihenenanalyse

Publikationen:

• Arnold, Martin C.; Reinschlüssel, Thilo: Bootstrap Adaptive Lasso Solution Path Unit Root Tests, 2024. doi:10.48550/arXiv.2409.07859) BIB DownloadDetails
• Arnold, Martin Christopher; Reinschlüssel, Thilo: Adaptive Unit Root Inference in Autoregressions using the Lasso Solution Path, 2024. doi:10.48550/arXiv.2404.06205) BIB DownloadDetails
• Hanck, Christoph; Arnold, Martin Christopher: Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players. In: AStA Advances in Statistical Analysis, Jg. 107 (2023). doi:10.1007/s10182-021-00420-wBIB DownloadDetails
• Reinschlüssel, Thilo; Arnold, Martin Christopher: Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso, 2023. doi:10.48550/arXiv.2402.16580) BIB DownloadDetails
• Arnold, M.; Hanck, C.: On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. In: Journal of Risk and Financial Management, Jg. 12 (2019) Nr. 117. doi:10.3390/jrfm12030117VolltextBIB DownloadDetails
• Hanck, C.; Arnold, M.; Gerber, A.; Schmelzer, M.: Introduction to Econometrics with R. 2018. VolltextBIB DownloadDetails

Lehrveranstaltungen:

• Advanced R for Econometricians
• Einführung in die Ökonometrie
• Kausalanalyse
• Methoden der Ökonometrie
• R-Propädeutikum
• Statistical Learning