Diskussionsbeiträge

  • [03/23] Robust Fixed-b Inference in the Presence of Time-Varying Volatility, Matei Demetrescu (TU Dortmund), Christoph Hanck (Universität Duisburg-Essen) und Robinson Kruse-Becher, unter Revision für Econometrics & Statistics, Working Paper (PDF 1 MB)
  • [03/23] Improving financial volatility nowcasts, Robinson Kruse-Becher und Yuze Liu, Working Paper (PDF 2 MB)
  • [02/23] Adaptive now- and forecasting of global temperatures under smooth structural changes, Robinson Kruse-Becher, Working Paper (PDF 639 KB)
  • [06/22] Join the club! Dynamics of global ESG indices convergence, Marco Kerkemeier und Robinson Kruse-Becher, Finance Research Letters 49, Article 103085, Working Paper (PDF 411 KB)
  • [05/22] "Predictive regressions under heteroskedasticity", Matei Demetrescu (TU Dortmund), Christoph Hanck (Uni Duisburg-Essen), Robinson Kruse-Becher und Robert Taylor (University of Essex)
  • [04/22] The impact of public consumption increases in the euro area during uncertain times, Pascal Goemans
  • [05/21] Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models, Matei Demetrescu (TU Dortmund) und Robinson Kruse-Becher, Working Paper (PDF 962 KB)
  • [12/20] Robust inference under time-varying volatility: A real-time evaluation of professional forecasters, Matei Demetrescu (TU Dortmund), Christoph Hanck (Universität Duisburg-Essen) und Robinson Kruse-Becher, Journal of Applied Econometrics 37(5), 1010-1030, Working Paper(PDF 1,1 MB)
Lehrstuhl für Angewandte Statistik | 10.03.2023