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Prof. Dr. Christoph Hanck

WiWi

Anschrift
Universitätsstr. 12
45141 Essen
Raum
R12 R06 A36
Telefon
+49 201 18 3 2263 / 3 3919
Telefax
+49 201 18 3 3995
E-Mail
christoph.hanck@vwl.uni-due.de
Webseite
http://www.oek.wiwi.uni-due.de

Funktionen

  • Universitätsprofessor/in, Ökonometrie

  • Gruppe der Hochschullehrerinnen und Hochschullehrer, Fakultätsrat

Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.

    Artikel in Zeitschriften

  • Hanck, Christoph; Massing, Till
    Testing for nonlinear cointegration under heteroskedasticity
    In: Econometric Reviews, Jg. 44, 2025, Nr. 4, S. 512 – 543
    DOI (Open Access)
  • Hanck, Christoph; Arnold, Martin Christopher
    Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players
    In: AStA Advances in Statistical Analysis, Jg. 107, 2023, Nr. 1-2, S. 177 – 204
    DOI (Open Access)
  • Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson
    Robust Fixed-b Inference in the Presence of Time-Varying Volatility
    In: Econometrics and Statistics, 2023, in press
    DOI
  • Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson; Kruse, Robinson
    Robust inference under time-varying volatility : A real-time evaluation of professional forecasters
    In: Journal of Applied Econometrics, Jg. 37, 2022, Nr. 5, S. 1010 – 1030
    DOI (Open Access)
  • Prüser, Jan; Hanck, Christoph
    A Comparison of Approaches to Select the Informativeness of Priors in BVARs
    In: Jahrbücher für Nationalökonomie und Statistik, Jg. 241, 2021, Nr. 4, S. 501 – 525
    DOI
  • Massing, Till; Reckmann, Natalie; Blasberg, Alexander; Otto, Benjamin; Hanck, Christoph; Goedicke, Michael
    When is the Best Time to Learn? : Evidence from an Introductory Statistics Course
    In: Open Education Studies, Jg. 3, 2021, Nr. 1, S. 84 – 95
    DOI (Open Access)
  • Hanck, Christoph; Prüser, Jan
    House prices and interest rates : Bayesian evidence from Germany
    In: Applied Economics, Jg. 52, 2020, Nr. 28, S. 3073 – 3089
    DOI (Open Access)
  • Arnold, Martin; Hanck, Christoph
    On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions
    In: Journal of Risk and Financial Management, Jg. 12, 2019, Nr. 3, 117
    DOI (Open Access)
  • Massing, Till; Schwinning, Nils; Striewe, Michael; Hanck, Christoph; Goedicke, Michael
    E-Assessment Using Variable-Content Exercises in Mathematical Statistics
    In: Journal of Statistics and Data Science Education (JSDSE), Jg. 26, 2018, Nr. 3, S. 174 – 189
    DOI (Open Access)
  • Demetrescu, Matei; Hanck, Christoph
    Multiple Testing for No Cointegration under Nonstationary Volatility
    In: Oxford Bulletin of Economics and Statistics, Jg. 80, 2018, Nr. 3, S. 485 – 513
    DOI
  • Demetrescu, Matei; Hanck, Christoph
    Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances
    In: Econometric Reviews, Jg. 35, 2016, Nr. 5, S. 751 – 781
    DOI
  • Hanck, Christoph; Czudaj, Robert
    Nonstationary-volatility robust panel unit root tests and the great moderation
    In: AStA Advances in Statistical Analysis, Jg. 99, 2015, Nr. 2, S. 161 – 187
    DOI
  • de Voss, Paul; Hanck, Christoph; Neisingh, Marjolein; Prak, Dennis; Groen, Henk; Faas, Marijke M.
    Weight gain in freshman college students and perceived health
    In: Preventive Medicine Reports, Jg. 2, 2015, S. 229 – 234
    DOI (Open Access)
  • Demetrescu, Matei; Hanck, Christoph; Tarcolea, Adina I.
    IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance
    In: Journal of Time Series Analysis, Jg. 35, 2014, Nr. 5, S. 393 – 406
    DOI, Online Volltext
  • Deckers, Thomas; Hanck, Christoph
    Multiple Testing For Output Convergence
    In: Macroeconomic Dynamics, Jg. 18, 2014, Nr. 1, S. 199 – 214
    DOI
  • Deckers, Thomas; Hanck, Christoph
    Variable Selection in Cross-Section Regressions : Comparisons and Extensions
    In: Oxford Bulletin of Economics and Statistics, Jg. 76, 2014, Nr. 6, S. 841 – 873
    DOI
  • Hanck, Christoph
    An Intersection Test for Panel Unit Roots
    In: Econometric Reviews, Jg. 32, 2013, Nr. 2, S. 183 – 203
    DOI
  • Bayer, Christian; Hanck, Christoph
    Combining non-cointegration tests
    In: Journal of Time Series Analysis, Jg. 34, 2013, Nr. 1, S. 83 – 95
    DOI
  • Demetrescu, Matei; Hanck, Christoph
    Nonlinear IV panel unit root testing under structural breaks in the error variance
    In: Statistical Papers, Jg. 54, 2013, Nr. 4, S. 1043 – 1066
    DOI
  • Demetrescu, Matei; Hanck, Christoph
    A simple nonstationary-volatility robust panel unit root test
    In: Economics Letters, Jg. 117, 2012, Nr. 1, S. 10 – 13
    DOI
  • Hanck, Christoph
    Do Panel Cointegration Tests Produce `Mixed Signals'?
    In: Annals of Economics and Statistics = Annales d'Économie et de Statistique, 2012, Nr. 107/108, S. 299 – 310
    DOI, Online Volltext
  • Hanck, Christoph
    Multiple Unit Root Tests under Uncertainty over the Initial Condition : Some Powerful Modifications
    In: Statistical Papers, Jg. 53, 2012, Nr. 3, S. 767 – 774
    DOI
  • Hanck, Christoph
    On the asymptotic distribution of a unit root test against ESTAR alternatives
    In: Statistics and Probability Letters, Jg. 82, 2012, Nr. 2, S. 360 – 364
    DOI
  • Demetrescu, Matei; Hanck, Christoph
    Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
    In: Journal of Business & Economic Statistics: JBES, Jg. 30, 2012, Nr. 2, S. 256 – 264
    DOI
  • Hanck, Christoph
    Now, Whose Schools are Really Better (or Weaker) than Germany's? : A Multiple Testing Approach
    In: Economic Modelling, Jg. 28, 2011, Nr. 4, S. 1739 – 1746
    DOI
  • Hanck, Christoph; Krämer, Walter
    The exact bias of s2 in linear panel regressions with spatial autocorrelation
    In: Economic Modelling, Jg. 110, 2011, Nr. 1, S. 67 – 70
    DOI
  • Hanck, Christoph
    Are PPP tests erratically behaved? : Some panel evidence
    In: International Review of Applied Economics, Jg. 24, 2010, Nr. 2, S. 203 – 221
    DOI
  • Hanck, Christoph
    A Meta Analytic Approach to Testing for Panel Cointegration
    In: Communications in statistics, Jg. 38, 2009, Nr. 5, S. 1051 – 1070
    DOI
  • Hanck, Christoph
    Cointegration tests of PPP : do they also exhibit erratic behaviour?
    In: Applied economics letters, Jg. 16, 2009, Nr. 1, S. 9 – 15
    DOI
  • Hanck, Christoph
    Cross-sectional correlation robust tests for panel cointegration
    In: Journal of applied statistics, Jg. 36, 2009, Nr. 7, S. 817 – 833
    DOI
  • Hanck, Christoph
    For which countries did PPP hold? : A multiple testing approach
    In: Empirical Economics, Jg. 37, 2009, Nr. 1, S. 93 – 103
    DOI
  • Hanck, Christoph
    The Error-in-Rejection Probability of meta-analytic panel tests
    In: Economics letters, Jg. 101, 2008, Nr. 1, S. 27 – 30
    DOI

    • Beiträge in Sammelwerken und Tagungsbänden

  • Klenke, Jens; Massing, Till; Reckmann, Natalie; Langerbein, Janine; Otto, Benjamin; Goedicke, Michael; Hanck, Christoph
    Effects of Early Warning Emails on Student Performance
    In: Proceedings of the 15th International Conference on Computer Supported Education: Volume 1 / Jovanovic, Jelena; Chounta, Irene-Angelica; Uhomoibhi, James; McLaren, Bruce (Hrsg.): Science and Technology Publications, Lda, 2023, S. 225 – 232
    DOI
  • Massing, Till; Reckmann, Natalie; Otto, Benjamin; Blasberg, Alexander; Hanck, Christoph; Goedicke, Michael
    Quantitative Methodenkompetenzen im Praxissemester in Lehramtsstudiengängen : Didaktisches Konzept eines ergänzenden Online-Angebots
    In: DELFI 2019: Die 17. Fachtagung Bildungstechnologien; Proceedings / DELFI 2019 ; 16.–19. September 2019; Berlin, Deutschland / Pinkwart, Niels; Konert, Johannes (Hrsg.). Bonn: Gesellschaft für Informatik (GI), 2019, S. 327 – 328
    DOI (Open Access)
  • Massing, Till; Reckmann, Natalie; Otto, Benjamin; Hermann, Kim J.; Hanck, Christoph; Goedicke, Michael
    Klausurprognose mit Hilfe von E-Assessment-Nutzerdaten
    In: DeLFI 2018: die 16. E-Learning Fachtagung Informatik der Gesellschaft für Informatik e.V., 10.-12. September 2018, Frankfurt am Main, Deutschland / 16. E-Learning Fachtagung Informatik der Gesellschaft für Informatik e.V., 10.-12. September 2018, Frankfurt am Main, Germany / Krömker, Detlef; Schroeder, Ulrik (Hrsg.). Bonn: Gesellschaft fur Informatik (GI), 2018, S. 171 – 176
    DOI (Open Access)

    • Vorträge

  • Schwinning, Nils; Striewe, Michael; Massing, Till; Hanck, Christoph; Goedicke, Michael
    Towards digitalisation of summative and formative assessments in academic teaching of statistics
    Fifth International Conference on Learning and Teaching in Computing and Engineering (LaTiCE 2017), 20-23 April 2017, Hong Kong, China,
    Hong Kong, 2017