Personensuche
Personensuche
Es wurde 1 Person gefunden.
WiWi / IBES
Anschrift
Universitätsstr. 12
45141 Essen
45141 Essen
Raum
R12 R06 A36
Telefon
Telefax
Webseite
Funktionen
-
Universitätsprofessor/in, Ökonometrie
-
Gruppe der Hochschullehrerinnen und Hochschullehrer, Fakultätsrat
Aktuelle Veranstaltungen
-
2022 SS
Vergangene Veranstaltungen (max. 10)
-
2021 WS
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.
-
Robust inference under time-varying volatility : A real-time evaluation of professional forecastersIn: Journal of Applied Econometrics (2022) in press
ISSN: 1099-1255; 0883-7252Online Volltext: dx.doi.org/ (Open Access) -
A Comparison of Approaches to Select the Informativeness of Priors in BVARsIn: Jahrbücher für Nationalökonomie und Statistik Jg. 241 (2021) Nr. 4, S. 501 - 525
ISSN: 0021-4027; 2366-049XOnline Volltext: dx.doi.org/ -
Hierarchical Bayes modelling of penalty conversion rates of Bundesliga playersIn: AStA Advances in Statistical Analysis (2021) in press
ISSN: 1863-8171; 1863-818XOnline Volltext: dx.doi.org/ (Open Access) -
When is the Best Time to Learn? : Evidence from an Introductory Statistics CourseIn: Open Education Studies Jg. 3 (2021) Nr. 1, S. 84 - 95
ISSN: 2544-7831Online Volltext: dx.doi.org/ (Open Access) -
House prices and interest rates : Bayesian evidence from GermanyIn: Applied Economics Jg. 52 (2020) Nr. 28, S. 3073 - 3089
ISSN: 1466-4283; 0003-6846Online Volltext: dx.doi.org/ (Open Access) -
On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled RegressionsIn: Journal of Risk and Financial Management Jg. 12 (2019) Nr. 3, S. 117
ISSN: 1911-8074Online Volltext: dx.doi.org/ -
E-Assessment Using Variable-Content Exercises in Mathematical StatisticsIn: Journal of Statistics Education Jg. 26 (2018) Nr. 3, S. 174 - 189
ISSN: 1069-1898Online Volltext: dx.doi.org/ (Open Access) -
Multiple Testing for No Cointegration under Nonstationary VolatilityIn: Oxford Bulletin of Economics and Statistics Jg. 80 (2018) Nr. 3, S. 485 - 513
ISSN: 1468-0084; 0305-9049Online Volltext: dx.doi.org/ -
Robust Inference for Near-Unit Root Processes with Time-Varying Error VariancesIn: Econometric reviews Jg. 35 (2016) Nr. 5, S. 751 - 781
ISSN: 1532-4168Online Volltext: dx.doi.org/ -
Nonstationary-volatility robust panel unit root tests and the great moderationIn: AStA Advances in Statistical Analysis Jg. 99 (2015) Nr. 2, S. 161 - 187
ISSN: 1863-8171; 1863-818XOnline Volltext: dx.doi.org/ -
Weight gain in freshman college students and perceived healthIn: Preventive Medicine Reports Jg. 2 (2015) S. 229 - 234
ISSN: 2211-3355Online Volltext: dx.doi.org/ (Open Access) -
IV-Based Cointegration Testing in Dependent Panels with Time-Varying VarianceIn: Journal of time series analysis Jg. 35 (2014) Nr. 5, S. 393 - 406
ISSN: 1467-9892Online Volltext: dx.doi.org/ Online Volltext -
Multiple Testing For Output ConvergenceIn: Macroeconomic dynamics Jg. 18 (2014) Nr. 1, S. 199 - 214
ISSN: 1469-8056Online Volltext: dx.doi.org/ -
Variable Selection in Cross-Section Regressions : Comparisons and ExtensionsIn: Oxford bulletin of economics and statistics Jg. 76 (2014) Nr. 6, S. 841 - 873
ISSN: 1468-0084; 0305-9049Online Volltext: dx.doi.org/ -
An Intersection Test for Panel Unit RootsIn: Econometric reviews Jg. 32 (2013) Nr. 2, S. 183 - 203
ISSN: 1532-4168Online Volltext: dx.doi.org/ -
Combining non-cointegration testsIn: Journal of time series analysis Jg. 34 (2013) Nr. 1, S. 83 - 95
ISSN: 1467-9892Online Volltext: dx.doi.org/ -
Nonlinear IV panel unit root testing under structural breaks in the error varianceIn: Statistical Papers Jg. 54 (2013) Nr. 4, S. 1043 - 1066
ISSN: 1613-9798; 0932-5026; 0039-0631Online Volltext: dx.doi.org/ -
A simple nonstationary-volatility robust panel unit root testIn: Economics letters Jg. 117 (2012) Nr. 1, S. 10 - 13
ISSN: 0165-1765Online Volltext: dx.doi.org/ -
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
ISSN: 1968-3863Online Volltext: dx.doi.org/ Online Volltext -
Multiple Unit Root Tests under Uncertainty over the Initial Condition : Some Powerful ModificationsIn: Statistical papers Jg. 53 (2012) Nr. 3, S. 767 - 774
ISSN: 1613-9798Online Volltext: dx.doi.org/ -
On the asymptotic distribution of a unit root test against ESTAR alternativesIn: Statistics & probability letters Jg. 82 (2012) Nr. 2, S. 360 - 364
Online Volltext: dx.doi.org/ -
Unit Root Testing in Heteroscedastic Panels Using the Cauchy EstimatorIn: Journal of business & economic statistics Jg. 30 (2012) Nr. 2, S. 256 - 264
ISSN: 1537-2707Online Volltext: dx.doi.org/ -
Now, Whose Schools are Really Better (or Weaker) than Germany's? : A Multiple Testing ApproachIn: Economic Modelling Jg. 28 (2011) Nr. 4, S. 1739 - 1746
ISSN: 0264-9993; 1873-6122Online Volltext: dx.doi.org/ -
The exact bias of s2 in linear panel regressions with spatial autocorrelationIn: Economic Modelling Jg. 110 (2011) Nr. 1, S. 67 - 70
ISSN: 0264-9993; 1873-6122Online Volltext: dx.doi.org/ -
Are PPP tests erratically behaved? : Some panel evidenceIn: International review of applied economics Jg. 24 (2010) Nr. 2, S. 203 - 221
ISSN: 1465-3486; 0269-2171Online Volltext: dx.doi.org/ -
A Meta Analytic Approach to Testing for Panel CointegrationIn: Communications in statistics Jg. 38 (2009) Nr. 5, S. 1051 - 1070
ISSN: 1532-4141; 0361-0918Online Volltext: dx.doi.org/ -
Cointegration tests of PPP : do they also exhibit erratic behaviour?In: Applied economics letters Jg. 16 (2009) Nr. 1, S. 9 - 15
ISSN: 1466-4291Online Volltext: dx.doi.org/ -
Cross-sectional correlation robust tests for panel cointegrationIn: Journal of applied statistics Jg. 36 (2009) Nr. 7, S. 817 - 833
ISSN: 1360-0532Online Volltext: dx.doi.org/ -
For which countries did PPP hold? : A multiple testing approachIn: Empirical economics Jg. 37 (2009) Nr. 1, S. 93 - 103
ISSN: 1435-8921Online Volltext: dx.doi.org/ -
The Error-in-Rejection Probability of meta-analytic panel testsIn: Economics letters Jg. 101 (2008) Nr. 1, S. 27 - 30
ISSN: 0165-1765Online Volltext: dx.doi.org/ -
Quantitative Methodenkompetenzen im Praxissemester in Lehramtsstudiengängen : Didaktisches Konzept eines ergänzenden Online-AngebotsIn: DELFI 2019: 17. Fachtagung Bildungstechnologien / DELFI 2019; Berlin; Germany; 16 - 19 September 2019 / Pinkwart, Niels; Konert, Johannes (Hrsg.) 2019, S. 327 - 328
ISBN: 978-3-88579-691-6Online Volltext: dx.doi.org/ -
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)