- The paper "Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes" by Dietmar Bauer is published in the journal Econometrics: https://www.mdpi.com/2225-1146/11/2/11.
- At the end of April Rainer Buschmeier leaves the group going to industry.
- April 2nd-4th the first project meeting GLASS takes place in Bielefeld.
- Dietmar Bauer and Kurtulus Kidiktake part in the workshop Time Series Econometrics in Zaragoza.
- We are happy to welcome a new team member, Kurtulus Kidik. He starts at November 15th within the project GLASS.
- On Friday November 18th the 11th young researchers work shop of the ZeST will take place. This term it was organised by Lennart Oelschläger and Sebastian Büscher.
- Rainer Buschmeier and Manuel Batram finish their dissertation project with a successfull disputation on Juli 13th. Congratulation.
- Sebastian Büscher and Dietmar Bauer present research results of the project MaCML at the ICMC in Iceland.
- The details on the third edition of the summer school "Modern Topics in Time Series Analysis" will be hosted in Klagenfurt. Details can be found on www.aau.at/econ/mtsa2022.
Zwei Abstracts, die von der Arbeitsgruppe für die Konferenz ICMC 2022 in Island im Mai eingereicht wurden, wurden zum Vortrag angenommen.
- The research proposal of the project GLASS (jointly with Prof Martin Wagner at Klagenfurt University) will be financed by the DFG. The project is set to start inpril 2022.
- Lennart Oelschläger contributes a talk to the 26-th workshop "Angewandte Klassifikationsanalyse" at the Kloster Irsee, Bayern. Topic: "Klassifizierung von Präferenzen: Eine Anwendung mit dem R Paket RprobitB".
- Lennart Oelschläger and Timo Adam publish the article "Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models" in Statistical Modelling (see https://journals.sagepub.com/doi/10.1177/1471082X211034048).
- Rainer Buschmeier and Dietmar Bauer publish an article in the journal "Entropy": Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method (Access via Journal Webpage).
- Jointly with Prof. Martin Wagner (Uni Klagenfurt) a project proposal with the title "GLASS - The Global Augmented State Space Error Correction Model: Structure Theory, Estimation and Inference" is submitted to the DFG and the FWF.
- Lennart Oelschläger presents research results at the Annual Meeting of the TRB in virtual Washington.
- Patrick de Matos Ribeiro and Lukas Matuschek successfully defend their dissertations at the TU Dortmund.
- D. Bauer publishes a paper in the journal Econometrics: A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing (joint work with L. Matuschek, P. Ribeiro and M. Wagner).
- A contribution of L. Oelschläger and D. Bauer is accepted for the Annual Meeting of the Transportation Research Board in January 2021: Bayes Estimation of Latent Class Mixed Multinomial Probit Models.
- Y. Li and D. Bauer publish a paper in the journal Econometrics: Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size.