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  • Econometrics

    Prof. Dr. Dietmar Bauer

    © Universität Bielefeld

Journal

2023

Juli

  • Lennart Oelschläger presented a poster at the IWSM conference in Dortmund.
  • Kurtulus Kidik and Dietmar Bauer took part in the work meeting within the project GLASS at Klagenfurt University.

May

  • 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.

April

  • 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.

March

  • Dietmar Bauer and Kurtulus Kidiktake part in the workshop Time Series Econometrics in Zaragoza.

2022

November

  • 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.

September

Juli

  • Rainer Buschmeier and Manuel Batram finish their dissertation project with a successfull disputation on Juli 13th. Congratulation.

May

  • Sebastian Büscher and Dietmar Bauer present research results of the project MaCML at the ICMC in Iceland.

March

  • 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.

February

  • For the DFG funded project GLASS we hire one PhD candiate. See here for details. We welcome every application. For questions please consult Dietmar Bauer.

January

Zwei Abstracts, die von der Arbeitsgruppe für die Konferenz ICMC 2022 in Island im Mai eingereicht wurden, wurden zum Vortrag angenommen.

2021

Dezember

  • 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.

November

  • 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".

August

  • 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).

May

  • Lennart Oelschläger publishes an R package for the Bayesian estimation of mixed multinomial choice models: RprobitB.

April

  • 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).

March

  • 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.

January

  • Lennart Oelschläger presents research results at the Annual Meeting of the TRB in virtual Washington.

2020

December

  • Patrick de Matos Ribeiro and Lukas Matuschek successfully defend their dissertations at the TU Dortmund.

November

  • 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).

October

  • 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.

September

  • 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.

 


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