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Econometrics

Prof. Dr. Dietmar Bauer

© Universität Bielefeld

Journal

2024

August

  • The DFG finances a new project in the topic of discrete choice models. The project will start in winter. 

Juni

  • Lennart Oelsclhäger publishes a paper jointly with Timo Adam and Rouven Michels in the journal of Statistical Software: "fHMM: Hidden Markov Models for Financial Time Series in R" (cf. https://www.jstatsoft.org/article/view/v109i09)

Mai

  • Dietmar Bauer and Kurtulus Kidik take part in the "Time Series in High Dimensions" workshop at the IAS in Vienna.

 

April

  • Lennart Oelschläger was awarded the  Andreas-Handel-Lehrpreis' of the faculty. This was the first time the title has been awarded. More details can be found here. 
  • Dietmar Bauer, Sebastian Büscher and Lennart Oelschläger presented research results at the International Choice Modelling Conference in Puerto Varas, Chile. 

March

  • At the yearly meeting of the 'Ausschusses Ökonometrie' of the 'Vereins für Socialpolitik' Dietmar Bauer was excepted as a new member. 

Februar

  • Sebastian Büscher, Kurtulus Kidik and Lennart Oelschläger present their research results at the young researchers work shop of the ZeSt. 
  • Dietmar Bauer acted as second examiner at the disputation of Benjamin Owusu. Mr. Owusu presented the thesis entitled "Essays on Public Debt Sustainability Analysis with Applications from Parametric and Non-Parametric Panel Data models". We congratulate him for successfully defending the thesis and earning the title 'Dr'. 

January

  • Sebastian Büscher is evaluated with the best grades in the student evaluations in the category "Mastervorlesungen" in the whole facutly. Lennart Oelschläger achieves the third best evaluation in the category of other courses. 
  • The paper of Sebastian Büscher, that has been submitted to Transportation Research Part B, is accepted by the journal. 

2023

December

  • Kurtulus Kidik and Dietmar Bauer present research results of the project GLASS at the CFE conference in Berlin. 
  • Dietmar Bauer submits a proposal for a new research project to the DFG. The new project shall investigate dynamic discrete choice models.  

September

  • Sebatian Büscher, Kurtulus Kidik and Lennart Oelschläger present their research at the ZeSt Young Researchers Workshop. 

August

  • A paper of Sebastian Büscher (coauthored by Dietmar Bauer) progresses to the second round of review in the journal Transportation Research B.

July

  • 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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