WHU Colloquia in Econometrics & Statistics

The aim of the series is to provide an informal and congenial forum for discussion of research, both finished and in-progress. Colloquia will take place once per term on average, with two to three presentations per colloquium. Topics are envisaged to range from theoretical statistics to the empirical social sciences, with an emphasis on methodology and data analysis. One explicit hope is to foster an exchange of ideas amongst junior and senior WHU faculty, irrespective of their group membership, as much as between WHU faculty and our guests.

21st February 2019

Speaker Topic
Carsten Trenkler
U Mannheim
Robust structural impulse response inference in VARs and VECMs with conditional heteroskedasticity of unknown form
Otilia Boldea
U Tilburg
Bootstrapping structural change tests

5th December 2018

Speaker Topic
Michael Vogt
U Bonn
Multiscale inference and long-run variance estimation in nonparametric regression with time series errors
Roderick McCrorie
U St. Andrews
The exact asymptotic first-order bias in least squares estimation of the AR(1) model under a unit root
Mustafa Kilinc
Detecting outliers and locations shifts under long-memory stationary errors

24th April 2018

Speaker Topic
Bent Nielsen
U Oxford
Asymptotic theory of outlier detection algorithms for linear time series regression models
Philipp Sibbertsen
U Hannover
The periodogram of spurious long memory processes

6th March 2018

Speaker Topic
Mathias Hoffmann
U Zürich
Domestic bank dependence and risk sharing in the eurozone before and after the great recession
Michael Evers
U Hohenheim
Solving nonlinear expectations models by approximating the stochastic equilibrium system
Alexander Mayer
A three-step estimator for macroeconomic learning models