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Jun. Prof. Dr. Sven Otto

Universität zu Köln
Institut für Ökonometrie und Statistik
Universitätsstr. 24
Wiso, Gebäude 101
Bauteil 3
Raum: 2.322
D-50931 Köln

H    www.svenotto.com
E    sven.ottoSpamProtectionuni-koeln.de
T    +49 221 470-6186



Sprechstunde nach Vereinbarung


Unit Roots, Structural Breaks, Functional Time Series, Factor Models

Working Papers

  • Approximate Factor Models for Functional Time Series (with Narazii Salish). preprint, R-package

Published and forthcoming papers

  • Otto, S. (2021). Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis. 42, 85-106. paper, postprint, R-package
  • Stark, F. and Otto, S. (2022). Testing and Dating Structural Changes in Copula-based Dependence Measures. Journal of Applied Statistics. 49, 1121-1139. paper, postprint
  • Otto, S. and Breitung. J. Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Forthcoming in Econometric Theory. paper, postprint, R-package