Econometrics and Statistics

Jun.-Prof. Dr. Sven Otto

Kontakt

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.otto(at)uni-koeln(dot)de
T    +49 221 470-6186

Sprechstunde nach Vereinbarung.

Research Focuses

• Time Series
• Functional Data
• Factor Models
• Structural Breaks
• Econometric Theory

Curriculum Vitae

• Since 2023 Assistant Professor of Econometrics, University of Cologne
• 2022-2023 Research Assistant, Mathematical Institute, University of Düsseldorf
• 2022 Stand-in Professor, University of Cologne
• 2019–2022 Research Assistant, Department of Economics, University of Bonn
• 2014–2019 Research Assistant, WiSo-Faculty, University of Cologne
• 2019 Dr. rer. pol., University of Cologne
• 2014 MSc in Economics, University of Bonn
• 2012 BSc in Mathematics and Economics, University of Bonn

Working Papers

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

Selected Publications

• Otto, S. (2021). Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis. 42(1), 85-106.
• Stark, F. and Otto, S. (2022). Testing and Dating Structural Changes in Copula-based Dependence Measures. Journal of Applied Statistics. 49(5), 1121–1139.
• Otto, S. and Breitung, J. (2022). Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Forthcoming in: Econometric Theory.