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.ottouni-koeln.de
T +49 221 470-6186
Sekretariat
Sprechstunde nach Vereinbarung
Forschungsschwerpunkte
Unit Roots, Structural Breaks, Functional Time Series, Factor Models
Working Papers
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