Sven Otto
University of Cologne
Institute of Econometrics and Statistics
Universitätsstraße 24
WiSo Building: 101, BT 3
Room: 2.322
D-50923 Cologne
H www.svenotto.com
E sven.otto
uni-koeln.de
Research Interests
Unit Roots, Structural Breaks, Functional Time Series, Factor Models
Working Papers
- "Backward CUSUM for Testing and Monitoring Structural Change" (2019) with Jörg Breitung
- "Prediction Bands for Yield Curves: A Dynamic Functional Factor Model Approach" (2018) with Nazarii Salish
- "Unit Root Testing with Slowly Varying Trends" (2019)
Presentations
- DAGStat Conference 2019, München, Mar. 18-22, 2019
- 29th (EC)2 Conference, Rome, Dec. 13-14, 2018
- Econometrics Seminar Universidad Carlos III de Madrid, Nov. 26, 2018
- 7th Rhenish Multivariate Time Series Econometrics (RMSE) Meeting, Vallendar, Oct. 11-12, 2018
- Statistische Woche 2018, Linz, Sep. 11-14, 2018
- Verein für Socialpolitik (VfS) Jahrestagung 2018, Freiburg, Sep. 2-5, 2018
- International Association of Applied Econometrics (IAAE) Annual Conference, Sapporo, Jun. 26-30, 2017
- 25th Symposium of the Society of Nonlinear Dynamics and Econometrics (SNDE), Paris, Mar. 30-31, 2017
- 22nd Spring Meeting of Young Economists (SMYE), Halle (Saale), Mar. 23-25, 2017
- 10th RGS Doctoral Conference in Economics, Dortmund, Mar. 1-2, 2017
- 5th Rhenish Multivariate Time Series Econometrics (RMSE) Meeting, Köln, Oct. 8-9, 2015
Teaching
- Exercise in "Descriptive Statistics and Economic Statistics" (Bachelor)
- Exercise in "Probability Theory and Statistical Inference" (Bachelor)
- Exercise in "Applied Econometrics" (Bachelor)