Sven Otto

Assistant Professor of Econometrics @UniCologne | Time Series and Functional Data

[NBER @nberpubs]

Proposing and evaluating a simple dynamic-regression procedure for autocorrelation-robust inference in time-series regression. Its performance dominates that of all competitors, from Baillie, @FrancisDiebold, Kapetanios, Ho Kim, and Mora https://t.co/lTDeZBA5N5

[Sven Otto @oekonometer]

+ estimator for number of factors
+ application on yield curves with improved out-of-sample forecasting
+ structural interpretability clarifying which region of a curve is affected by which factor and how
+ R Package

[Sven Otto @oekonometer]

We've updated our paper "Approximate Functional Factor Models for Functional Time Series" (@NazariiSalish) https://t.co/m3YENkNbdG

Factor identification now uses an operator based on cumulative autocovariances, focusing on predictable directions only

[Giuseppe Cavaliere @CavaliereGiu]

Hi #EconTwitter! 📈

Curious about how many econometricians we can find here?

(1/5) We have Nobel Prize winners like @guido_imbens, @heckmanequation, @metrics52, @Prof_RobEngle, @UncertainLars, @DeatonAngus; foundational figures who established the discipline (and I learned #econometrics from): @AnilBer75410115, @BOiPRINCETON, @BruceEHansen, @elie_tamer, @FrancisDiebold, @haralduhlig, @HPesaran, @jgmQED, @jimstockmetrics, @jmwooldridge, @lewbel, @manolo_arellano, @orazio_at, @R_Blundell_UCL, @rkoenker, @shephard_neil, @sndurlauf, @Susan_Athey.

[Sven Otto @oekonometer]

@mike_st Habe gerade leider keinen invite mehr, der nächste geht an dich

[Sven Otto @oekonometer]

where the sky is blue

[Sven Otto @oekonometer]

Great conference so far in Oslo! Today it’s my turn. Please check out my talk if you're attending the event! #IAAE2023

[Sven Otto @oekonometer]

The position is part of my @dfg_public project on functional data methods for time-dependent data in the economics context

Any questions? You are welcome to contact me: [email protected]

[Sven Otto @oekonometer]

Interested in research on functional data analysis and time series?

📢 Doctoral or Postdoctoral Position (100%, 3 years) in Econometrics/Statistics
@WiSoUniCologne
@UniCologne

#EconTwitter #statstwitter #RStats #econometrics

🗓️deadline: June 18
ℹ️ https://t.co/P1EU5dt13k

[Sven Otto @oekonometer]

@PHuenermund haha 😄 it will be more like Bruce Hansen's approach

[Sven Otto @oekonometer]

looking forward to giving my favorite lecture this semester: Time Series Econometrics. today is the first session 🤗

[Svenja Hippel @SvenjaHippel]

Call for Papers!
@ckim_econ, @SEttmeier, Cathrin Mohr and I are looking forward to meeting many great women working in Macro, Law & Econ, and Econ History.
Keynote by @christinebinzel
Paper submission: April 02, 2023
@ECON_tribute @UniBonn

[Chi Hyun Kim @ckim_econ]

🚨Call for Papers🚨
Looking forward to meeting female economists working in Macro, Law, and Econ History!
Submit your papers until **April 02, 2023**
Spread the tweet!
@ECON_tribute @UniBonn

[Sven Otto @oekonometer]

@AhabyonaDerrick @WiSoUniCologne thank you :)

[Sven Otto @oekonometer]

Yesterday I received my certificate of appointment, so it’s finally official 🎉
In April, I will start as an Assistant Professor in Econometrics at the University of Cologne @WiSoUniCologne
Thanks a lot to all my advisors! Very much excited about the coming years :)

[Sven Otto @oekonometer]

@Junihuhn @WiSoUniCologne thanks a lot Jun

[WiSoFakultät_UniKöln @WiSoUniCologne]

@oekonometer So, not too early 📅 to join us, Prof Dr Jacob (Associate Dean for Academic Careers):
with a warm Welcome at the Wiso Faculty 🤗 and congratulations with a little snapshot 📸. Glad to have you here!✨

[Sven Otto @oekonometer]

I can highly recommend the workshop on high-dimensional data analysis organized by Juan Carlos Escanciano and @NazariiSalish at UC3M. Especially for junior researchers

Deadline for paper or abstract submission is January 15. No registration fee

[Nazarii Salish @NazariiSalish]

We are happy to announce a call for the second workshop on High-Dimensional Data Analysis, to take place in Getafe Campus, on 2-3 March 2023

See more info at https://t.co/bxu1EPThct

[Dominik Liebl @domliebl]

The relevance of cluster-robust inference - wonderfully explained by @xkcdComic
#teaching #stats

[Sven Otto @oekonometer]

@Junihuhn Not for the moment, but let's see how this platform evolves. Mastodon could be a perfect alternative if many of us migrate. but this is of course a tough social experiment..

[Sven Otto @oekonometer]

Hey Mastodon beginners 👋 this tool helps a lot to migrate and find your Twitter followings and followers on Mastodon: https://t.co/oj4uhzx0Df
Please add your Mastodon handle to your Twitter bio or name