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Deutsch Intern
    Lehrstuhl für Ökonometrie
    Dr. Stefan Kempf
    Titel der Dissertation:Das Optionswertmodel zur Erklärung der Rentenentscheidung
    Neuer Arbeitgeber:Deloitte & Touche GmbH Wirtschaftsprüfungsgesellschaft
    Neue Aufgaben:Financial Risk Solutions
    Dr. Verena Bayer
    Titel der Dissertation:Multivariate Modellierung operationeller Risiken in Kreditinstituten
    Neuer Arbeitgeber:TeamBank AG
    Neue Aufgaben:Risikocontrolling
    Dr. Andreas Dechert

    Titel der Dissertation: Fraktionale Integration und Kointegration in Theorie und Praxis

    Neuer Arbeitgeber: Knauf

    Research

    Working Papers

    • Dechert, Andreas (2012). Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks. Link, Supplementary material

    Conference Presentations

    • Brand, Petra; Dechert Andreas (2012). Testing for trends and trend breaks for nonstationary long memory processes. 5th International Conference of the ERCIM Working Group on Computing & Statistics, 6th CSDA International Conference on Computational and Financial Econometrics, Oviedo, Spain, December 1-3
    • Brand Petra; Dechert Andreas (2012). Testing for trends and trend breaks for nonstationary long memory processes. 18th Young Academics Workshop of the German Statistical Society, Vienna, Austria, September 17-18

    Sonstiges

    Researchgate: Link
    IDEAS: Link

    Dipl.-Kffr. Petra Brand

    Research

    Working Papers

    • Brand, Petra; Dechert, Andreas (2012). Testing for trends and trend breaks for nonstationary long memory processes

    Conference Presentations

    • Brand, Petra; Dechert Andreas (2012). Testing for trends and trend breaks for nonstationary long memory processes. 5th International Conference of the ERCIM Working Group on Computing & Statistics, 6th CSDA International Conference on Computational and Financial Econometrics, Oviedo, Spain, December 1-3
    • Brand Petra; Dechert Andreas (2012). Testing for trends and trend breaks for nonstationary long memory processes. 18th Young Academics Workshop of the German Statistical Society, Vienna, Austria, September 17-18
    Dr. Florian Schuberth

    Titel der Dissertation: Composite-based Methods in Structural Equation Modeling

    Neuer Arbeitgeber: Universität Twente

    Research

    Publications

    • Schuberth, Florian; Henseler, Jörg; Dijkstra, Theo K. (2016). Partial least path modeling using ordinal categorical indicators. Quality & Quantity. PDF
    • Rodriguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten (2016). Assessing statistical di erences between parameter estimates in Partial Least Squares path modeling. Quality & Quantity. PDF

    Book Chapters

    • Schuberth, Florian; Cantaluppi, Gabriele (forthcoming). Ordinal consistent partial least squares. In: Latan, Hengky; Noonan, Richard (Eds.). Partial Least Squares Path Modeling Basic Concepts, Methodological Issues and Applications. Berlin, Heidelberg: Springer.

    Working Papers

    • Höhn, Balthasar; Schuberth, Florian; Steiner, Manuel (2014). Dealing with Heteroskedasticity, Autocorrelation and Endogeneity in German Audit Fee Panel Data - Comparing Approaches. PDF

    Conference Presentations

    • Schuberth, Florian; Büchner, Rebecca; Schermelleh-Engel, Karin; Dijkstra, Theo K.. Polynomial factor models: non-iterative estimation via method-of-moments. Meeting of the Working Group Structural Equation Modeling, Ghent, Belgium, March 16-17. PDF
    • Schuberth, Florian; Henseler, Jörg; Dijkstra, Theo K.. Partial least squares path modeling using ordinal categorical indicators. Meeting of the Working Group Structural Equation Modeling, Zurich, Suisse, April 7-8. PDF

    Projects

    • Development of the R Package MoMpoly (together with Theo K. Dijkstra; Tamara Schamberger)  to estimate polynomial structural equation models with latent variables using a non-iterative method of moments. For more information, see Link. A preliminary version of the package is provided by me upon request.

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    Contact

    Lehrstuhl für Ökonometrie
    Sanderring 2
    97070 Würzburg

    Phone: +49 931 31-82149
    Email

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