Working Papers & Unpublished Manuscripts
Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices,
University of Konstanz, Center of Finance and Econometrics,
Working Paper, Oct. 2018, with Maurizio Daniele and Aygul Zagidullina.
The CAPM with Measurement Error: There's life in the old dog yet!, GSDS
Working Paper, 2017-09 (revision May 2018), with Anastasia Morozova.
Noncognitive Skills and Labor Market Outcomes: A Machine Learning Approach,
University of Konstanz, 02/2017, with Jana Mareckova.
Bayesian Regularization of Portfolio Weights, Tech. rep., Department of Economics, University of Konstanz, June2016, with C. Frey.
On the Posterior Distribution of Portfolio Weights, Tech. rep., Department of Economics, University of Konstanz, with C. Frey and S. Voigt.
Risk Preferences and Estimation Risk in Portfolio Choice, Working Paper Series 47, The Rimini Centre for Economic Analysis.
Female labor force participation and the Big Five, Center for European Economic Research (ZEW), Mannheim, Discussion Paper 10-003, 2010, with L. Wichert.
Efficient Bargaining and the Demand in the Service Sector, 2000, CoFE Discussion Paper 00-24, with U. Kaiser.
Unpublished Lecture Notes
Financial Econometrics, Lecture notes, University of Konstanz, 2010, with I. Nolte, R. Halbleib and V. Voev.
Econometrics I, Lecture notes, University of Konstanz, 2018.
Advanced Econometrics, Lecture notes, University of Konstanz, 2018.
Microeconometrics, Lecture notes, University of Konstanz, 2010.
Nonparametric Estimation, Lecture notes, University of Konstanz, 2008.
Econometrics of Evaluation, Lecture notes, University of Konstanz, 2008.