Professor

Prof. Dr. Winfried Pohlmeier

Professor

Contact

Phone: +49 7531  88-2660

Room: F 319

Post office box: 124

Write an e-mail

Office Hours

by appointment

Personal data

Prof. Dr. Winfried Pohlmeier

Postdoc

Dr. Roxana Halbleib

Postdoc

Contact

Phone: +49 7531  88-5373

Room: F 317

Post office box: 124

Write an e-mail

Office Hours

by appointment

Personal data

Roxana Halbleib 

Secretary

Verena Kretz

Chair of Economics and Econometrics - Prof. Dr. Winfried Pohlmeier, Secretary

Contact

Phone: +49 7531  88-2443

Room: F 329

Post office box: 124

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Office Hours

by appointment

Personal data

Verena Kretz

PhD Students

Timo Dimitriadis

PhD Student

Contact

Phone: +49 7531 88 4075

Room: C 529

Post office box: 124

Write an e-mail

Office Hours

by appointment

Gerhard Fechteler

PhD Student

Contact

Phone: +49 7531 88 4075

Room: C 529

Post office box: 124

Write an e-mail

Office Hours

by appointment

Phillip Heiler

PhD Student

Contact

Phone: +49 7531  88-5111

Room: F 318

Post office box: 124

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Office Hours

by appointment

Personal data

Research Interests

Treatment Effect Models, Decomposition Methods, Nonparametric Econometrics, Shrinkage Estimation.

Working Papers

  • Robustification of Multivalued Treatment Effect Estimation under Homogeneous and Heterogeneous Treatment Effects
  • We Belong Together - A Cross-Smoothing Approach for Non-overlapping Group Mean Estimates (with Jana Mareckova)
  • Foundation Owned Firms - A Detailed Decomposition of Di fferences in Return Distributions (with Matthias Draheim)

Teaching

  • Econometrics I (Summer 13 / 14 / 15 / 16)
  • Applied Econometrics (Winter 14 / 15 )
  • Microeconometrics (Summer 16)
  • Topics in Advanced Econometrics (Winter 15)

Ekaterina Kazak

PhD Student

Contact

Phone: +49 7531 88 2219

Room: F 324

Post office box: 124

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Office Hours

by appointment

Personal data

Ekaterina Kazak

Jana Mareckova

PhD Student

Contact

Phone: +49 7531 88 2556

Room: F 318

Post office box: 124

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Office Hours

by appointment

Personal data

Research Interests

High-Dimensional Models, Regularization Methods

Working Papers

  • Detecting Structural Breakes with a Fusion Penalty
  • We belong togehter- A Cross-Smoothing Approach for Non-Overlapping Group Mean Estimates (with Phillip Heiler)
  • What can we learn from Machines about Personality? (with Winfried Pohlmeier)

Teaching

  • Econometrics I (Summer 14 / 15 / 16)
  • Advanced Econometrics (Winter 13 / 14 / 15)

Christian Mücher

PhD Student

Contact

Phone: +49 7531 88 2279

Room: F 316

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Livia Shkoza

PhD Student

Contact

Phone: +49 7531 88 2204

Room: F 316

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Anastasia Simmet

PhD Student

Contact

Phone: +49 7531 88 3762

Room: F 309

Post office box: 124

Write an e-mail

Office Hours

by appointment

Aygul Zagidullina

PhD Student, Doctoral Programme In Quantitative Economics and Finance

Contact

Phone: +49 7531 88 3753

Room: F 309

Post office box: 124

Write an e-mail

Office Hours

by appointment

Personal data

Research interests

Machine learning, Factor models (Approximate/ Sparse), High-dimensional covariance matrices.

Teaching

  • WS 2014: Advanced Econometrics,
  • SS 2015: Econometrics I,
  • WS 2015: Advanced Econometrics,
  • SS 2016: Microeconometrics.

Working papers

  • "A Latent Factor Model for Forecasting Realized Volatilities" (joint with G.Calzolari, R.Halbleib)
  • "Sparse Approximate Factor Estimation for High Dimensional Covariance Matrices" (joint with M.Daniele, W. Pohlmeier)
  • "High Dimensional Covariance Matrix estimation: Review"

Student Research Assistants

Lucas Burger

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Office Hours

by appointment

Sebastian Großmüller

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Office Hours

by appointment

Julia Heigle

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Office Hours

by appointment

Tobias Rebholz

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Lukas Rech

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Valentin Moritz Zeiler

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308