Professor

Prof. Dr. Winfried Pohlmeier

Professor

Contact

Phone: +49 07531 88-2660
Fax: +49 07531 88-4450

Room: F 319

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Personal data

Prof. Dr. Winfried Pohlmeier

Postdoc

Roxana Halbleib

Postdoc

Contact

Phone: +49 7531 88-5373
Fax: +49 7531 88-4450

Room: F 317

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Personal data

Roxana Halbleib 

Secretary

Verena Kretz

Secretary

Contact

Phone: +49 7531 88-2443
Fax: +49 7531 88-4450

Room: F 329

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Personal data

Verena Kretz

PhD Students

Sebastian Bayer

PhD Student

Contact

Phone: +49 7531-88-3753
Fax: +49 7531-88-4450

Room: F 309

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Personal data

Research Interests

Financial Risk Measurement (Value-at-Risk and Expected Shortfall), High Frequency Data, Forecast Combination, Regularization Techniques, Machine Learning

Papers

  • Combining VaR Forecasts using Lasso Quantile Regression (status: accepted for publication at Econometrics and Statistics)
  • A Joint Quantile and Expected Shortfall Regression Framework (joint with Timo Dimitriadis. Status: submitted, working paper available at arxiv.org/abs/1704.02213)
  • Regression based Expected Shortfall backtesting (joint with Timo Dimitriadis. Status: work in progress)

Teaching

  • Econometrics I (Summer 14 / 15 / 16 / 17)
  • Advanced Econometrics (Winter 13 / 14 / 15 / 16)

Timo Dimitriadis

PhD Student

Contact

Phone: +49 7531 88 4075
Fax: +49 7531 88 4450

Room: C 529

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Phillip Heiler

PhD Student

Contact

Phone: +49 7531-88-5111
Fax: +49 7531 88-4450

Room: F 318

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

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
Fax: +49 7531 88 4450

Room: F 324

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Jana Mareckova

PhD Student

Contact

Phone: +49 7531 88 2556
Fax: +49 7531/ 88 4450

Room: F 318

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

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)

Anastasia Morozova

PhD Student

Contact

Phone: +49 7531 88 3762
Fax: +49 7531 88 4450

Room: F 309

Postal Address: Universitätsstr. 10 Box 124

Write an e-mail

Office Hours

by appointment

Christian Mücher

PhD Student

Contact

Phone: +49 7531 88 2279

Room: F 316

Write an e-mail

Livia Shkoza

PhD Student

Contact

Phone: +49 7531 88 2204

Room: F 316

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Aygul Zagidullina (maternity leave)

PhD Student

Contact

Write an e-mail

Personal data

maternity leave

Student Research Assistants

Lucas Burger

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Office Hours

by appointment

Gerhard Fechteler

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Sebastian Großmüller

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308

Office Hours

by appointment

Julia Heigle

Student Research Assistent

Contact

Phone: +49 7531 88 4214

Room: F 308

Office Hours

by appointment

Tobias Rebholz

Student Research Assistent

Contact

Phone: +49 7531 88 4214

Room: F 308

Lukas Rech

Student Research Assistant

Contact

Phone: +49 7531 88 4214

Room: F 308