I am an Assistant Professor of Econometrics at the University of Cologne. My research focuses on functional data analysis, time series econometrics, and structural change.

Email: sven.otto@uni-koeln.de
CV · Google Scholar · GitHub

Working papers

• Functional Factor Regression with an Application to Electricity Price Curve Modeling
  with Luis Winter.
  Revise and Resubmit at The Econometrics Journal.
  [Preprint] · [R package] · [supplementary website]
• Combining Concurrent and Historical Functional Linear Regression
  with Alois Kneip and Dominik Liebl.
  [Preprint]
• Detecting Parameter Instabilities in Functional Concurrent Linear Regression
  with Rupsa Basu.
  [Preprint]

Publications

• Approximate Factor Models for Functional Time Series
  with Nazarii Salish. Journal of Business & Economic Statistics, forthcoming.
  [Preprint] · [R package]
• Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data
  with Jörg Breitung. Econometric Theory, 2023, 39, 659–692.
  [Journal] · [Preprint] · [R package]
• Testing and Dating Structural Changes in Copula-based Dependence Measures
  with Florian Stark. Journal of Applied Statistics, 2022, 49, 1121–1139.
  [Journal] · [Preprint]
• Unit Root Testing with Slowly Varying Trends
  Journal of Time Series Analysis, 2021, 42, 85–106.
  [Journal] · [Preprint] · [R package]

Funded research

• Modeling Functional Time Series with Dynamic Factor Structures and Points of Impact
  Principal investigator, DFG Project 511905296, 2024–2026.
  [Project details]