Welcome! I am an assistant professor of econometrics at the University of Cologne. My research is in the field of econometric theory and statistics and focuses on time series econometrics and functional data analysis.
My CV can be found here. More information can be found at my university webpage.
Current working papers and work in progress
- Approximate Factor Models for Functional Time Series (with Narazii Salish). preprint, R-package
- Combining Concurrent and Historical Functional Linear Regression (with Alois Kneip and Dominik Liebl)
Published and forthcoming papers
- Otto, S. (2021). Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis. 42, 85-106. paper, postprint, R-package
- Stark, F. and Otto, S. (2022). Testing and Dating Structural Changes in Copula-based Dependence Measures. Journal of Applied Statistics. 49, 1121-1139. paper, postprint
- Otto, S. and Breitung. J. (2023). Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Econometric Theory. 39, 659-692. paper, postprint, R-package