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About me

Welcome! I’m an Assistant Professor of Econometrics at the University of Cologne with a research focus on functional data analysis and time series econometrics.

For my CV, please click here. For more information, please visit my university webpage.

Current papers and projects:

Published papers:

  • Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data (with Jörg Breitung). 2023. Econometric Theory. 39, 659-692. [paper], [postprint], [R-package]
  • Testing and Dating Structural Changes in Copula-based Dependence Measures (with Florian Stark). 2022. Journal of Applied Statistics. 49, 1121-1139. [paper], [postprint]
  • Unit Root Testing with Slowly Varying Trends. 2021. Journal of Time Series Analysis. 42, 85-106. [paper], [postprint], [R-package]