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About me

Currently, I am stand-in professor in Statistics and Econometrics (W2 Vertretungsprofessur) at the University of Cologne. Previously, I was a postdoctoral researcher at the Department of Economics of the University of Bonn.

My research is in the field of econometrics and statistics and focuses on time series econometrics. A large part of my research deals with analyzing structural changes and unit roots in time series data. Another part of my research focuses on functional data analysis and developing methods for time series of functions. In particular, I am interested in dynamic factor and regression models for functional time series and their empirical application to economic research problems.

My CV can be found here.

For more information please visit my university webpage.

Current working papers

  • Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction (with Narazii Salish). preprint, R-package

Publications 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. Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Forthcoming in Econometric Theory. paper, postprint, R-package