Welcome to the Chair of Econometrics!
News
Please note that due to the Coronavirus pandemic the Chair can be contacted by e-mail only.
Teaching
- WS 2020/21 Introductory Case Studies
- SS 2020 Econometrics
- WS 2019/20 Time Series Analysis (in German) (A. Arsova, R. Schüssler)
Research
Research areas
- Nonstationary time series and panel data
- Cross-sectional dependence in panel data
- Cointegration
- Empirical Macroeconometrics
- Arsova, A. (2019). Exchange rate pass-through to import prices in Europe: A panel cointegration approach. Working Paper 384, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
- Arsova, A. Karaman Örsal, D. D. (2016). A panel cointegration rank test with structural breaks and cross-sectional dependence. In Jahrestagung des Vereins für Socialpolitik 2016: Demographischer Wandel: Session: Time Series Econometrics, No. D01-V3, Deutsche Zentralbibliothek für Wirtschaftswissenschaften (ZBW). Link
- Arsova A. Karaman Örsal D. D. (2016). An intersection test for the cointegrating rank in dependent panel data. Working Paper 357, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
- Karaman Örsal, D. D. Arsova A. (2015). Meta-analytic cointegrating rank tests for dependent panels. Working Paper 349, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
- Arsova, A. Karaman Örsal, D. D. (2013). Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. Working Paper 280, Working Paper Series in Economics, Leuphana Universität Lüneburg. Link.
