You are here:


Econometrics and Statistics

Welcome to the Chair of "Econometrics and Statistics"!

Those who no longer want to become better, will cease to be good. – Marie von Ebner-Eschenbach


Vacancies (Research Assistant or Postdoc)

The Chair of Econometrics and Statistics at the Technische Universität Dortmund seeks candidates for a 

  • Reserach Assistant in Econometrics and Statistics, job offer
  • Postdoc Position in Econometrics and Statistics, job offer

to begin as soon as possible. 

Please submit your application with the usual documents preferably in electronic form (see job offer) as soon as possible to:


Technische Universität Dortmund
Fakultät Statistik
Lehrstuhl Ökonometrie und Statistik
44221 Dortmund

For further information please contact:

Univ.-Prof. Dr. Martin Wagner, Tel.: +49-231-755-3174,


2nd Dortmund-Bielefeld Summer School on Modern Topics in Time Series Analysis (v2)

The second Summer School on Modern Topics in Time Series Analysis takes place on September 9th - 13th 2019 at the University Bielefeld.

All information can be found on the corresponding homepage.




R packages "cointReg" and "cointmonitoR" released

  • cointReg: Parameter Estimation and Inference in a Cointegrating Regression. [CRAN]
    This package provides functions for the parameter estimation and inference with all three modified OLS approaches FM-, D-, and IM-OLS. That includes automatic bandwidth selection approaches as well as the calculation of the long run variance.
  • cointmonitoR: Consistent Monitoring of Stationarity and Cointegrating Relationships. [CRAN]
    This package provides monitoring procedures for cointegration stationarity, that are presented in the discussion paper of M. Wagner and D. Wied [DOI], as well as printing and plotting methods for a clear presentation of the results.

(The R logo is © 2016 The R Foundation. Licence CC-BY-SA 4.0.)