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:
- Approximate Factor Models for Functional Time Series (with Narazii Salish) [R-package].
- Combining Concurrent and Historical Functional Linear Regression (with Alois Kneip and Dominik Liebl).
- Factor-augmented Functional Regression with an Application to Electricity Price Curve Forecasting (with Luis Winter).
- DFG Project No. 511905296, 2024-2026: Modeling Functional Time Series with Dynamic Factor Structures and Points of Impact.
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]