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Academic Staff

Chair of Econometrics

Welcome to the Chair of Econometrics!

News

Please note that due to the Coronavirus pandemic the Chair can be contacted by e-mail only.

Student job vacancy!

A teaching assistant position (6-8 hours/week, flexible working time) is available for the summer term 2022. If you have successfully passed your Time Series Analysis exam with a very good grade, and would like to gain some teaching experience as a tutor, please send an E-mail to JProf. Dr. Antonia Arsova at arsova[at]statistik.tu-dortmund.de by Feb 28, 2022. There is also a possibility of employment without teaching, i.e. help with homework corrections.

Registration for the course in Time Series Analysis is now open!

To request a registration key for the moodle classroom "Time Series Analysis Summer Term 2022" please send an email to Mr. Pappert at pappert@statistik.tu-dortmund.de with subject "Registration key Time Series" stating your study program (MSc Statistik, MSc Econometrics, MSc Data Science, etc.) and your student-ID number. Thank you.

Short-term visiting scholar program is available!

A two-week research stay at the Chair for last-year PhD students or early PostDocs in June 2022 is made possible through the Research Explorer Ruhr program. Application deadline is March 15, 2022. For more information please visit https://www.research-academy-ruhr.de/rer-hosts-nat-en.html.

Teaching

  • SS 2022 Time Series Analysis
  • 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

Publications

Working and Discussion Papers

  • 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.