CV

Short Bio

I studied Economics and Political Science at the University of Konstanz and Princeton University. Under supervision of Heinz König I completed my dissertation the University of Mannheim in 1989, followed by post-doctoral positions as a John F. Kennedy Fellow at Harvard University (1989/1990) and the University of Mannheim. From 1994 until March 2023 I worked as a professor of Economics and Econometrics at the University of Konstanz. Since September 2024 I hold the position of a Seniorprofessor for Computational Statistics at the the Zeppelin University in Friedrichshafen.

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Former PhD students

  • Sikandar Siddiqui (1997): The Transition to Retirement , Postdoctoral Researcher (Hochschulassistent), University of Hamburg.

  • Joachim Inkmann (2000):: Conditional Moment Estimation of Nonlinear Equation Systems, Postdoctoral Researcher, London School of Economics

  • Frank Gerhard (2001): Empirical Models of the Intraday Process of Price Changes and Liquidity: An Transaction Level Approach , Postdoctoral Researcher, University of Oxford

  • Ulrich Kaiser (2001): Innovation, Employment and Firm Performance in the Ger man Service Sector , Postdoctoral Researcher, Harvard University

  • Nikolaus Hautsch (2003): Modeling Irregular Spaced Financial data: Theory and Practice of Dynamic Duration, and Modelling Intensity Models , Assist. Prof., University of Copenhagen.

  • Stefan Klotz (2004): Cross Sectional Dependence in Spatial Econometrics Models , Bankhaus Delbrück

  • Markus Jochmann (2006): Three Essays in Nonparametric Bayesian Microeconometrics, Postdoctoral Researcher, Universite Catholique de Louvain

  • Michael Maier (2008): Three New Semiparametric Econometric Evaluation Methods , Postdoctoral Researcher, University of Mannheim

  • Sandra Nolte (2008): Measurement Error in Nonlinear Models: An Application to Disclosure Limitation Techniques , Postdoctoral Researcher, Warwick Business School

  • Ingmar Nolte (2008): Three Essays in High Frequency Econometrics and Individual Trading Behavior, Assist. Prof., Warwick Business School

  • Anton Flossmann (2008): Three Essays on Matching Methods for the Missing Observations Problem , Hypo-Vereinsbank, Munich

  • Valeri Voev (2008): Three Essays on Estimation and Dynamic Modeling of Multivariate Market Risks using High Frequency Financial Data , Assist. Prof., University of Aarhus

  • Magdalena Ramada-Sarasola (2009): Four Essays on Firm Offshoring and Innovation Behavior , Assist. Prof. Universidad de la Republica, Montevideo, Uruguay

  • Roxana Chiriac (2010): Four Essay on Measuring Financial Risks, Postdoctoral Researcher, Free University of Brussels

  • Remi Piatek (2010): Three Essays on Bayesian Factor Models , Postdoctoral Researcher, University of Chicago

  • Laura Wichert (2010): Three Essays on Empirical Labor Economics, Deutsche Bundesbank

  • Derya Uysal (2011): Three Essays on Double Robust Estimation, Assist. Prof. Institute for Advanced Studies, Vienna

  • Lidan Großmaß (2013) Three Essays On Using High Frequency Data in Estimating Financial Risks , Postdoctoral Researcher, University of Düsseldorf

  • Peter Schanbacher (2013): Four Essays on Robustification of Portfolio Models, Zürich Versicherung

  • Ruben Seiberlich (2013): Three Essays on Semiparametric Econometric Evaluation: Methods and Applications, Credit Suisse, Zurich.

  • Hao Liu (2013): Three Essays on Robust Optimization of Efficient Portfolios, UBS, Zurich.

  • Frieder Mokinski (2013): Three Essays on the Econometrics of Survey Expectations Data, Deutsche Bundesbank

  • Fabian Krüger (2013): Four Essays on Probabilistic Forecasting in Econometrics, Postdoctoral Researcher, University of Heidelberg

  • Christoph Frey (2017): Three Essays on Bayesian Shrinkage Methods, Assistant Prof., Erasmus University Rotterdam.

  • Sebastian Bayer (2018): Three Essays on Improving Financial Risk Estimation,Forecasting and Backtesting, Data Scientist at the Bosch Center for Artificial Intelligence, Robert Bosch GmbH.

  • Jana Mareckova (2019): Three Essays on Regularization and Machine Learning, Postdoctoral Researcher, University of St. Gallen.

  • Ekaterina Kazak (2019): Three Essays on Robust Inference in Economics and Finance, Lecturer, University of Manchester.

  • Aygul Zagidullina (2019): Three Essays on Covariance Matrix Estimation and Factor Models in High Dimensions, Data Scientist at Digital Transformations & Products Labs, Credit Suisse, Zurich.

  • Phillip Heiler (2019): Three Essays on Statistical Inference and Estimation for Heterogeneous Causal Effects in Economics, Assistant Prof., University of Aarhus.

  • Anastasia Simmet (2021): Three Essays on Estimation Techniques for Econometric Models with Endogeneity, Data Scientist, YAZIO.

  • Gerhard Fechteler (2022): Three Essays on Time Series Analysis and Neural Net- works in Econometrics, Portfolio Manager, Credit Suisse.

  • Livia Shkoza (2023): Three Essays on Social Networks in Economics, Postdoctoral Researcher, University of Konstanz.

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