Non- and Semiparametric Statistics, Time Series Analysis, Financial Econometrics (more info on research)
I am a PhD candidate at the Department of Economics of the University of Mannheim. Before coming to Mannheim I completed my MA in Economics at the Ludwig-Maximilian University in Munich, having previously obtained my BSc in Econometrics and Mathematical Economics at the LSE in London.
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Title: Estimating Nonlinear Additive Models with Nonstationarities and Correlated Errors. (with Michael Vogt) PDF and Technical Report
This paper considers the additive decomposition of a univariate time series into a deterministic time trend component, a seasonal component with a known seasonal period as well as various component functions of stochastic regressors and an autoregressive error term. An estimation procedure is introduced and its asymptotic properties are derived.