Patrick Schmidt

Phone:+49 (0) 69 798-34837
E-Mail:p.schmidt[at]econ.uni-frankfurt[dot]de
Address:Goethe University Frankfurt
RuW, Postbox 46
Theodor-W.-Adorno-Platz 4
60629 Frankfurt am Main (Germany
Office:RuW 4.259
Office hours:By appointment only
Download:CV

 

 

Publications

Discussion of ”Elicitability and backtesting: Perspectives for banking regulation”, Annals of Applied Statistics, 2017.

 

Working Papers

Belief Elicitation with Multiple Point Predictions, (with Markus Eyting), 2018.

Interpretation of Point Forecasts with Unknown Directive, (with Matthias Katzfuss and Tilmann Gneiting), 2018 (invited to resubmit to Journal of the Royal Statistical Society, Series B).

Elicitation of Ambiguous Beliefs by Mixing Bets, 2018 (draft upon request).

Beyond Simulations: Studying the Role of Stratified Randomization and Regression Adjustments for Experimental Data, (with Simon Heß), 2016 (draft upon request).

Optimal Value-at-Risk Reports: Reducing Capital Requirements with State Dependent Forecasting, 2016 (slides upon request).

 

Further Research Projects

Backtestability of Risk Measures and Information Requirements

Distinguishing Reports of Central Tendency: Mean, Median and Mode

Subjective Expectations and Economic Actions: Cause and Effect in a Lab-in-the-Field Experiment

 

Research Interests

Development economics, forecast evaluation, risk measures, statistics of experimental design, subjective expectations

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