News Archiv

20.10.2020

New Working Paper: Conditional Quantile Coverage: an Application to Growth-At-Risk (Daniel Gutknecht)

This paper develops tests for pairwise and multiple out-of-sample comparisons of parametric conditional quantile models with an application to Growth-at-Risk. Comments are welcome. Link to paper  [mehr]

20.10.2020

New Working Paper: Testing for Quantile Sample Selection (Daniel Gutknecht)

This paper develops tests for detecting sample selection in nonparametric conditional quantile (and mean) models. Comments are welcome. Link to paper  [mehr]

29.06.2020

New Video on Bachelor Concentration “Economics”

See video. In this video, Professor Weichenrieder talks about important arguments for enrolling into the bachelor specialization “Economics” at Goethe University (in German). [mehr]