The Sixth Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance, hosted by the Institute for Advanced Studies, will take place on May 16 - 17, 2024.

The Institute of Statistics and Mathematical Methods in Economics and the Faculty of Business, Economics and Statistics invites you to the public lecture of Prof. Donald Rubin on Thursday, January 18, 2024 at 3.30pm in the sky lounge of the University of Vienna.

The article Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics by Karsten Reichold, opens in new window and Carsten Jentsch, opens an external URL in a new window was published in the Journal of Business and Economic Statistics.

After many years at TU Wien, a.o. Prof. Wolfgang Scherrer retired on September 30, 2023. We thank him for being a great colleague and for his commitment to the Econometrics group and wish him all the best!

The article Uniformly Valid Inference Based on the Lasso in Linear Mixed Models by Peter Kramlinger, opens an external URL in a new window, Ulrike Schneider, opens in new window and Tatyana Krivobokova , opens an external URL in a new windowwas published in the Journal of Multivariate Analysis.

On August 1, 2023, Dr. Karsten Reichold (previously TU Dortmund) joined the Econometrics group. Welcome!

The article The Geometry of Uniqueness, Sparsity and Clustering in Penalized Estimation by Ulrike Schneider, opens in new window and Patrick Tardivel, opens an external URL in a new window was published in the Journal of Machine Learning Research.

The book Time Series Models by Manfred Deistler, opens in new window and Wolfgang Scherrer, opens in new window has been published by Springer. It provides a compact, mathematically concise presentation of important models in multivariate time series analysis. It is an extended English translation of "Modelle der Zeitreihenanalyse, opens an external URL in a new window" (Birkhäuser).

"5th Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance - A Tribute to Manfred Deistler"

June 9-10, 2022, Institute for Advanced Studies, opens an external URL in a new window, Vienna.

Together with Werner Müller, opens an external URL in a new window (JKU Linz), Carsten Jentsch, opens an external URL in a new window (TU Dortmund) and Shuangzhe Liu, opens an external URL in a new window (University of Canberra), Ulrike Schneider, opens in new window is Editor-in-Chief for the Springer journal Statistical Papers.