The research activities of our group can be divided roughly into the following areas (see contact persons in parenthesis):

Model selection in econometrics and statistics (U. Schneider)

  • Inference after model selection
  • Lasso methods, shrinkage estimators
  • Geometric aspects in penalized estimation

Time series econometrics (K. Reichold)

  • Linear and nonlinear cointegrating regressions
  • Bootstrap inference
  • Unit roots
  • Self-normalization
  • Nonlinear Phillips curves

Methods and theory of system identification and econometrics (M. Deistler | W. Scherrer)

  • Parametrization of linear dynamic systems
  • Algorithms for the identification of linear dynamic multi-input multi-output systems, in particular subspace algorithms
  • Linear dynamic factor of models: structure theory and estimation

More Information:

More information about current and completed research projects is provided in Projects as well as in the Project-database of the TU Wien., opens an external URL in a new window

For publications of the research group please see the Publications-database of the TU Wien, opens an external URL in a new window.