Statistical Week 2025
2-5 September 2025
Wiesbaden, Germany
Conference Agenda
Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).
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Session Overview | |
| Location: A.03.212 |
| Date: Wednesday, 03/Sept/2025 | |
| 9:00am - 10:40am |
Emp1: Empirical Economics and Applied Econometrics 1 Location: A.03.212 Chair: Carsten Jentsch, TU Dortmund, Germany Explaining the difference between the excess yield on short-term German government bonds and the ECB's deposit facility Helmut-Schmidt-Universität, Deutschland Empirical findings on upper-level aggregation issues in the HICP Deutsche Bundesbank, Deutschland 9:25am - 9:50am Order-invariant Identification in a non-linear Structural Vector Autoregression Universität Konstanz, Deutschland |
| 11:00am - 12:40pm |
YAMS: Young-Academics Mini-Symposium: Modern Time Series Econometrics Location: A.03.212 Chair: Karsten Reichold, TU Wien, Austria Learning Signal-to-Noise Ratios from Forecast Errors: A Simulation-Based Calibration Framework University of Münster, Deutschland 11:25am - 11:50am Asymptotic Properties of MAGMAR-Copula Time Series Models TU Dortmund, Deutschland 11:50am - 12:15pm Functional Factor Regression with an Application to Electricity Price Curve Modeling University of Cologne, Deutschland 12:15pm - 12:40pm Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic Trends 1: TU Wien, Austria; 2: TU Dortmund University; 3: University of Duisburg-Essen |
| Date: Thursday, 04/Sept/2025 | |
| 9:00am - 10:40am |
STM1: Statistical Theory and Methods 1 Location: A.03.212 Chair: Christian Weiß, Helmut Schmidt University, Germany Market Shocks: Counting Processes with Restarting Property 1: Universität Münster, Deutschland; 2: HTWG Konstanz 9:25am - 9:50am Measuring Dependence between Events 1: Heidelberg Institute for Theoretical Studies, Germany; 2: Goethe University Frankfurt, Germany 9:50am - 10:15am Proper Correlation Coefficients for Nominal Random Variables Goethe Universität Frankfurt, Deutschland 10:15am - 10:40am Tobit models for count time series 1: Helmut Schmidt University, Deutschland; 2: Jilin University, Changchun, China; 3: Korea University, Sejong, South Korea |
| 11:00am - 12:40pm |
STM2: Statistical Theory and Methods 2 Location: A.03.212 Chair: Matei Demetrescu, TU Dortmund, Germany Quantile Granger Causality in the Presence of Instability 1: Università Ca' Foscari, Venice; 2: Universität zu Köln; 3: Universitat de les Illes Balears 11:50am - 12:15pm Simultaneous Inference Bands for Autocorrelations 1: Goethe University Frankfurt, Germany; 2: Heidelberg Institute for Theoretical Studies, Germany 12:15pm - 12:40pm A Perturbation Robust Test Against Spurious Long Memory Leibniz Universität Hannover, Deutschland |
| 2:20pm - 4:00pm |
STM3: Statistical Theory and Methods 3 Location: A.03.212 Chair: Lennart Empting, Uni Duisburg-Essen, Germany Stochastically interpretable distributional regression with neural networks HSU Hamburg, Deutschland 2:45pm - 3:10pm Assessing Loss Preferences on the Basis of Noisy Forecast Errors 1: TU Dortmund; 2: Universität Duisburg-Essen; 3: Universität Marburg 3:10pm - 3:35pm Inference in Panel SVARs with Cross-Sectional Dependence of Unknown Form 1: Universität Duisburg-Essen; 2: Universität Göttingen; 3: Europa-Universität Viadrina Frankfurt (Oder); 4: Humboldt Universität Berlin 3:35pm - 4:00pm The pvars R-Package: VAR modeling for heterogeneous panels Uni Duisburg-Essen, Deutschland |
| 4:20pm - 6:00pm |
STM4: Statistical Theory and Methods 4 Location: A.03.212 Chair: Matei Demetrescu, TU Dortmund, Germany On the Estimation of Climate Normals and Anomalies 1: University of Rome Tor Vergata, Italien; 2: Università dell’Aquila, Italien |