Fakultäten der Universität Bonn: Suche
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Econometric Analysis of Financial Risk and Correlation
(2012-10-10)
The contribution of this dissertation is threefold. First, econometric procedures to test for the occurence of asset price bubbles ex post and in real time are proposed. Real time monitoring procedures represent an additional ...
Four Essays in Econometrics and Macroeconomics
(2011-09-30)
Chapter 1 proposes simple and robust diagnostic tests for spatial dependence, specifically for spatial error autocorrelation and spatial lag dependence. The idea of our tests is to reformulate the testing problem such that ...
Methods of analysis and empirical evidence of farm structural change
(2014-08-27)
The dissertation aims to develop and apply new empirical methods to analyze and model farm structural change. Changes of the farm structure are not only important for the sector itself but may have broader economic, social ...
Essays on Large Panel Data Models
(2015-06-09)
The standard panel data literature is moving from micro panels, where the cross-section dimension is large and the intertemporal sample size is small, to large panels, where both, the cross-section and the time dimension, ......
Three Essays in Econometrics
(2016-04-18)
This thesis consists of three self-contained chapters in applied and theoretical econometrics. The first chapter presents a Lagrange Multiplier test for detecting shock triggered asymmetries in time series and investigates ...
Resilience, collapse and reorganization of a rangeland socio-ecological system in South Africa
(2016-05-24)
Communal rangelands in semi-arid areas are complex socio-ecological systems (SES). Their complexity arises from non-linear feedbacks between the social- and the ecosystem. To understand the social system requires tackling ...
Conceptualising and estimating rationalised agricultural optimisation models
(2018-07-19)
Computational modelling for quantitative agricultural policy assessment in the EU employs more farm level oriented approaches in recent years. This follows policy instruments that increasingly target the farm level and ...
Three Essays in Econometrics
(2018-08-14)
This thesis consists of three self-contained essays in econometrics and statistics. It discusses methodological topics in semi- and nonparametric statistics as well as empirical questions in financial econometrics. My ...