Sven Otto
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svenotto.com
Sven Otto
@svenotto.com
Econometrics J.Prof. at Uni Cologne
Time Series and Functional Data
www.svenotto.com
Reposted by Sven Otto
🚨 To all scientists interested in functional data analysis:

Functional Data Analysis:
Workshop in Honor of Alois Kneip
Date: June 12-13, 2025

Registration: Open until January 26, 2025

www.mathematics.uni-bonn.de/hcm/events/w...

Pls help spread the word. 🙏
December 12, 2024 at 8:40 AM
Reposted by Sven Otto
2¹³⁶²⁷⁹⁸⁴¹−1 is the new largest prime discovered to date. Reset the counter!

This is a Mersenne prime, which is a Mersenne number that is also prime. A Mersenne number is of the form
M_n = 2^n-1.
Most of these are not prime. To be prime, n must itself be a prime, but that's not sufficient.
🧪 #🧮
October 21, 2024 at 6:33 PM
We've updated our paper "Approximate Functional Factor Models for Functional Time Series" (@NazariiSalish) arxiv.org/abs/2201.02532

Factor identification now uses an operator based on cumulative autocovariances, focusing predictable directions only
Approximate Factor Models for Functional Time Series
We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor...
arxiv.org
June 5, 2024 at 9:11 PM
Reposted by Sven Otto
Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler, Sven Klaassen
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
https://arxiv.org/abs/2103.09603
February 28, 2024 at 6:01 AM
Looking forward to presenting a new paper in Rotterdam tomorrow 🤩
Next stop is the CFE/CMS conference in Berlin, hope to see some of you there! :)
December 13, 2023 at 12:57 PM
Reposted by Sven Otto
🔥 take: People on the hiring side of academic jobs that post neither salary or tenure guidelines have no right to complain about any aspect of the applications they receive.

If you don't want 500 copy-paste applications, don't be one of 200 copy-paste job posts. It's worth your time to fight HR.
December 8, 2023 at 6:05 PM
Reposted by Sven Otto
Omg einfach @daxwerner.bsky.social und @susibumms.bsky.social bei BLOND in Köln
November 29, 2023 at 9:20 PM
Reposted by Sven Otto
🔥Our study (joint with M. Bia & L. Lafférs) on treatment evaluation under sample selection (when a nonrandom subset of outcomes is unobserved) using double #MachineLearning has been published in the Journal of Business & Economic Statistics: www.tandfonline.com/doi/full/10.... #EconSky
Double Machine Learning for Sample Selection Models
This article considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we c...
www.tandfonline.com
November 28, 2023 at 6:36 AM
Reposted by Sven Otto
Armin Falk is stepping back from the position as IZA director, following pressure from the IZA community.
Armin Falk zieht sich zurück
„Wir danken unserem internationalen Forschungsnetzwerk ausdrücklich dafür, dass es uns mit seinem kritischen Engagement die Essenz des IZA noch einmal deutlich vor Augen geführt hat.“
www.sueddeutsche.de/wirtschaft/o...
Institut zur Zukunft der Arbeit: Armin Falk zieht sich zurück
700 Forscher wollten Armin Falkan der Spitze des IZA verhindern - und haben nun Erfolg. Doch die Frage ist: Wie soll es nun weitergehen?
www.sueddeutsche.de
November 20, 2023 at 6:28 PM
Reposted by Sven Otto
Und immer wieder daran erinnern, dass das eine Paper, das Schuldenbremsen weltweit einen wissenschaftlichen Überbau gab, falsch war, weil die Autoren kein Excel konnten. www.spiegel.de/wirtschaft/p...
Panne mit Excel-Tabelle: Rogoff und Reinhart haben sich verrechnet
Die US-Forscher Kenneth Rogoff und Carmen Reinhart lieferten den wissenschaftlichen Überbau für die weltweite Sparpolitik: Bei Staatschuldenquoten von mehr als 90 Prozent leide das Wachstum. Doch di...
www.spiegel.de
November 21, 2023 at 7:19 AM
Reposted by Sven Otto
Riesige Glückwünsche an Claudia Goldin zum diesjährigen Nobelpreis für Wirtschaftswissenschaften! Worum geht es bei ihrer Forschung? Ein paar Eindrücke aus ihrer Forschung zum Arbeitsmarkt (auf deutsch).
October 9, 2023 at 3:31 PM
The classic "Econometric Theory and Methods" by Davidson and MacKinnon is available for free on their website. Still a great resource for learning and teaching econometrics at the graduate level #statsky #econsky

qed.econ.queensu.ca/ETM
October 6, 2023 at 3:24 PM
Great to see so many econtwitter/econsky colleagues out here!!
But where are the econometricians and the good old statstwitter community? Any recommendations on who to follow?
October 6, 2023 at 6:55 AM
I recently experimented with Quarto, the next-gen rmarkdown. It can be used to produce wonderful online lecture sites combining theory with R code.
This is a refresher in matrix algebra for my econometrics students: matrix.svenotto.com
Crash Course in Matrix Algebra
A Refresher on Matrix Algebra for Econometricians with Implementation in R
matrix.svenotto.com
October 6, 2023 at 6:50 AM
Reposted by Sven Otto
📢 We are hiring!
Assistant Professorship (W1) in Econometrics (with Tenure Track)

We are searching for candidates interested in doing methodological research in econometrics and/or statistics.

t.co/DNFDKl9R7U
October 2, 2023 at 5:08 PM
Hi everyone 👋
October 3, 2023 at 10:30 AM