Main Research Areas (Statistics)

  • Semiparametric regression
  • (Multivariate) Distributional Regression
  • Quantile and expectile regression
  • Mixed model based inference in structured additive regression
  • Bayesian regularisation priors
  • Boosting semiparametric regression models
  • Spatial statistics
  • Structured hazard regression and multi-state models

Main Research Areas (Econometrics)

  • Applied time series and panel data econometrics
  • Modelling macroeconomic uncertainties
  • Semiparametric models with functional coefficients
  • Forecasting and forecast evaluation
  • Financial market econometrics
  • Unit root testing in panel data
  • Impulse-response analysis