Dr. Simone Maxand

Since April 2018, I am working as postdoctoral researcher at the University of Helsinki.

Research interests

  • Identification in structural VAR models
  • Panel unit root tests
  • Asymptotic theory

Teaching

Working paper and projects

  • Identification of independent structural shocks in the presence of multiple Gaussian components, ZfS working paper No. 19
  • Heteroskedasticity-robust unit root testing for trending panels, with H. Herwartz and Y. Walle, cege working paper No. 314
  • Panel unit root tests for heteroskedastic panels, with H. Herwartz, F. Raters and Y. Walle, The Stata Journal (forthcoming)
  • xtpurt - Stata package for heteroskedasticity-robust panel unit root testing, with H. Herwartz, F. Raters and Y. Walle, Link
  • svars - R package for data-driven identification in SVAR models, with A. Lange, B. Dalheimer and H. Herwartz, Development version