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
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Winter term 2017/18:
Introduction to Time Series Analysis
Introduction to Time Series Analysis (Practical) -
Previous semester:
Econometrics I
Einführung in die Ökonometrie
Applied Econometrics (Master)
Multivariate Time Series Analysis
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