2 citations · 2 across the 1 of their papers we have counts for
3 papers
econ.EM2025
Functional Factor Regression with an Application to Electricity Price Curve Modeling
Sven Otto, Luis Winter
We propose a function-on-function linear regression model for time-dependent curve data that is consistently estimated by imposing factor structures on the regressors. An integral…
econ.EM2020★ 2 cited
Testing and Dating Structural Changes in Copula-based Dependence Measures
Florian Stark, Sven Otto
This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for consta…
econ.EM2020
Unit Root Testing with Slowly Varying Trends
Sven Otto
A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks…