111 citations · 130 across the 9 of their papers we have counts for
14 papers
Combining Concurrent and Historical Functional Linear Regression
Alois Kneip, Dominik Liebl, Sven Otto
We study a function-on-function linear regression model in which the response at time depends on both the past trajectory of a predictor and its concurrent value. The model com…
Making Event Study Plots Honest: A Functional Data Approach to Causal Inference
Chencheng Fang, Dominik Liebl
Event study plots are the centerpiece of Difference-in-Differences (DiD) analysis, but current plotting methods cannot provide honest causal inference when the parallel trends and/…
Testing the Missing Completely at Random Assumption for Functional Data
Maximilian Ofner, Siegfried Hörmann, David Kraus +1
We consider functional data which have only been observed on a subset of their domain. This paper aims to develop statistical tests to determine whether the function and the domain…
A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters
Oualid Bada, Alois Kneip, Dominik Liebl +3
While a substantial literature on structural break change point analysis exists for univariate time series, research on large panel data models has not been as extensive. In this p…
Fast and Fair Simultaneous Confidence Bands for Functional Parameters
Dominik Liebl, Matthew Reimherr
Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still…
Super-Consistent Estimation of Points of Impact in Nonparametric Regression with Functional Predictors
Dominik Poß, Dominik Liebl, Alois Kneip +3
Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of th…
Partially Observed Functional Data: The Case of Systematically Missing Parts
Dominik Liebl, Stefan Rameseder
New estimators for the mean and the covariance function for partially observed functional data are proposed using a detour via the fundamental theorem of calculus. The new estimato…
Nonparametric Testing for Differences in Electricity Prices: The Case of the Fukushima Nuclear Accident
Dominik Liebl
This work is motivated by the problem of testing for differences in the mean electricity prices before and after Germany's abrupt nuclear phaseout after the nuclear disaster in Fuk…
On the Optimal Reconstruction of Partially Observed Functional Data
Alois Kneip, Dominik Liebl
We propose a new reconstruction operator that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of func…
Parameter Regimes in Partial Functional Panel Regression
Dominik Liebl, Fabian Walders
A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to b…
Improving Estimation in Functional Linear Regression with Points of Impact: Insights into Google AdWords
Dominik Liebl, Stefan Rameseder, Christoph Rust
The functional linear regression model with points of impact is a recent augmentation of the classical functional linear model with many practically important applications. In this…
Inference for Sparse and Dense Functional Data with Covariate Adjustments
Dominik Liebl
We consider inference for the mean and covariance functions of covariate adjusted functional data using Local Linear Kernel (LLK) estimators. By means of a double asymptotic, we di…
The R-package phtt: Panel Data Analysis with Heterogeneous Time Trends
Oualid Bada, Dominik Liebl
The R-package phtt provides estimation procedures for panel data with large dimensions n, T, and general forms of unobservable heterogeneous effects. Particularly, the estimation p…
Modeling and forecasting electricity spot prices: A functional data perspective
Dominik Liebl
Classical time series models have serious difficulties in modeling and forecasting the enormous fluctuations of electricity spot prices. Markov regime switch models belong to the m…