Washington University in St. Louis
Department of Economics
Campus Box 1208
St. Louis MO 63130-4899
Statistics; Econometric Methodology; Time-Series Econometrics
- "On Studentizing a Test for Structural Change", (with W. Krämer), Economics Letters, Vol. 20, No.4, 1986, pp.341-344.
- "Mean Adjustment and the CUSUM Test" (with W. Kraemer), Economics Letters, Vol. 25, 1987, pp. 255-258.
- "Testing for Structural Change in Dynamic Models" (with W. Krämer and R. Alt), Econometrica, Vol. 56, No.6, 1988, pp. 1355-1369.
- "A New Test for Structural Stability in the Linear Regression Model" (with W. Kraemer and K. Kontrus), Journal of Econometrics, vol. 40, 1989, pp. 307-318.
- "A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables" (with W. Krämer and R. Alt), Empirical Economics, Vol 14, 1989, pp. 65-75.
Since he received his Ph.D. degree in applied mathematics at Vienna University of Technology in 1981 and his Habilitation in Econometrics there in 1993, he has been affiliated with Vienna University of Technology (Austria), the University of St. Andrew (Scotland) and the University of Rochester. He was tenured in 1993 (Vienna University of Technology) and promoted to full in 1995 (University of St. Andrews). His research focus is in the areas of statistics, econometric methodology and time-series econometrics.