Lennart Oelschläger publishes an R package for the Bayesian estimation of mixed multinomial choice models: RprobitB.
Rainer Buschmeier and Dietmar Bauer publish an article in the journal "Entropy": Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method (Access via Journal Webpage).
Jointly with Prof. Martin Wagner (Uni Klagenfurt) a project proposal with the title "GLASS - The Global Augmented State Space Error Correction Model: Structure Theory, Estimation and Inference" is submitted to the DFG and the FWF.
Lennart Oelschläger presents research results at the Annual Meeting of the TRB in virtual Washington.
Patrick de Matos Ribeiro and Lukas Matuschek successfully defend their dissertations at the TU Dortmund.
D. Bauer publishes a paper in the journal Econometrics: A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing (joint work with L. Matuschek, P. Ribeiro and M. Wagner).
A contribution of L. Oelschläger and D. Bauer is accepted for the Annual Meeting of the Transportation Research Board in January 2021: Bayes Estimation of Latent Class Mixed Multinomial Probit Models.
Y. Li and D. Bauer publish a paper in the journal Econometrics: Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size.