Econometrics, Statistics and Empirical Economics

Examples for Topics


  • The Probability of Informed Trading: A measure for informed trading on Bitcoin exchanges?
  • Price Discovery and Learning during the Geman 5G Auctions


  • The Hot Hand Phenomenon in NCAA Basketball: A Logistic Regression Approach

  • Do European macroeconomic drivers help forecasting the Brent crude oil price? – A VAR model approach

  • Inflation Non-Prediction: Chasing the Efficiently Predicting (S)ARIMA Model


  • How to beat the tennis bookmaker market -- Backtesting of a sports betting value strategy

  • Efficiency in the Sport Betting Market and Tennis Match Outcome Prediction

  • An Analysis of the Profitability of Pairs Trading based on the STOXX Europe 600

  • Insights on the Market Microstructure of Bitcoin


  • Reviewing the forward rate unbiasedness hypothesis: An approach based on cointegration regression

  • Stock volatility forecasting using google search queries

  • Google search queries - still useful for prediction?

  • Is Bitcoin a currency or an investment? Analysis of the bid-ask spread


  • Efficient Pricing on Commodity Futures Markets

  • Transaction Costs and Price Impacts in a Pure Limit Order Book Market

  • Tax Incentives for International Profit Shifting within Multinational Groups

2015 / 2014

  • Money Demand Theory in Germany -- A Post-Unification Analysis

  • Determinants of Private Debt -- An Econometric Analysis at the Micro Level

  • Estimating the Effect of Campaign Spending on Election Outcomes in the US House of Representatives 2000 to 2012

2013 / 2012 / 2011

  • Economic returns to schooling in urban China: OLS and the instrumental variables approach -- a 2011 update

  • Is the Oil Market Efficient? -- A Study on the efficiency of the NYMEX crude oil futures market

  • The Impact of Learning HIV Status on Subsequent Behavior

  • Foreign Aid and Economic Growth

  • Religion and Human Capital: Replication and Extension

  • Volatility Prediction -- Using Google's Search Volume Index