Some Current Projects
- Computational aspects of count data regression
- Size distributions and the moment problem
- Inequality measurement and top incomes
- Evaluation of nonstandard distributions in time series econometrics
Journals and edited volumes
- "Structural change in (economic) time series", in S.C. Müller, P.J. Plath, G. Radons and A. Fuchs (eds.): Complexity and Synergetics, Cham: Springer, 2018, 275-286. [doi] [Working Paper]
- "Visualizing count data regressions using rootograms", The American Statistician, 2016, 70(3), 296-303. (with Achim Zeileis) [doi] [Working Paper]
- "The generalized lognormal distribution and the Stieltjes moment problem", Journal of Theoretical Probability, 2014, 27(4), 1167-1177. [doi] [Working Paper]
- "Income and wealth distributions", in Claudio Cioffi-Revilla (ed.): Power Laws in the Social Sciences, forthcoming. (with Samuel Kotz)
- "On moment indeterminacy of the Benini income distribution", Statistical Papers, 2013, 54(4), 1121-1130. [doi] [Working Paper]
- "Reproducible econometric simulations", Journal of Econometric Methods, 2 (1), 89-99, 2013. (with Achim Zeileis) [doi] [Working Paper]
- "Multivariate distributions and the moment problem", Journal of Multivariate Analysis, 113, 7-18, 2013. (with Jordan Stoyanov) [doi]
- "The Grunfeld data at 50", German Economic Review, 11 (4), 404-417, 2010. (with Achim Zeileis) [doi] [Working Paper and Supplements]
- "Approximate replication of high-breakdown robust regression techniques", Journal of Economic and Social Measurement, 34, 191-203, 2009. (with Achim Zeileis) [doi]
- "Regression models for count data in R", Journal of Statistical Software, 27 (8), 1-25, 2008. (with Achim Zeileis and Simon Jackman) [http]
- "A guide to the Dagum distributions", in Duangkamon Chotikapanich (ed.): Modelling Income Distributions and Lorenz Curves: Essays in Memory of Camilo Dagum. Berlin - New York: Springer, 2008, 97-119. [doi] [Working Paper]
- "The Lorenz curve in economics and econometrics", in Gianni Betti und Achille Lemmi (eds.): Advances on Income Inequality and Concentration Measures. Collected Papers in Memory of Corrado Gini and Max O. Lorenz. London: Routledge, 2008, 225-242. [Working Paper]
- "Bequests, taxation and the distribution of wealth in a general equilibrium model", Journal of Public Economics, 91, 1247-1271, 2007. (with Martin Bossmann and Klaus Wälde) [doi] [Working Paper]
- "Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances", The Econometrics Journal, 8, 406-417, 2005. (with Walter Krämer) [doi]
- "Validating multiple structural change models - A case study", Journal of Applied Econometrics, 20, 485-490, 2005. (with Achim Zeileis) [doi] [pdf of extended version]
- "Monitoring structural change in dynamic econometric models", Journal of Applied Econometrics, 20, 99-121, 2005. (with Achim Zeileis, Friedrich Leisch, Kurt Hornik) [doi]
- "Lorenz ordering of order statistics from log-logistic and related distributions", Journal of Statistical Planning and Inference, 120, 13-19, 2004. [doi]
- "Efficiency, equity, and generalized Lorenz dominance", Estadística (Journal of the Inter-American Statistical Institute), 55 (Special Issue on Income Distribution, Inequality and Poverty), 173-186, 2003. (with Walter Krämer) [Working Paper]
- "Testing and dating of structural changes in practice", Computational Statistics & Data Analysis, 44, 109-123, 2003. (with Achim Zeileis, Walter Krämer, Kurt Hornik) [doi]
- "Variability ordering of heavy-tailed distributions with applications to order statistics", Statistics & Probability Letters, 58, 381-388, 2002. [doi]
- "A characterization of income distributions in terms of generalized Gini coefficients", Social Choice and Welfare, 19, 789-794, 2002. (with Samuel Kotz) [doi]
- "A determinantal inequality", Econometric Theory, 18, Problems and Solutions, 542-543, 2002. [doi]
- "strucchange: An R package for testing for structural change in linear regression models", Journal of Statistical Software, 7 (2), 1-38, 2002. (with Achim Zeileis, Friedrich Leisch, Kurt Hornik) [http]
- "Long memory vs. structural change in financial time series", Allgemeines Statistisches Archiv (Journal of the German Statistical Society), 86, 83-96, 2002. (with Walter Krämer and Philipp Sibbertsen)
- "Finite sample efficiency of OLS in linear regression models with long-memory disturbances", Economics Letters, 72, 131-136, 2001. [doi]
- "Central limit theorem for squared MA(∞) processes", Econometric Theory, 16, Problems and Solutions, 1044, 2000. [doi]
- "A simple distribution without any moments", The Mathematical Scientist, 25, 59-60, 2000.
- "On the Lorenz order within parametric families of income distributions", Sankhya: The Indian Journal of Statistics, Series B, 61, 514-517, 1999. [http]
- "Heteroskedastic fixed effects models", Econometric Theory, 13, Problems and Solutions, 891-893, 1997. [doi]
- "The existence of population inequality measures", Economics Letters, 57, 39-44, 1997. [doi]
Corrigendum: Economics Letters, 71, 429, 2001.
- "Dagum vs. Singh-Maddala income distributions", Economics Letters, 53, 265-268, 1996. [doi]
Occasionally, I am also involved in software development.
I am a coauthor of the following R packages:
- A new project: package "countreg" aims at providing tools for count data regression. This is still under development, hence not yet available via CRAN. The package contains, among other things, the fitting functions for hurdle and zero-inflation models that have been available via the "pscl" package before. Current (installable!) versions are available from the R-Forge development server at R-Forge.R-project.org/projects/countreg/.
- "AER: Applied Econometrics with R" Functions, data sets, examples and vignettes for the book Applied Econometrics with R, Springer 2008 (with Achim Zeileis).
Available at CRAN.R-project.org/package=AER (first release: 2008-05-28).
- "strucchange: An R package for testing, dating and monitoring of structural change in linear regression relationships" (with Achim Zeileis, Friedrich Leisch, Kurt Hornik).
Available at CRAN.R-project.org/package=strucchange (first release: 2001-05-17).