Research of the Group Econometrics and Statistics
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
Books
"Applied Econometrics with R", New York: Springer, 2008. ISBN: 978-0-387-77316-2. (with Achim Zeileis)
"Statistical Size Distributions in Economics and Actuarial Sciences", Hoboken, NJ: John Wiley, 2003. ISBN: 978-0-471-15064-0. (with Samuel Kotz) [pdf Errata]
"Ranking Income Distributions" (in German), Angewandte Statistik und Ökonometrie Vol. 47, Göttingen: Vandenhoeck & Ruprecht, 2000. ISBN: 3-525-11412-5.
Software
Licensed by CC-BY-SA 4.0
- 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).
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