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"An excellent research environment that helped me gaining a new perspective on topics at the frontier of economic thought, by optimally combining theoretical background and applications." Alessandra Donini, CDSE

Michael Vogt

Cohort:
2007
Center:
Economics
Thesis Title:
Essays in Nonparametric Econometrics
Current Position:
Assistant Professor, University of Konstanz
First Placement:
Postdoc, University of Cambridge


Publications

2016
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
In:
Journal of Applied Econometrics (Vol. 31, Issue 1)
Pages:
192-213
Authors: Linton, O. / Körber, L. / Vogt, M.

2015
Discussion on the Paper "Large Covariance Estimation by Thresholding Principal Orthogonal Components" by Jianqing Fan, Yuan Liao and Martina Mincheva
In:
Journal of the Royal Statistical Society: Series B (Vol. 75)
Pages:
666-668
Authors: Linton, O. / Vogt, M.

2015
Specification and Structural Break Tests for Additive Models with Applications to Realized Variance Data
In:
Journal of Econometrics (Vol. 188)
Pages:
196-218
Authors: Fengler, M. R. / Mammen, E. / Vogt, M.

2015
A Semiparametric Model for Heterogeneous Panel Data with Fixed Effects
In:
Journal of Econometrics (Vol. 188, Issue 2)
Pages:
327-345
Authors: Linton, O. / Körber, L. / Vogt, M.

2015
Testing for Structural Change in Time-Varying Nonparametric Regression Models
In:
Econometric Theory (Vol. 31)
Pages:
811-859
Authors: Vogt, M.

2015
Detecting Gradual Changes in Locally Stationary Processes
In:
Annals of Statistics (Vol. 43, Issue 2)
Pages:
713-740
Authors: Dette, H. / Vogt, M.

2014
In:
Biometrika (Vol. 101, Issue 1)
Pages:
121-140
Authors: Linton, O. / Vogt, M.

2012
In:
Annals of Statistics (Vol. 40, Issue 5)
Pages:
2601-2633
Authors: Vogt, M.

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