Main Research Areas (Statistics)

• Semiparametric regression
• (Multivariate) Distributional Regression
• Quantile and expectile regression
• Mixed model based inference in structured additive regression
• Bayesian regularisation priors
• Boosting semiparametric regression models
• Spatial statistics
• Structured hazard regression and multi-state models

Main Research Areas (Econometrics)

• Applied time series and panel data econometrics
• Modelling macroeconomic uncertainties
• Semiparametric models with functional coefficients
• Forecasting and forecast evaluation
• Financial market econometrics
• Unit root testing in panel data
• Impulse-response analysis