معرفی
Karsten Reichold is an Assistant Professor of Econometrics at TU Wien (Vienna University of Technology), affiliated with the Institute of Statistics and Mathematical Methods in Economics within the Faculty of Mathematics and Geoinformation. His work bridges theoretical and applied econometrics with a focus on time series modeling and inference.
His research interests include:
- Econometrics
- Time Series Analysis
- Statistical Learning
- Empirical Macroeconomics
- Forecasting
- Bootstrap Inference
- Cointegration Analysis
His recent publications and software contributions reflect a strong focus on robust inference in cointegrating regressions using self-normalized test statistics and bootstrap methods. His work enables more reliable hypothesis testing in non-stationary economic time series data.
Notable scientific contributions include:
- Development of self-normalized bootstrap inference for cointegrating regressions
- Implementation of Group-Mean Fully Modified OLS for panel cointegrating polynomial regressions
He has advised no publicly listed students and has not received any explicitly mentioned awards. However, his publication in the Journal of Business & Economic Statistics indicates recognition in the field. He actively supports open science by providing ready-to-use MATLAB code on GitHub for reproducible research.
He is involved in research projects related to:
- Bootstrap methodology in econometrics
- Panel cointegration
- Stochastic process modeling
