Logo Leibniz Universität Hannover
Logo: Institute of Statistics/Leibniz Universität Hannover
Logo Leibniz Universität Hannover
Logo: Institute of Statistics/Leibniz Universität Hannover
  • Zielgruppen
  • Suche
 

M. Sc. Kai Wenger

Curriculum Vitae

Education

  • 2016: M. Sc. Economics and Management (Finance), Leibniz Universität Hannover
  • 2015: B. Sc. Economics and Management (Statistics/Econometrics, Labour Economics, Economic Theory), Leibniz Universität Hannover
  • 2011: Abitur (A-Levels), Gymnasium Raabeschule, Braunschweig

Scientific Activities

  • Since 04/2016: Research Assistant (PhD student) at the Institute of Statistics, Leibniz Universität Hannover
  • 2013-2016: Student assistant at the Institute of Statistics, Leibniz Universität Hannover
  • 2013-2015: Tutor in different courses of the basic studies at the Institute of Statistics and the Institute of Empirical Economics, Leibniz Universität Hannover

Research Interests

  • Time series analysis
  • Long-memory processes
  • Structural change

Publications

Scientific Articles

2019

  • Wenger, K., Leschinski, C.: Fixed-Bandwidth CUSUM Tests Under Long Memory, Econometrics and Statistics (forthcoming)
  • Wenger, K., Leschinski, C. and Sibbertsen, P.: Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments, Advances in Statistical Analysis, 103, 02/2019, 237-256 (link)

2018

  • Wenger, K., Leschinski, C. and Sibbertsen, P.: The Memory of Volatility, Quantitative Finance and Economics, 2(1), 137-159 (link)
  • Wenger, K., Leschinski, C. and Sibbertsen, P.: A Simple Test on Structural Change in Long-Memory Time Series, Economics Letters, 163, 02/2018, 90-94 (link)

 

Software

2019

  • Wenger, K., Becker, J.: memochange: A R package for estimation and tests in persistent time series. (link)

Working Paper

Conferences

  • Fixed-Bandwidth CUSUM Tests Under Long Memory, 5th DAGStat Conference, München (2019)
  • Fixed-Bandwidth CUSUM Tests Under Long Memory, 12th International Conference on Computational and Financial Econometrics, Pisa (2018)
  • Testing for Multiple Structural Breaks under Long Memory, Statistische Woche, Linz (2018)
  • A Fixed-b CUSUM Test for Change-in-Mean under Long Memory, 26th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, Tokio (2018)
  • Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments, Statistische Woche, Rostock (2017)
  • Testing for Structural Change in Long Memory Time Series, Statistische Woche, Augsburg (2016)

Current Teaching

  • Econometrics
  • Recap Exercise on Inductive Statistics
  • Statistics with R
  • Seminar on Statistics
  • Computer exercises to Time Series Anlaysis