Master Theses [Statistics]

Master theses in statistics focus on the behavior of inferential procedures for time series and panel data models, and on financial forecasting. Even for theoretical work, programming (using R) is unavoidable.

If you are interested in writing a thesis in statistics, please send an e-mail to Prof. Demetrescu with the following information:

  • Your name and matriculation number Your specializations (AEM courses taken previously and/or currently) or a current transcript
  • Your interest and, if possible, a first idea of a topic
  • Your preferred starting date


Please always use your stu-account for communication

It is strongly advised that you have taken a seminar in Statistics or Econometrics


Selected previous topics:

  • An IVX Approach To Panel Unit Roots Testing
  • Panel Tests of Stock Return Predictability
  • A comparison of different covariance matrix estimators with application to portfolio management
  • A comparison of alternative MIDAS models