Wiss. Mitarbeiter bei Prof. Dr. Bauer
Academic Education
since 2018 Doctoral Studies in Economic Sciences, Econometrics
2015-2017 Erasmus Mundus Joint Master Degree Programme MathMods - Mathematical Modelling in Engineering at the Universities
2011-2015 Bachelor of Science in Mathematics and Physics at Bielefeld University
Talks
Discrete Choice Modells
In my research, I mainly deal with discrete choice models. This involves modelling the choice probabilities of a finite set of choices. Classical applications include transport mode choice, political choice, or product choice.
In particular, I deal with the composite marginal likelihood (CML) estimation of so-called probit models. In CML estimation, the product of the probabilities of pairs of observations is used instead of the joint probability of all observations for a person. Doing so reduces the necessary computational effort considerably. This comes at the expense of the statistical efficiency of the estimator.
My current focus is on
1. reducing the loss of efficiency by using weighting strategies,
2. making the estimator more robust to misspecification through the usage of weighting strategies, and
3. testing for time dependencies within the model using the gradient contributions of the observation pairs.