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Karsten Webel

Karsten Webel

Research Interests

  • Index theory
  • Machine learning
  • Reconciliation methods
  • Seasonal adjustment
  • Stochastic processes

Refereed Publications

  • Webel, K. (2012), Chaos in German stock returns – New evidence from the 0-1 test, Economics Letters, Vol. 115(3), pp. 487-489.

  • Webel, K. (2012), A short note on the dependence structure of a stochastic process generated by the asymmetric cusp map, Communications in Statistics – Theory and Methods, Vol. 41(2), pp. 357-362.

Other Working Papers and Publications

  • Webel, K. and A. Dietrich (2019), Time-varying end-of-month effects in German currency in circulation, Proceedings of the New Techniques and Technologies for Statistics 2019, forthcoming.

  • Webel, K. and D. Ollech (2017), Condensing information from multiple seasonality tests with random forests, Proceedings of the 61st ISI World Statistics Congress, forthcoming.

  • Webel, K. and D. Ollech (2018), An overall seasonality test based on recursive feature elimination in conditional random forests, Proceedings of the 5th International Conference on Time Series and Forecasting, pp. 20-31.

  • Ollech, D. and K. Webel (2017), Assessing the Informational Content of Seasonality Tests by Random Forests of Conditional Inference Trees, Proceedings of the 2017 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1889-1900.

  • Webel, K. and D. Ollech (2017), Combining seasonality tests: a random forest approach, Proceedings of the New Techniques and Technologies for Statistics 2017, DOI 10.2901/EUROSTAT.C2017.001.

  • Webel, K. (2013), Time series-dependent selection of an appropriate seasonal adjustment approach, Proceedings of the 59th ISI World Statistics Congress, pp. 2962-2967.

  • Webel, K. (2013), Data-driven selection criteria for X-13ARIMA-SEATS seasonal adjustment algorithms, Proceedings of the 2013 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1972-1986.

  • Klier, D. O., M. K. Welge, K. R. Harrigan and K. Webel (2010), Diversify with Care – Even in Private Equity, Columbia Business School, Working Paper March 11.

Books

  • Webel, K. and D. Wied (2016), Stochastische Prozesse – Eine Einführung für Statistiker und Datenwissenschaftler, 2. Auflage, Springer Gabler, Wiesbaden.

  • Webel, K. and D. Wied (2011), Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler, Gabler, Wiesbaden.

  • Webel, K. (2009), Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten, Gabler, Wiesbaden.

Presentations

  • 2019: New Techniques and Technologies for Statistics, Brussels.

  • 2018: 5th International Conference on Time Series and Forecasting, Granada.

  • 2017: Statistical Week, Rostock; 61st ISI World Statistics Congress, Marrakech; New Techniques and Technologies for Statistics, Brussels.

  • 2013: 7th International Conference on Computational and Financial Econometrics, London; 59th ISI World Statistics Congress, Hong Kong; Joint Statistical Meetings, Montréal.

  • 2012: Statistical Week, Vienna.

  • 2010: Statistical Week, Nuremberg; DAGStat, Dortmund.

Refereeing

  • Economics Letters; International Review of Economics & Finance; Physica D (Nonlinear Phenomena); Studies in Nonlinear Dynamics & Econometrics.

Discussion Papers

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