Karsten Webel
Research Interests
- Index theory
- Machine learning
- Reconciliation methods
- Seasonal adjustment
- Stochastic processes
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Refereed Publications
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Other Working Papers and Publications
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Towards Seasonal Adjustment of Infra-Monthly Time Series with JDemetra+ Smyk A., Webel K.
2022 | Proceedings of the 2022 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 298-319.
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Challenges and Recent Developments in the Seasonal Adjustment of Daily Time Series Webel K.
2020 | Proceedings of the 2020 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1971-1997.
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Time-varying end-of-month effects in German currency in circulation Webel K., Dietrich A.
2019 | Proceedings of the New Techniques and Technologies for Statistics 2019.
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An overall seasonality test based on recursive feature elimination in conditional random forests Webel K., Ollech D.
2018 | Proceedings of the 5th International Conference on Time Series and Forecasting, pp. 20-31.
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Combining seasonality tests: a random forest approach Webel K., Ollech D.
2017 | Proceedings of the New Techniques and Technologies for Statistics 2017.
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Condensing information from multiple seasonality tests with random forests Webel K., Ollech D.
2017 | Proceedings of the 61st ISI World Statistics Congress, forthcoming.
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Assessing the Informational Content of Seasonality Tests by Random Forests of Conditional Inference Trees Ollech D., Webel K.
2017 | Proceedings of the 2017 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1889-1900.
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Time series-dependent selection of an appropriate seasonal adjustment approach Webel K.
2013 | Proceedings of the 59th ISI World Statistics Congress, pp. 2962-2967.
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Data-driven selection criteria for X-13ARIMA-SEATS seasonal adjustment algorithms Webel K.
2013 | Proceedings of the 2013 Joint Statistical Meetings, Business and Economic Statistics Section, pp. 1972-1986.
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Diversify with Care – Even in Private Equity Klier D. O., Welge M. K., Harrigan K. R., Webel K.
2010 | Columbia Business School, Working Paper March 11.
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Books and Book Chapters
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Stochastische Prozesse – Verständliche Einführung für Statistiker und Datenwissenschaftler Webel K., Wied D.
2011 | Gabler, Wiesbaden.
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Presentations
- 2024: 7th International Conference on Establishment Statistics, Glasgow.
- 2020: Joint Statistical Meetings, Virtual Conference.
- 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
- Communications in Statistics – Simulation and Computation
- Economics Letters
- International Journal of Forecasting
- International Review of Economics & Finance
- Journal of Official Statistics
- Physica D (Nonlinear Phenomena)
- Regional Statistics
- Statistical Journal of the IAOS
- Studies in Nonlinear Dynamics & Econometrics
Discussion Papers