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Sven Otto

Research focuses

Time Series, Functional Data, Factor Models, Structural Breaks and Econometric Theory

Curriculum vitae

  • Since 2023 Assistant Professor of Econometrics, University of Cologne
  • 2022-2023 Research Assistant, Mathematical Institute, University of Düsseldorf
  • 2022 Stand-in Professor, University of Cologne
  • 2019–2022 Research Assistant, Department of Economics, University of Bonn
  • 2014–2019 Research Assistant, WiSo-Faculty, University of Cologne
  • 2019 Dr. rer. pol., University of Cologne
  • 2014 MSc in Economics, University of Bonn
  • 2012 BSc in Mathematics and Economics, University of Bonn

Selected publications

  • Otto, S. (2021). Unit Root Testing with Slowly Varying Trends. Journal of Time Series Analysis. 42(1), 85-106.
  • Stark, F. and Otto, S. (2022). Testing and Dating Structural Changes in Copula-based Dependence Measures. Journal of Applied Statistics. 49(5), 1121–1139.
  • Otto, S. and Breitung, J. (2022). Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data. Forthcoming in: Econometric Theory.