David Preinerstorfer

Welcome! I am Assistant Professor (Premier Assistant) at the Université libre de Bruxelles, Fellow at the European Center for Advanced Research in Economics and Statistics, and Member of the ULB Mathematical Statistics Group.

You can find my contact details and information concerning my teaching and publications below.

Please refer to my CV for additional details.


Mail:50 Ave. F.D. Roosevelt CP 114/04, 1050 - Brussels, Belgium
Office:ULB, Campus du Solbosch, R42.5.223
E-Mail:david.preinerstorfer(at)ulb.ac.be
Phone:+32 2 650 3366

Teaching 2018-2019:

I am teaching the courses Introduction to Econometrics (STATS-301), Graduate Econometrics I (ECONS-428) and Graduate Econometrics III (ECONS-521).

Detailed information can be found in the ULB course catalogue (course descriptions), GeHol (dates and location), and Université virtuelle (course material; 
Problem set 1 for ECONS-428).

Submitted Papers:

Functional Sequential Treatment Allocation. [arXiv version]
(with Anders Bredahl Kock and Bezirgen Veliyev)
How to Avoid the Zero-Power Trap in Testing for Correlation. [arXiv version]

Publications:

Uniformly Valid Confidence Intervals Post-Model-Selection. [arXiv version] [pdf]
Annals of Statistics, forthcoming (with François Bachoc and Lukas Steinberger) 
Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests,
with an Application to Trend Testing.
[arXiv version]
Electronic Journal of Statistics, forthcoming (with Benedikt M. Pötscher)
Power in High-Dimensional Testing Problems [arXiv version] [pdf]
Econometrica, (2019), 87 (3), 1055--1069.  (with Anders Bredahl Kock)
Controlling the Size of Autocorrelation Robust Tests. [arXiv version] [pdf]
Journal of Econometrics, (2018), 207 (2), 406--431. (with Benedikt M. Pötscher)
Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators. [arXiv version]
Electronic Journal of Statistics, 
(2017), 11, 2097--2167.
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix. [arXiv version]
Econometric Theory, 
(2017), 33, 1--68. (with Benedikt M. Pötscher)
On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests. [arXiv version]
Econometric Theory,
(2016), 32, 261--358. (with Benedikt M. Pötscher)
Non-monotonic Penalizing for the Number of Structural Breaks.
Computational Statistics
, (2013), 28, 2585--2598. (with Erhard Reschenhofer and Lukas Steinberger)
Parameter Recovery and Model Selection in Mixed Rasch Models.
British Journal of Mathematical and Statistical Psychology
, (2012), 65, 251--262. (with Anton K. Formann)

Software:

acrt: Autocorrelation robust testing. [manual]
mRm: An R package for conditional maximum likelihood estimation in mixed Rasch models. [manual]

© 2019 David Preinerstorfer