Among many developments in statistical modelling in recent years, non- and semiparametric methods have proved to be a particularly powerful data-analytic tool. Nevertheless, there still exist justified doubts regarding there forecasting performance, for example in the context of financial time...

This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data. Such data play a crucial role in economics. First, as most decisions depend on expectations, these data facilitate a better understanding of economic dynamics. Second, survey data...

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests