Вы находитесь на странице: 1из 3

Stefan Hubner, Warandelaan 2, 5037 AB Tilburg, The Netherlands

+31 (614) 969 337 | s.hubner@tilburguniversity.edu | www.hubner.info

Curriculum Vit

Last updated on January 13, 2016

Personal
Date of Birth

14th of June, 1985 in Bruck/Mur

Citizenship

Austrian

Military Service

2004/09 2005/05

Languages

German (native), English (fluent), Dutch (intermediate, NT2)

Higher Education and Studies


Tilburg University, CentER for Economic Research, The Netherlands
since 2012/09
Ph.D. Candidate in Econometrics
Field: Microeconometrics, Advisor: Arthur van Soest
2010/08 2012/08

Research Master (M.Sc.) in Economics, Major: Econometrics, With Distinction

Boston College, Department of Economics, United States of America


Vienna University of Economics and Business, Austria
2008/03 2010/06
Bachelor (B.Sc.) in Economics, Main Course, Ranked 5th of 1,547 students
Thesis: Exchange Rate Volatility and its Impact on International Trade
2006/09 2008/02

Preliminary Diploma from Johannes Kepler University Linz

Higher Level Secondary Technical College Leonding, Austria


1999/09 2004/06
Specialization in Computer Science and Software Engineering
Thesis: A Self-Learning Bayesian Text-Classification Algorithm

Research Interests
Applied Microeconometrics, Consumer Demand Estimation, Nonparametric Identification, Unobserved
Heterogeneity, Quantile Regression

Job-market paper
Nonparametric Identification and Estimation of the Sharing Rule in Collective Models with Unobserved
Heterogeneity

Teaching Experience
Tilburg University, Department of Econometrics and Operations Research
2015/2016
35B111, Introduction Econometrics
350912, Statistics 2
2014/2015

35B111, Introduction Econometrics


350912, Statistics 2
350931, Statistics for Premaster

2013/2014

35B113, Introduction Analysis & Probability Theory


35B111, Introduction Econometrics

2012/2013

35B111, Introduction Econometrics


350011, Statistics 1

Vienna University of Economics and Business, Department of Mathematics and Statistics


2009/2010
Econometrics I

Seminars and Conference Contributions


Tilburg University: Faculty Seminar (2015, scheduled), Royal Economic Society PhD Meeting - London
(2016), Econometric Society European Winter Meeting - Milan (2015), Simposio de la Asociacion Espanola de Economia - Girona (2015), Tilburg University: Structural Econometric Group (2015), Oxford
University Economics Seminar (2015), Econometric Society World Congress - Montreal (2015), Boston
College Empirical Microeconomics Seminar (2015), Tilburg University: GSS Seminar (2014), Advances in
Family Economics and Applications to Developing Countries - Paris (2013), Tilburg University: Brownbag
Seminar (2013)

Awards and Scholarships


2015
2011
2010
2009
2008
2008-2011

CentER Overseas Research Grant


Talenta, WU Best Paper Award for Bachelor Thesis on Exchange Rate Volatility
Julius-Raab International Scholarship, Austrian Chamber of Commerce
Merit Scholarship for Excellent Performance, Vienna University of Economics and Business
Julius-Raab-Scholarship, Austrian Chamber of Commerce
Scholarship from the Austrian Ministry of Science, Selbsterhalterstipendium

Professional Experience
Raiffeisen Bank International
2008/11 2010/03
Student Trainee at the Economic Research Department
Fixed Income and Currency Research
Kommunalkredit Austria
2008/07 2008/10
Intern, Treasury
Funding and Liquidity Management
RACON Software
2005/06 2008/06

Senior Software Developer


Design and development of front-office banking applications

2003/08

Intern, Software Development

2002/08

Intern, Database Modelling

Computer Literacy
Programming:
Scientific:
GitHub:
Repositories:
Contributions:

ANSI C, C++, C#.NET, Python, Haskell (among others)


R, Ox, Matlab, Gnu Scientific Library, EViews, Stata, Mathematica, LaTEX
Python Econometrics library: etrics, Haskell/Java teachingtools application
Python package statsmodels, Haskell package statistics

Courses
London School of Economics and Political Science, United Kingdom
2009/07
Summer Course: Options, Futures and other Financial Derivatives

References
Arthur van Soest
Tilburg University
+31 (13) 466 2028
a.h.o.vansoest@tilburguniversity.edu

Pavel ek
Tilburg University
+31 (13) 466 8723
p.cizek@tilburguniversity.edu

Arthur Lewbel
Boston College
+1 (617) 552 3678
lewbel@bc.edu

Stefan Hoderlein
Boston College
+1 (617) 552 6042
stefan.hoderlein@bc.edu

Academic Work
Nonparametric Identification and Estimation of the Sharing Rule in Collective Models with Unobserved Heterogeneity
Abstract
This paper considers identification and estimation of structural components of the collective household consumption model. Particular attention is given to non-separable unobserved heterogeneity in
the reduced form demands that arises from the underlying aggregate decision process. Necessary
and sufficient conditions about the models primitives are derived that ensure nonparametric pointidentification of the sharing rule, a central component of the collective model that determines the
allocation of wealth among household members. A crucial condition is the existence of information on
intra-household allocation in the considered data-set. For such data-sets a nonparametric estimation
procedure is developed and its asymptotic properties are derived. To study the finite sample behaviour
of the estimator we conduct a Monte-Carlo experiment before we conclude the paper by estimating a
collective labour supply model using the Dutch LISS panel.
JEL codes: D12, D14, C14, C31 Keywords: Collective model, nonseparable unobserved heterogeneity,
nonparametric identification, nonparametric estimation, quantile regression

The Collective Axiom of Revealed Preference in a Heterogeneous Population


with Stefan Hoderlein
Abstract
The collective household model assumes individual rationality and Pareto efficient intra-household
bargaining. This imposes a set of restrictions on demand movements if the budget situation changes,
which is known as the Collective Axiom of Revealed Preference (CARP). In this paper we investigate the
proportion of households that violate this condition in a heterogeneous population. Our analysis does
not require cross-sectional price-variation, but rather a population which is observed in different price
regimes. For a given budget we characterize the possible consumption choices of every household by
a partition of the budget constraint resulting from intersections with other budget constraints. Choice
behaviour can then be characterized by a discrete path of these consumption choices for each member
along budget sets. Intuitively as one moves along these budgets, a large enough proportion of the
population should follow a path that is consistent with the axiom. Such a discrete characterization
allows us to to non-parametrically test the restrictions of the collective axiom without having to impose
any restrictions on the functional forms of the models primitives nor the distribution or dimensionality
of unobserved heterogeneity.
JEL codes: C14, D11, D12, D13 Keywords: Collective model, Collective Axiom of Revealed Preference,
Stochastic preferences, Partial Identification

Asymmetric Nonlinear Smooth Transition Generalized Autoregressive Conditional Quantile Models


with Pavel ek
Abstract
Financial time series often exhibit asymmetric dynamic behaviour with respect to past shocks not
only in their conditional means but also in their conditional scales. This paper focuses on the latter,
in particular if the main interest is not in the scale itself but rather in the conditional quantile. We
propose a general autoregressive conditional quantile model that allows for asymmetric behaviour and
is robust to distributional assumptions. Our model can be viewed as an extension of the CAViaR model
in which we allow for two parameter regimes. We consider both a threshold and a smooth transition
version by using a parametrized transition function with a location and a scale parameter. We propose
an estimation procedure employing a sieve estimator approximating conditional scales in a first stage
using composite quantile regression, which are then used in the generalized autoregressive conditional
quantile estimation in the second stage. We show that our estimator is consistent and asymptotically
normal. Our simulations and empirical study indicate that prediction errors can be improved over a
standard smooth transition GARCH model.
JEL Codes: C13, C15, C22, C53 Keywords: CAViAR, Conditional Quantile, GARCH, Regime Switching, Smooth Transition, Composite Quantile Regression