My name is Christian Leschinski and I am a data scientist at SPRING Media, where I mostly work on use cases in programmatic advertising. Before that I was an assistant professor at the University of Hannover in Germany, where I spent my time with time series econometrics – especially with long memory and structural change models.

I love to learn new things and I love to share what I learn. At firstdifferences I write about things that I came across and want to share.

If you agree or disagree with the views expressed here, or if you feel the need to comment in any other way, feel free to get in touch.

Here you can find me on LinkedIn, Twitter and Facebook.


Working Papers

R Packages

  • Leschinski, C. (2017): MonteCarlo – R package for simulation studies.
  • Leschinski, C. (2019): LongMemoryTS – a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems. Available on CRAN.