My research is in the field of econometrics and statistics and focuses on time series econometrics. A large part of my research deals with the analysis of structural changes in time series data. I work on structural break tests for parametric regression models and for nonparametric measures of dependence of multivariate time series. Furthermore, I study the problem of unit root testing in the presence of nonlinear trends. Another part of my research focuses on functional data analysis and the development of methods for time series of functions. In particular, I am interested in factor models for functional time series and their application to applied econometric problems such as the modeling of yield curves.