Access Statistics for Dominik Wied

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 1 21 2 2 4 29
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference 0 0 0 2 2 4 8 15
Estimation and Inference in Factor Copula Models with Exogenous Covariates 0 0 0 15 1 2 2 30
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 42 3 3 5 162
Monitoring Stationarity and Cointegration 0 0 1 64 0 1 3 113
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 0 0 0 5
Practically significant differences between conditional distribution functions 0 0 2 2 1 1 4 4
Quantile Granger Causality in the Presence of Instability 0 9 9 9 3 9 9 9
Quantile Granger Causality in the Presence of Instability 0 0 1 20 0 3 10 27
Reference Class Selection in Similarity-Based Forecasting of Sales Growth 0 0 0 2 1 6 7 19
Semiparametric Distribution Regression with Instruments and Monotonicity 0 0 0 16 1 1 2 17
Total Working Papers 0 9 14 193 14 32 54 430

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution 0 0 0 7 0 1 2 65
A monitoring procedure for detecting structural breaks in factor copula models 0 0 1 3 0 1 4 11
A new fluctuation test for constant variances with applications to finance 0 0 0 9 1 1 5 77
A new set of improved Value-at-Risk backtests 0 0 1 25 0 0 4 121
A nonparametric test for a constant correlation matrix 0 0 0 6 1 2 3 29
A residual-based multivariate constant correlation test 0 0 0 4 0 2 3 37
A simple and focused backtest of value at risk 0 0 0 26 0 0 2 96
A specification test for dynamic conditional distribution models with function-valued parameters 0 0 0 7 0 0 3 16
Asymptotic properties of endogeneity corrections using nonlinear transformations 1 1 3 3 3 3 7 7
Automated Portfolio Optimization Based on a New Test for Structural Breaks 0 1 1 9 0 1 1 41
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 0 12 2 2 3 57
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 0 1 3 6 0 2 6 16
Consistency of the kernel density estimator: a survey 0 0 0 9 0 0 1 48
Consistent Estimation of Multiple Breakpoints in Dependence Measures 0 0 0 0 1 2 5 5
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 0 11 1 2 2 53
Dating multiple change points in the correlation matrix 0 0 2 13 3 5 7 67
Detecting relevant changes in time series models 0 0 0 7 1 1 3 40
Detecting structural changes in large portfolios 0 0 1 8 1 1 3 32
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 2 3 4 6 37
Estimation and inference in factor copula models with exogenous covariates 0 0 1 1 0 1 4 4
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 0 16 2 8 9 69
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 0 0 25 4 5 6 95
Improved GMM estimation of the spatial autoregressive error model 0 1 3 51 0 1 8 133
J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition) 0 0 0 10 0 0 0 27
Left-truncated health insurance claims data: theoretical review and empirical application 0 0 0 0 2 3 4 7
Misspecification Testing in a Class of Conditional Distributional Models 0 0 1 23 1 1 3 91
Model and Moment Selection in Factor Copula Models* 0 0 0 1 2 4 5 8
Modeling different kinds of spatial dependence in stock returns 0 0 1 47 1 1 4 177
Monitoring multivariate variance changes 0 0 1 10 0 0 2 51
Multiple break detection in the correlation structure of random variables 0 0 0 21 3 4 5 102
New backtests for unconditional coverage of expected shortfall 0 0 1 1 0 1 7 7
Nonparametric tests for constant tail dependence with an application to energy and finance 0 1 1 19 1 2 4 80
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 1 1 1 36
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 0 0 2 32
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 1 2 93 4 5 7 256
Quantile Granger causality in the presence of instability 0 0 0 0 1 2 2 2
Reference class selection in similarity‐based forecasting of corporate sales growth 0 1 1 2 1 4 4 7
Semiparametric distribution regression with instruments and monotonicity 0 0 1 1 2 2 3 5
Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations 0 0 0 0 0 0 0 0
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 0 3 0 1 3 51
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 1 1 1 39 3 4 6 174
TESTING FOR CHANGES IN KENDALL’S TAU 0 0 0 3 2 2 6 29
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models 0 0 0 2 0 1 1 10
Testing for constant correlation of filtered series under structural change 0 0 1 4 0 0 1 15
Testing for relevant dependence change in financial data: a CUSUM copula approach 0 0 1 7 0 0 1 25
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 0 1 17 0 3 4 84
Testing for structural breaks in factor copula models 0 0 0 12 1 3 9 65
Testing the correct specification of a system of spatial dependence models for stock returns 0 0 0 0 3 3 6 8
Truncating the exponential with a uniform distribution 0 0 0 0 1 3 3 7
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 0 0 0 29
Total Journal Articles 2 8 29 591 52 95 190 2,541

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Statistics updated 2025-12-06