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 1 3 21 0 1 7 26
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference 0 0 2 2 0 2 9 9
Estimation and Inference in Factor Copula Models with Exogenous Covariates 0 0 1 15 0 0 1 28
Misspecification Testing in a Class of Conditional Distributional Models 0 0 2 42 0 0 2 157
Monitoring Stationarity and Cointegration 0 1 1 64 0 1 1 111
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 0 0 0 5
Quantile Granger Causality in the Presence of Instability 0 1 19 20 0 3 19 20
Reference Class Selection in Similarity-Based Forecasting of Sales Growth 0 0 0 2 0 0 1 12
Semiparametric Distribution Regression with Instruments and Monotonicity 0 0 0 16 0 0 2 15
Total Working Papers 0 3 28 182 0 7 42 383

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 0 0 63
A monitoring procedure for detecting structural breaks in factor copula models 1 1 1 3 1 1 3 8
A new fluctuation test for constant variances with applications to finance 0 0 0 9 1 4 6 76
A new set of improved Value-at-Risk backtests 0 0 1 24 0 1 5 118
A nonparametric test for a constant correlation matrix 0 0 1 6 0 0 1 26
A residual-based multivariate constant correlation test 0 0 0 4 0 1 2 35
A simple and focused backtest of value at risk 0 0 0 26 1 2 3 96
A specification test for dynamic conditional distribution models with function-valued parameters 0 0 1 7 1 1 2 14
Asymptotic properties of endogeneity corrections using nonlinear transformations 0 1 1 1 1 2 2 2
Automated Portfolio Optimization Based on a New Test for Structural Breaks 0 0 0 8 0 0 0 40
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 1 12 0 0 2 54
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 1 1 1 4 2 2 2 12
Consistency of the kernel density estimator: a survey 0 0 0 9 0 1 2 48
Consistent Estimation of Multiple Breakpoints in Dependence Measures 0 0 0 0 1 2 2 2
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 2 11 0 0 2 51
Dating multiple change points in the correlation matrix 0 0 0 11 0 0 2 60
Detecting relevant changes in time series models 0 0 0 7 0 1 1 38
Detecting structural changes in large portfolios 1 1 1 8 2 2 3 31
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 2 0 0 4 31
Estimation and inference in factor copula models with exogenous covariates 0 0 0 0 0 2 2 2
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 0 16 0 0 0 60
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 0 0 25 1 1 2 90
Improved GMM estimation of the spatial autoregressive error model 0 2 5 50 1 5 9 130
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 0 0 3 3
Misspecification Testing in a Class of Conditional Distributional Models 0 1 2 23 0 1 3 89
Model and Moment Selection in Factor Copula Models* 0 0 0 1 1 1 1 4
Modeling different kinds of spatial dependence in stock returns 1 1 2 47 2 2 4 175
Monitoring multivariate variance changes 0 1 1 10 1 2 3 51
Multiple break detection in the correlation structure of random variables 0 0 0 21 0 0 2 97
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 18 0 0 1 76
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 0 0 0 35
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 2 2 2 32
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 1 1 92 0 2 2 251
Reference class selection in similarity‐based forecasting of corporate sales growth 0 0 1 1 0 0 3 3
Semiparametric distribution regression with instruments and monotonicity 0 0 0 0 0 0 2 2
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 0 3 0 0 0 48
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 38 0 1 4 169
TESTING FOR CHANGES IN KENDALL’S TAU 0 0 0 3 1 1 3 24
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models 0 0 1 2 0 0 2 9
Testing for constant correlation of filtered series under structural change 0 1 1 4 0 1 1 15
Testing for relevant dependence change in financial data: a CUSUM copula approach 0 0 0 6 0 0 2 24
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 0 1 16 0 0 6 80
Testing for structural breaks in factor copula models 0 0 0 12 0 1 9 57
Testing the correct specification of a system of spatial dependence models for stock returns 0 0 0 0 0 2 4 4
Truncating the exponential with a uniform distribution 0 0 0 0 0 0 3 4
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 0 0 0 29
Total Journal Articles 4 11 26 573 19 44 117 2,395

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Statistics updated 2025-03-03