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 0 21 0 3 13 40
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference 0 0 0 2 0 9 26 37
Estimation and Inference in Factor Copula Models with Exogenous Covariates 0 0 0 15 0 1 10 38
Local Gaussian copula inference with structural breaks: testing dependence predictability 0 18 18 18 0 6 6 6
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 42 2 6 23 180
Monitoring Stationarity and Cointegration 0 0 0 64 0 1 6 117
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 0 4 5 10
Practically significant differences between conditional distribution functions 0 0 2 2 0 2 11 11
Quantile Granger Causality in the Presence of Instability 0 0 0 20 0 2 13 37
Quantile Granger Causality in the Presence of Instability 0 0 10 10 1 5 21 21
Reference Class Selection in Similarity-Based Forecasting of Sales Growth 0 0 0 2 0 3 20 33
Semiparametric Distribution Regression with Instruments and Monotonicity 0 0 0 16 1 5 14 30
Total Working Papers 0 18 30 212 4 47 168 560

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 4 21 85
A monitoring procedure for detecting structural breaks in factor copula models 0 0 0 3 2 2 9 17
A new fluctuation test for constant variances with applications to finance 0 0 0 9 0 3 7 83
A new set of improved Value-at-Risk backtests 0 0 0 25 5 9 15 135
A nonparametric test for a constant correlation matrix 0 0 0 6 2 5 11 37
A residual-based multivariate constant correlation test 0 0 0 4 0 3 9 44
A simple and focused backtest of value at risk 0 0 0 26 0 3 6 102
A specification test for dynamic conditional distribution models with function-valued parameters 0 0 0 7 0 1 6 21
Asymptotic properties of endogeneity corrections using nonlinear transformations 0 0 4 5 1 2 14 17
Automated Portfolio Optimization Based on a New Test for Structural Breaks 0 0 1 9 1 4 12 52
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 0 12 1 1 8 62
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 0 0 1 6 1 4 11 25
Consistency of the kernel density estimator: a survey 0 0 0 9 0 1 9 57
Consistent Estimation of Multiple Breakpoints in Dependence Measures 0 0 0 0 0 4 8 10
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 0 11 0 2 8 59
Dating multiple change points in the correlation matrix 0 0 1 13 2 5 22 83
Detecting relevant changes in time series models 0 0 0 7 0 4 9 48
Detecting structural changes in large portfolios 0 0 0 8 0 2 8 39
Endogeneity Corrections in Binary Outcome Models With Nonlinear Transformations: Identification and Inference 0 0 0 0 0 1 6 6
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 2 0 3 11 43
Estimation and inference in factor copula models with exogenous covariates 0 0 1 1 0 3 12 14
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 0 16 2 5 18 79
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 0 0 25 1 2 10 100
Improved GMM estimation of the spatial autoregressive error model 0 0 1 51 0 8 21 151
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 1 6 9
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 23 4 8 14 103
Model and Moment Selection in Factor Copula Models* 0 0 0 1 1 1 10 14
Modeling different kinds of spatial dependence in stock returns 0 1 1 48 0 2 6 182
Monitoring cointegration in systems of cointegrating relationships 0 0 0 0 1 9 9 9
Monitoring multivariate variance changes 0 0 0 10 0 0 3 54
Multiple break detection in the correlation structure of random variables 0 0 0 21 0 2 13 110
New backtests for unconditional coverage of expected shortfall 0 0 0 1 0 1 5 11
Nonparametric tests for constant tail dependence with an application to energy and finance 0 1 2 20 1 9 17 93
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 2 7 18 53
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 0 0 2 34
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 0 1 93 0 1 12 263
Quantile Granger causality in the presence of instability 0 0 0 0 3 10 28 28
Reference class selection in similarity‐based forecasting of corporate sales growth 1 1 2 3 2 5 15 18
Semiparametric distribution regression with instruments and monotonicity 0 0 1 1 0 7 25 27
Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations 1 1 1 1 1 3 6 6
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 0 3 0 4 11 60
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 39 2 4 21 190
TESTING FOR CHANGES IN KENDALL’S TAU 0 1 1 4 2 4 13 39
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models 0 0 0 2 0 3 9 18
Testing for constant correlation of filtered series under structural change 0 0 0 4 0 1 6 21
Testing for relevant dependence change in financial data: a CUSUM copula approach 0 0 0 7 0 1 5 30
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 0 0 17 0 2 8 89
Testing for structural breaks in factor copula models 0 0 1 13 0 2 16 73
Testing the correct specification of a system of spatial dependence models for stock returns 0 0 0 0 0 4 11 16
Truncating the exponential with a uniform distribution 0 0 0 0 0 2 10 14
Unveiling Spatial Dependencies — Investigating the Determinants of Firm Exit in Germany 0 1 1 1 2 4 4 4
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 0 1 4 33
Total Journal Articles 2 6 21 600 39 179 578 2,997

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Statistik bei der Risikobewertung von Bankenportfolios 0 0 0 0 0 1 1 1
Total Chapters 0 0 0 0 0 1 1 1

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Statistics updated 2026-06-04