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 2 4 13 40
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference 0 0 0 2 6 18 27 37
Estimation and Inference in Factor Copula Models with Exogenous Covariates 0 0 0 15 1 3 10 38
Local Gaussian copula inference with structural breaks: testing dependence predictability 7 18 18 18 3 6 6 6
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 42 4 15 21 178
Monitoring Stationarity and Cointegration 0 0 0 64 1 1 6 117
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 4 4 5 10
Practically significant differences between conditional distribution functions 0 0 2 2 1 2 11 11
Quantile Granger Causality in the Presence of Instability 0 0 0 20 2 5 13 37
Quantile Granger Causality in the Presence of Instability 0 1 10 10 3 5 20 20
Reference Class Selection in Similarity-Based Forecasting of Sales Growth 0 0 0 2 2 6 21 33
Semiparametric Distribution Regression with Instruments and Monotonicity 0 0 0 16 4 6 14 29
Total Working Papers 7 19 30 212 33 75 167 556

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 1 5 21 85
A monitoring procedure for detecting structural breaks in factor copula models 0 0 0 3 0 2 7 15
A new fluctuation test for constant variances with applications to finance 0 0 0 9 3 5 7 83
A new set of improved Value-at-Risk backtests 0 0 0 25 3 4 11 130
A nonparametric test for a constant correlation matrix 0 0 0 6 1 3 9 35
A residual-based multivariate constant correlation test 0 0 0 4 3 4 9 44
A simple and focused backtest of value at risk 0 0 0 26 2 3 6 102
A specification test for dynamic conditional distribution models with function-valued parameters 0 0 0 7 1 3 6 21
Asymptotic properties of endogeneity corrections using nonlinear transformations 0 2 4 5 1 4 13 16
Automated Portfolio Optimization Based on a New Test for Structural Breaks 0 0 1 9 3 5 11 51
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 0 12 0 0 7 61
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 0 0 1 6 2 6 11 24
Consistency of the kernel density estimator: a survey 0 0 0 9 1 2 9 57
Consistent Estimation of Multiple Breakpoints in Dependence Measures 0 0 0 0 2 4 8 10
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 0 11 2 4 8 59
Dating multiple change points in the correlation matrix 0 0 1 13 1 5 20 81
Detecting relevant changes in time series models 0 0 0 7 3 4 9 48
Detecting structural changes in large portfolios 0 0 0 8 1 3 8 39
Endogeneity Corrections in Binary Outcome Models With Nonlinear Transformations: Identification and Inference 0 0 0 0 1 2 6 6
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 2 1 3 11 43
Estimation and inference in factor copula models with exogenous covariates 0 0 1 1 2 4 12 14
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 0 16 3 3 17 77
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 0 0 25 1 2 9 99
Improved GMM estimation of the spatial autoregressive error model 0 0 1 51 7 10 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 1 1 6 9
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 23 3 5 10 99
Model and Moment Selection in Factor Copula Models* 0 0 0 1 0 1 9 13
Modeling different kinds of spatial dependence in stock returns 1 1 1 48 2 2 6 182
Monitoring cointegration in systems of cointegrating relationships 0 0 0 0 4 8 8 8
Monitoring multivariate variance changes 0 0 0 10 0 1 3 54
Multiple break detection in the correlation structure of random variables 0 0 0 21 2 3 13 110
New backtests for unconditional coverage of expected shortfall 0 0 0 1 1 2 5 11
Nonparametric tests for constant tail dependence with an application to energy and finance 0 1 2 20 5 8 16 92
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 4 9 16 51
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 0 1 2 34
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 0 1 93 1 3 12 263
Quantile Granger causality in the presence of instability 0 0 0 0 1 13 25 25
Reference class selection in similarity‐based forecasting of corporate sales growth 0 0 1 2 3 3 13 16
Semiparametric distribution regression with instruments and monotonicity 0 0 1 1 1 12 25 27
Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations 0 0 0 0 1 3 5 5
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 0 3 4 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 3 19 188
TESTING FOR CHANGES IN KENDALL’S TAU 1 1 1 4 2 2 12 37
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models 0 0 0 2 3 4 9 18
Testing for constant correlation of filtered series under structural change 0 0 0 4 1 1 6 21
Testing for relevant dependence change in financial data: a CUSUM copula approach 0 0 1 7 0 1 6 30
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 0 0 17 2 4 8 89
Testing for structural breaks in factor copula models 0 0 1 13 1 5 16 73
Testing the correct specification of a system of spatial dependence models for stock returns 0 0 0 0 2 6 12 16
Truncating the exponential with a uniform distribution 0 0 0 0 2 2 10 14
Unveiling Spatial Dependencies — Investigating the Determinants of Firm Exit in Germany 1 1 1 1 1 2 2 2
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 1 2 4 33
Total Journal Articles 3 6 20 598 95 201 545 2,958

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 1 1 1 1
Total Chapters 0 0 0 0 1 1 1 1

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Statistics updated 2026-05-06