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 5 9 10 36
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference 0 0 0 2 3 6 10 19
Estimation and Inference in Factor Copula Models with Exogenous Covariates 0 0 0 15 2 6 7 35
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 42 1 4 6 163
Monitoring Stationarity and Cointegration 0 0 0 64 3 3 5 116
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 1 1 1 6
Practically significant differences between conditional distribution functions 0 0 2 2 2 6 9 9
Quantile Granger Causality in the Presence of Instability 0 0 0 20 3 5 12 32
Quantile Granger Causality in the Presence of Instability 0 0 9 9 6 9 15 15
Reference Class Selection in Similarity-Based Forecasting of Sales Growth 0 0 0 2 5 9 15 27
Semiparametric Distribution Regression with Instruments and Monotonicity 0 0 0 16 6 7 8 23
Total Working Papers 0 0 11 193 37 65 98 481

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 15 15 17 80
A monitoring procedure for detecting structural breaks in factor copula models 0 0 1 3 2 2 6 13
A new fluctuation test for constant variances with applications to finance 0 0 0 9 1 2 3 78
A new set of improved Value-at-Risk backtests 0 0 1 25 2 5 8 126
A nonparametric test for a constant correlation matrix 0 0 0 6 2 4 6 32
A residual-based multivariate constant correlation test 0 0 0 4 3 3 5 40
A simple and focused backtest of value at risk 0 0 0 26 3 3 4 99
A specification test for dynamic conditional distribution models with function-valued parameters 0 0 0 7 1 2 5 18
Asymptotic properties of endogeneity corrections using nonlinear transformations 0 1 2 3 2 8 11 12
Automated Portfolio Optimization Based on a New Test for Structural Breaks 0 0 1 9 3 5 6 46
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 0 12 2 6 7 61
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 0 0 3 6 2 2 8 18
Consistency of the kernel density estimator: a survey 0 0 0 9 3 7 7 55
Consistent Estimation of Multiple Breakpoints in Dependence Measures 0 0 0 0 1 2 5 6
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 0 11 2 3 4 55
Dating multiple change points in the correlation matrix 0 0 2 13 4 12 16 76
Detecting relevant changes in time series models 0 0 0 7 4 5 6 44
Detecting structural changes in large portfolios 0 0 1 8 2 5 7 36
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 2 2 6 9 40
Estimation and inference in factor copula models with exogenous covariates 0 0 1 1 5 6 8 10
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 0 16 5 7 14 74
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 0 0 25 1 6 8 97
Improved GMM estimation of the spatial autoregressive error model 0 0 1 51 6 8 12 141
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 3 5 8
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 23 1 4 5 94
Model and Moment Selection in Factor Copula Models* 0 0 0 1 4 6 9 12
Modeling different kinds of spatial dependence in stock returns 0 0 1 47 3 4 7 180
Monitoring multivariate variance changes 0 0 0 10 2 2 3 53
Multiple break detection in the correlation structure of random variables 0 0 0 21 3 8 10 107
New backtests for unconditional coverage of expected shortfall 0 0 1 1 2 2 9 9
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 1 19 1 5 8 84
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 4 7 7 42
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 0 1 3 33
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 0 1 93 3 8 9 260
Quantile Granger causality in the presence of instability 0 0 0 0 5 11 12 12
Reference class selection in similarity‐based forecasting of corporate sales growth 0 0 1 2 6 7 10 13
Semiparametric distribution regression with instruments and monotonicity 0 0 1 1 10 12 13 15
Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations 0 0 0 0 2 2 2 2
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 0 3 4 5 8 56
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 1 1 39 6 14 16 185
TESTING FOR CHANGES IN KENDALL’S TAU 0 0 0 3 4 8 12 35
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models 0 0 0 2 2 4 5 14
Testing for constant correlation of filtered series under structural change 0 0 0 4 5 5 5 20
Testing for relevant dependence change in financial data: a CUSUM copula approach 0 0 1 7 2 4 5 29
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 0 1 17 1 1 5 85
Testing for structural breaks in factor copula models 1 1 1 13 3 4 11 68
Testing the correct specification of a system of spatial dependence models for stock returns 0 0 0 0 1 5 6 10
Truncating the exponential with a uniform distribution 0 0 0 0 3 6 8 12
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 2 2 2 31
Total Journal Articles 1 3 23 592 153 264 377 2,753

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 0 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2026-02-12