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 16 16 0 1 9 9
Estimation and Inference in Factor Copula Models with Exogenous Covariates 0 0 0 13 0 3 7 24
Misspecification Testing in a Class of Conditional Distributional Models 0 0 0 40 0 2 4 153
Monitoring Stationarity and Cointegration 0 0 2 61 0 0 2 107
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 0 0 0 0 1 5
Reference Class Selection in Similarity-Based Forecasting of Sales Growth 0 1 2 2 1 4 7 10
Semiparametric Distribution Regression with Instruments and Monotonicity 0 0 12 12 0 2 7 7
Total Working Papers 0 2 32 144 1 12 37 315

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 1 6 0 0 1 62
A monitoring procedure for detecting structural breaks in factor copula models 0 0 2 2 0 0 3 5
A new fluctuation test for constant variances with applications to finance 0 0 0 9 0 0 2 67
A new set of improved Value-at-Risk backtests 0 0 1 20 0 0 5 103
A nonparametric test for a constant correlation matrix 0 0 1 3 0 0 1 22
A residual-based multivariate constant correlation test 0 0 0 4 0 0 2 31
A simple and focused backtest of value at risk 0 0 1 26 1 1 5 88
A specification test for dynamic conditional distribution models with function-valued parameters 0 0 1 5 0 0 1 9
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns 0 0 0 10 0 0 2 51
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market 0 0 3 3 0 1 5 8
Consistency of the kernel density estimator: a survey 1 1 1 8 1 3 4 45
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 0 9 0 0 1 47
Dating multiple change points in the correlation matrix 0 1 2 11 0 2 3 56
Detecting relevant changes in time series models 0 0 2 6 1 2 5 36
Detecting structural changes in large portfolios 0 0 1 6 0 0 2 25
Estimating derivatives of function-valued parameters in a class of moment condition models 0 0 0 2 0 0 3 26
Evaluating Value-at-Risk forecasts: A new set of multivariate backtests 0 0 1 16 2 2 3 57
Improved GMM estimation of random effects panel data models with spatially correlated error components 0 0 5 25 1 2 17 86
Improved GMM estimation of the spatial autoregressive error model 0 1 1 42 2 3 4 117
J. Bleymüller and R. Weißbach: Statistik für Wirtschaftswissenschaftler (17th edition) 0 0 0 9 0 0 2 26
Misspecification Testing in a Class of Conditional Distributional Models 0 0 1 20 0 0 2 81
Model and Moment Selection in Factor Copula Models* 0 0 0 0 0 0 0 0
Modeling different kinds of spatial dependence in stock returns 0 0 1 42 0 0 3 167
Monitoring multivariate variance changes 0 0 0 8 0 1 2 46
Multiple break detection in the correlation structure of random variables 0 0 1 21 0 0 2 92
Nonparametric tests for constant tail dependence with an application to energy and finance 0 0 2 18 0 0 2 74
On the application of new tests for structural changes on global minimum-variance portfolios 0 0 0 10 0 2 2 34
On- and offline detection of structural breaks in thermal spraying processes 0 0 0 1 0 0 0 30
Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction 0 1 1 91 0 1 3 249
Spatial dependence in stock returns: local normalization and VaR forecasts 0 0 1 3 0 1 4 47
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 0 34 0 0 1 157
TESTING FOR CHANGES IN KENDALL’S TAU 0 0 0 3 0 0 1 19
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models 0 0 1 1 0 0 4 4
Testing for constant correlation of filtered series under structural change 0 0 0 3 0 0 1 14
Testing for relevant dependence change in financial data: a CUSUM copula approach 0 0 2 6 1 3 5 21
Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting? 0 0 0 14 0 1 7 73
Testing for structural breaks in factor copula models 0 0 2 11 0 0 4 45
Truncating the exponential with a uniform distribution 0 0 0 0 1 1 1 1
Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen 0 0 0 5 0 0 0 29
Total Journal Articles 1 4 35 513 10 26 115 2,150

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Statistics updated 2023-05-07