| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
107 |
| A novel estimator of earth's curvature (allowing for inference as well) |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
9 |
| A practical two-step method for testing moment inequalities |
0 |
1 |
1 |
53 |
0 |
1 |
1 |
188 |
| A well conditioned estimator for large dimensional covariance matrices |
0 |
1 |
1 |
21 |
0 |
5 |
12 |
129 |
| Analytical nonlinear shrinkage of large-dimensional covariance matrices |
0 |
0 |
2 |
68 |
0 |
1 |
11 |
206 |
| Avoiding Data Snooping in Multilevel and Mixed Effects Models |
0 |
0 |
0 |
113 |
1 |
1 |
1 |
416 |
| Balanced Control of Generalized Error Rates |
0 |
0 |
1 |
47 |
1 |
1 |
2 |
205 |
| Balanced bootstrap joint confidence bands for structural impulse response functions |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
74 |
| Bootstrap joint prediction regions |
0 |
2 |
4 |
47 |
0 |
2 |
11 |
204 |
| Consonance and the closure method in multiple testing |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
350 |
| Control of Generalized Error Rates in Multiple Testing |
0 |
0 |
1 |
186 |
0 |
0 |
1 |
843 |
| Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling |
0 |
0 |
1 |
147 |
0 |
0 |
4 |
625 |
| Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
75 |
| Efficient computation of adjusted p-values for resampling-based stepdown multiple testing |
0 |
0 |
1 |
50 |
0 |
0 |
4 |
129 |
| Exact and approximate stepdown methods for multiple hypothesis testing |
0 |
0 |
0 |
195 |
0 |
0 |
6 |
922 |
| Explicit nonparametric confidence intervals for the variance with guaranteed coverage |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
359 |
| Factor models for portfolio selection in large dimensions: the good, the better and the ugly |
0 |
0 |
1 |
109 |
0 |
0 |
8 |
165 |
| Finite sample nonparametric inference and large sample efficiency |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
16 |
| Flexible Multivariate GARCH Modeling With an Application to International Stock Markets |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
41 |
| Flexible multivariate GARCH modeling with an application to international stock markets |
0 |
0 |
0 |
503 |
0 |
0 |
1 |
1,043 |
| Forecasting inflation with the hedged random forest |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Formalized Data Snooping Based on Generalized Error Rates |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
517 |
| Fund-of-funds construction by statistical multiple testing methods |
1 |
1 |
2 |
161 |
1 |
1 |
2 |
447 |
| Honey, I Shrunk the Sample Covariance Matrix |
0 |
1 |
5 |
63 |
2 |
6 |
34 |
251 |
| Honey, I shrunk the sample covariance matrix |
1 |
1 |
4 |
1,062 |
10 |
25 |
46 |
3,838 |
| Hypothesis testing in econometrics |
1 |
1 |
2 |
405 |
3 |
5 |
11 |
1,890 |
| Improved Nonparametric Confidence Intervals in Time Series Regressions |
0 |
0 |
0 |
132 |
0 |
0 |
1 |
484 |
| Improved estimation of the covariance matrix of stock returns with an application to portfolio selection |
0 |
1 |
1 |
32 |
3 |
9 |
14 |
142 |
| Improved estimation of the covariance matrix of stock returns with an application to portofolio selection |
0 |
1 |
4 |
1,035 |
1 |
3 |
11 |
2,897 |
| Improved inference in financial factor models |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
18 |
| Improved nonparametric confidence intervals in time series regressions |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
276 |
| Improved nonparametric confidence intervals in time series regressions |
0 |
0 |
0 |
244 |
0 |
0 |
0 |
1,056 |
| Improving weighted least squares inference |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
40 |
| Large dynamic covariance matrices |
0 |
0 |
1 |
130 |
0 |
0 |
4 |
254 |
| Large dynamic covariance matrices: enhancements based on intraday data |
0 |
0 |
3 |
54 |
0 |
0 |
11 |
99 |
| Markowitz portfolios under transaction costs |
0 |
1 |
5 |
38 |
0 |
6 |
27 |
72 |
| Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap |
0 |
0 |
1 |
31 |
0 |
0 |
4 |
51 |
| Nonlinear shrinkage estimation of large-dimensional covariance matrices |
0 |
0 |
0 |
106 |
0 |
1 |
2 |
234 |
| Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks |
0 |
0 |
0 |
125 |
0 |
1 |
3 |
376 |
| Numerical implementation of the QuEST function |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
89 |
| On the asymptotic theory of subsampling |
1 |
2 |
3 |
7 |
1 |
3 |
8 |
48 |
| Optimal estimation of a large-dimensional covariance matrix under Stein’s loss |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
79 |
| Optimal testing of multiple hypotheses with common effect direction |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
127 |
| Quadratic shrinkage for large covariance matrices |
0 |
1 |
2 |
45 |
0 |
1 |
6 |
84 |
| Resampling vs. Shrinkage for Benchmarked Managers |
1 |
2 |
2 |
234 |
2 |
3 |
7 |
690 |
| Resurrecting weighted least squares |
0 |
0 |
1 |
137 |
1 |
2 |
6 |
294 |
| Robust Performance Hypothesis Testing with the Sharpe Ratio |
0 |
0 |
3 |
640 |
2 |
3 |
11 |
2,181 |
| Robust performance hypothesis testing with smooth functions of population moments |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
32 |
| Robust performance hypothesis testing with the variance |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
150 |
| Shrinkage estimation of large covariance matrices: keep it simple, statistician? |
0 |
0 |
1 |
39 |
0 |
0 |
5 |
123 |
| Single-firm inference in event studies via the permutation test |
0 |
1 |
1 |
32 |
0 |
3 |
5 |
49 |
| Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size |
0 |
0 |
0 |
231 |
0 |
0 |
3 |
863 |
| Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions |
0 |
0 |
0 |
117 |
0 |
0 |
3 |
307 |
| Stepwise Multiple Testing as Formalized Data Snooping |
0 |
0 |
0 |
11 |
1 |
1 |
3 |
113 |
| Stepwise multiple testing as formalized data snooping |
0 |
0 |
1 |
99 |
0 |
1 |
2 |
478 |
| Subsampling confidence intervals for the autoregressive root |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
29 |
| Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
35 |
| Subsampling inference in threshold autoregressive models |
0 |
0 |
0 |
210 |
0 |
0 |
1 |
610 |
| Subsampling intervals in autoregressive models with linear time trend |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
21 |
| Subsampling the mean of heavy-tailed dependent observations |
0 |
0 |
1 |
61 |
0 |
0 |
1 |
228 |
| Subsampling, symmetrization, and robust interpolation |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |
| Testing for monotonicity in expected asset returns |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
101 |
| The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis |
0 |
0 |
0 |
24 |
0 |
0 |
4 |
107 |
| The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis |
0 |
1 |
2 |
23 |
0 |
1 |
6 |
90 |
| The power of (non-)linear shrinking: a review and guide to covariance matrix estimation |
1 |
2 |
3 |
76 |
2 |
4 |
17 |
199 |
| Total Working Papers |
6 |
20 |
65 |
7,900 |
31 |
91 |
354 |
26,190 |
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