Access Statistics for Michael Wolf

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
A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction 0 0 1 23 0 0 4 99
A practical two-step method for testing moment inequalities 0 0 1 51 1 3 15 173
A well conditioned estimator for large dimensional covariance matrices 0 0 3 7 3 7 17 37
Analytical nonlinear shrinkage of large-dimensional covariance matrices 3 5 10 39 4 8 36 78
Avoiding Data Snooping in Multilevel and Mixed Effects Models 0 0 0 112 0 4 6 406
Balanced Control of Generalized Error Rates 0 0 1 45 0 0 5 196
Balanced bootstrap joint confidence bands for structural impulse response functions 0 0 0 61 1 1 9 46
Bootstrap joint prediction regions 0 0 0 38 1 6 17 162
Consonance and the closure method in multiple testing 0 0 0 42 0 2 10 317
Control of Generalized Error Rates in Multiple Testing 0 0 1 183 0 0 7 830
Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling 0 0 0 145 0 4 11 602
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies 0 0 2 30 2 9 17 58
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 1 1 3 38 2 8 20 86
Exact and approximate stepdown methods for multiple hypothesis testing 0 0 0 194 0 0 1 883
Explicit nonparametric confidence intervals for the variance with guaranteed coverage 0 0 0 70 0 3 7 344
Factor models for portfolio selection in large dimensions: the good, the better and the ugly 0 4 12 78 1 9 28 73
Finite sample nonparametric inference and large sample efficiency 0 0 1 2 0 1 2 13
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 3 1 1 4 27
Flexible multivariate GARCH modeling with an application to international stock markets 0 1 4 501 0 1 6 1,017
Formalized Data Snooping Based on Generalized Error Rates 0 0 0 126 0 4 11 484
Fund-of-funds construction by statistical multiple testing methods 0 0 2 156 0 4 9 427
Honey, I Shrunk the Sample Covariance Matrix 0 2 10 40 2 6 24 123
Honey, I shrunk the sample covariance matrix 3 7 22 1,029 8 18 62 3,614
Hypothesis testing in econometrics 0 0 1 399 1 2 19 1,855
Improved Nonparametric Confidence Intervals in Time Series Regressions 0 0 0 132 0 1 4 480
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 0 1 3 11 1 4 18 48
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection 0 9 28 979 1 18 66 2,702
Improved nonparametric confidence intervals in time series regressions 0 0 0 242 0 1 1 1,049
Improved nonparametric confidence intervals in time series regressions 0 0 0 74 0 1 3 266
Improving weighted least squares inference 0 0 1 28 0 2 5 25
Large dynamic covariance matrices 2 2 5 103 3 5 21 164
Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap 0 0 0 29 0 0 8 29
Nonlinear shrinkage estimation of large-dimensional covariance matrices 0 0 5 103 1 3 44 221
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks 1 2 4 110 3 6 21 330
Numerical implementation of the QuEST function 0 0 2 23 0 1 9 57
On the asymptotic theory of subsampling 0 0 0 0 0 3 6 11
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss 0 0 0 32 0 3 5 61
Optimal testing of multiple hypotheses with common effect direction 0 0 0 30 0 4 8 119
Quadratic shrinkage for large covariance matrices 1 3 25 25 2 6 13 13
Resampling vs. Shrinkage for Benchmarked Managers 0 1 4 228 1 3 15 663
Resurrecting weighted least squares 0 1 2 133 0 5 16 258
Robust Performance Hypothesis Testing with the Sharpe Ratio 2 4 15 617 9 17 93 1,965
Robust performance hypothesis testing with smooth functions of population moments 0 0 2 40 1 3 8 16
Robust performance hypothesis testing with the variance 0 0 0 25 0 0 5 138
Shrinkage estimation of large covariance matrices: keep it simple, statistician? 1 2 7 7 3 13 24 24
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 0 0 5 228 0 2 11 837
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions 0 1 2 110 2 5 26 269
Stepwise Multiple Testing as Formalized Data Snooping 0 0 0 9 1 2 10 81
Stepwise multiple testing as formalized data snooping 0 0 1 96 0 3 9 448
Subsampling confidence intervals for the autoregressive root 0 0 1 1 0 3 5 12
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 1 2 3 0 3 6 21
Subsampling inference in threshold autoregressive models 0 0 0 206 0 2 5 594
Subsampling intervals in autoregressive models with linear time trend 0 0 0 1 0 2 4 8
Subsampling the mean of heavy-tailed dependent observations 0 0 0 58 1 1 1 217
Subsampling, symmetrization, and robust interpolation 0 0 0 0 0 2 4 9
Testing for monotonicity in expected asset returns 0 0 0 38 0 2 4 92
The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis 0 0 2 24 0 0 12 88
The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis 0 0 1 17 0 4 9 68
The power of (non-)linear shrinking: a review and guide to covariance matrix estimation 2 2 48 48 3 3 29 29
Total Working Papers 16 49 239 7,222 59 234 875 23,362


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Practical Two‐Step Method for Testing Moment Inequalities 0 0 0 10 0 1 9 58
A more general central limit theorem for m-dependent random variables with unbounded m 0 1 3 25 0 3 14 107
A well-conditioned estimator for large-dimensional covariance matrices 2 3 17 102 4 19 70 343
Avoiding ‘data snooping’ in multilevel and mixed effects models 0 0 0 12 0 0 4 57
Consonance and the Closure Method in Multiple Testing 0 0 0 10 0 0 4 71
Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 30 0 1 10 111
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 3 26 79 3 17 77 204
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing 0 0 0 45 0 2 5 116
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES 0 0 3 53 0 0 9 175
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 1 7 257 0 5 20 649
Hypothesis Testing in Econometrics 0 0 3 54 0 1 12 257
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 0 3 33 701 6 19 103 1,735
Inference for Autocorrelations in the Possible Presence of a Unit Root 0 0 0 9 0 4 4 52
Optimal testing of multiple hypotheses with common effect direction 0 0 0 0 0 1 1 16
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 5 0 0 6 36
Resurrecting weighted least squares 1 2 12 37 1 12 39 127
Robust performance hypothesis testing with the Sharpe ratio 3 4 11 132 11 22 65 550
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions 0 0 2 6 0 4 10 25
Stepwise Multiple Testing as Formalized Data Snooping 0 0 1 145 1 4 14 536
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem 0 0 0 0 0 1 2 579
Subsampling Intervals in Autoregressive Models with Linear Time Trend 0 0 0 0 1 3 5 231
Subsampling for heteroskedastic time series 0 0 3 83 0 0 8 202
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 0 48 0 4 11 299
Subsampling inference in threshold autoregressive models 0 0 0 84 0 1 9 178
Total Journal Articles 6 17 121 1,927 27 124 511 6,714


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
multiple testing 2 4 9 27 5 11 33 120
Total Chapters 2 4 9 27 5 11 33 120


Statistics updated 2020-03-04