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 0 23 1 2 4 102
A practical two-step method for testing moment inequalities 0 0 0 51 0 2 8 177
A well conditioned estimator for large dimensional covariance matrices 1 1 4 10 1 4 21 49
Analytical nonlinear shrinkage of large-dimensional covariance matrices 0 3 11 45 1 11 36 104
Avoiding Data Snooping in Multilevel and Mixed Effects Models 0 0 0 112 0 2 9 410
Balanced Control of Generalized Error Rates 0 0 0 45 0 2 5 199
Balanced bootstrap joint confidence bands for structural impulse response functions 0 1 1 62 2 5 12 54
Bootstrap joint prediction regions 0 0 0 38 0 4 15 170
Consonance and the closure method in multiple testing 0 0 1 43 0 2 8 322
Control of Generalized Error Rates in Multiple Testing 0 0 2 185 0 3 7 836
Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling 0 0 0 145 0 1 7 603
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies 0 0 2 31 0 1 15 63
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 0 2 39 2 5 17 93
Exact and approximate stepdown methods for multiple hypothesis testing 0 0 0 194 2 5 9 892
Explicit nonparametric confidence intervals for the variance with guaranteed coverage 0 0 0 70 0 4 8 349
Factor models for portfolio selection in large dimensions: the good, the better and the ugly 0 2 13 87 0 7 29 93
Finite sample nonparametric inference and large sample efficiency 0 0 0 2 0 0 2 14
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 1 4 0 2 7 33
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 1 501 2 5 10 1,026
Formalized Data Snooping Based on Generalized Error Rates 0 0 2 128 1 6 16 495
Fund-of-funds construction by statistical multiple testing methods 0 0 0 156 0 0 10 431
Honey, I Shrunk the Sample Covariance Matrix 0 1 9 47 1 7 25 142
Honey, I shrunk the sample covariance matrix 1 2 18 1,039 4 13 57 3,647
Hypothesis testing in econometrics 0 0 1 400 0 3 9 1,859
Improved Nonparametric Confidence Intervals in Time Series Regressions 0 0 0 132 0 0 4 481
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 2 3 10 19 5 9 27 69
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection 0 1 22 990 2 10 57 2,736
Improved nonparametric confidence intervals in time series regressions 0 0 0 74 0 0 1 266
Improved nonparametric confidence intervals in time series regressions 0 0 1 243 0 0 3 1,051
Improving weighted least squares inference 0 1 1 29 0 1 4 26
Large dynamic covariance matrices 1 1 10 111 1 4 23 182
Large dynamic covariance matrices: enhancements based on intraday data 2 36 36 36 4 30 30 30
Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap 0 0 0 29 0 1 8 36
Nonlinear shrinkage estimation of large-dimensional covariance matrices 0 0 3 105 0 1 8 224
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks 0 0 2 110 0 0 10 332
Numerical implementation of the QuEST function 0 0 2 24 0 2 9 63
On the asymptotic theory of subsampling 0 0 0 0 1 2 6 14
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss 0 0 2 34 0 1 7 65
Optimal testing of multiple hypotheses with common effect direction 0 0 0 30 0 2 8 121
Quadratic shrinkage for large covariance matrices 0 1 26 26 0 2 19 19
Resampling vs. Shrinkage for Benchmarked Managers 0 0 1 228 3 4 12 671
Resurrecting weighted least squares 0 0 1 133 2 3 12 265
Robust Performance Hypothesis Testing with the Sharpe Ratio 0 0 12 625 5 18 70 2,016
Robust performance hypothesis testing with smooth functions of population moments 0 0 2 42 0 1 7 20
Robust performance hypothesis testing with the variance 0 0 0 25 0 1 4 141
Shrinkage estimation of large covariance matrices: keep it simple, statistician? 0 2 14 18 5 14 45 55
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 0 0 3 229 0 0 6 839
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions 0 1 3 112 2 7 21 283
Stepwise Multiple Testing as Formalized Data Snooping 0 0 0 9 1 3 12 91
Stepwise multiple testing as formalized data snooping 0 0 2 98 1 3 13 457
Subsampling confidence intervals for the autoregressive root 0 0 0 1 0 1 5 13
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 0 1 3 0 1 5 23
Subsampling inference in threshold autoregressive models 0 0 0 206 1 1 4 595
Subsampling intervals in autoregressive models with linear time trend 0 0 0 1 1 1 5 11
Subsampling the mean of heavy-tailed dependent observations 0 0 0 58 0 1 3 219
Subsampling, symmetrization, and robust interpolation 0 0 0 0 0 2 5 11
Testing for monotonicity in expected asset returns 0 0 0 38 0 0 2 92
The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis 0 0 1 24 0 2 7 92
The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis 0 0 2 18 0 1 9 70
The power of (non-)linear shrinking: a review and guide to covariance matrix estimation 0 3 7 52 3 10 17 42
Total Working Papers 7 59 232 7,369 54 235 834 23,884


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 2 4 9 66
A more general central limit theorem for m-dependent random variables with unbounded m 0 1 3 27 0 2 11 112
A well-conditioned estimator for large-dimensional covariance matrices 1 3 15 114 7 15 85 404
Avoiding ‘data snooping’ in multilevel and mixed effects models 0 0 0 12 0 2 6 60
Consonance and the Closure Method in Multiple Testing 0 0 0 10 0 1 3 72
Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 30 0 0 4 112
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 3 13 87 2 11 62 244
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing 0 0 0 45 2 3 10 122
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES 0 0 0 53 1 2 5 180
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 1 4 260 2 5 28 672
Hypothesis Testing in Econometrics 0 0 0 54 0 2 8 263
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 1 4 16 712 9 21 68 1,781
Inference for Autocorrelations in the Possible Presence of a Unit Root 0 0 0 9 0 0 4 52
Optimal testing of multiple hypotheses with common effect direction 0 0 0 0 0 0 1 16
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 5 0 0 0 36
Resurrecting weighted least squares 5 5 11 44 6 6 28 140
Robust performance hypothesis testing with the Sharpe ratio 0 2 12 139 7 14 64 586
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions 0 1 3 7 0 2 11 30
Stepwise Multiple Testing as Formalized Data Snooping 0 0 1 146 3 4 17 548
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem 0 0 0 0 0 0 2 580
Subsampling Intervals in Autoregressive Models with Linear Time Trend 0 0 0 0 3 4 8 235
Subsampling for heteroskedastic time series 0 1 1 84 1 3 8 210
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 2 2 50 0 3 8 303
Subsampling inference in threshold autoregressive models 0 0 0 84 0 0 3 179
Total Journal Articles 7 23 81 1,982 45 104 453 7,003


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
multiple testing 1 3 16 37 1 6 37 141
Total Chapters 1 3 16 37 1 6 37 141


Statistics updated 2020-11-03