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 1 1 1 24 4 4 9 117
A novel estimator of earth's curvature (allowing for inference as well) 0 0 3 10 2 3 20 29
A practical two-step method for testing moment inequalities 0 0 0 53 0 0 6 194
A well conditioned estimator for large dimensional covariance matrices 0 1 3 25 1 6 55 191
Analytical nonlinear shrinkage of large-dimensional covariance matrices 0 0 9 78 0 5 63 282
Avoiding Data Snooping in Multilevel and Mixed Effects Models 0 0 0 113 0 0 19 435
Balanced Control of Generalized Error Rates 0 0 0 47 1 1 15 220
Balanced bootstrap joint confidence bands for structural impulse response functions 0 0 1 64 1 3 14 89
Bootstrap joint prediction regions 0 0 0 47 0 0 17 227
Consonance and the closure method in multiple testing 0 1 1 44 0 1 13 366
Control of Generalized Error Rates in Multiple Testing 0 0 0 186 1 1 12 855
Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling 0 0 0 147 0 1 10 637
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies 0 0 0 34 0 1 16 92
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 0 0 50 0 3 22 152
Exact and approximate stepdown methods for multiple hypothesis testing 1 1 1 197 3 6 28 953
Explicit nonparametric confidence intervals for the variance with guaranteed coverage 0 0 0 71 1 1 14 374
Factor models for portfolio selection in large dimensions: the good, the better and the ugly 0 0 1 110 0 2 29 196
Finite sample nonparametric inference and large sample efficiency 0 0 0 2 0 1 6 22
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 0 2 20 61
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 0 0 10 1,053
Forecasting inflation with the hedged random forest 0 0 2 9 0 0 11 29
Formalized Data Snooping Based on Generalized Error Rates 0 0 0 129 0 0 25 543
Fund-of-funds construction by statistical multiple testing methods 0 0 0 161 0 0 13 463
Honey, I Shrunk the Sample Covariance Matrix 0 0 4 67 5 15 76 330
Honey, I shrunk the sample covariance matrix 2 4 19 1,085 10 27 161 4,035
Hypothesis testing in econometrics 0 0 2 407 0 1 22 1,914
Improved Nonparametric Confidence Intervals in Time Series Regressions 0 0 0 132 1 1 8 492
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 1 1 6 39 1 5 41 191
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection 1 2 4 1,039 2 4 21 2,923
Improved inference in financial factor models 0 0 1 63 0 1 26 45
Improved nonparametric confidence intervals in time series regressions 0 0 0 76 1 4 10 286
Improved nonparametric confidence intervals in time series regressions 0 0 0 244 0 0 12 1,068
Improving weighted least squares inference 0 0 0 31 0 0 7 49
Large dynamic covariance matrices 0 1 2 133 0 6 24 281
Large dynamic covariance matrices: enhancements based on intraday data 0 0 0 54 0 4 27 128
Markowitz portfolios under transaction costs 1 1 6 46 4 8 29 106
Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap 0 0 0 31 0 0 11 62
Nonlinear shrinkage estimation of large-dimensional covariance matrices 0 0 2 108 0 1 15 250
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks 0 0 3 129 2 4 55 434
Numerical implementation of the QuEST function 0 0 0 26 0 0 16 108
On the asymptotic theory of subsampling 0 0 3 11 1 2 29 79
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss 0 0 0 37 1 1 12 92
Optimal testing of multiple hypotheses with common effect direction 0 0 0 31 0 2 14 141
Quadratic shrinkage for large covariance matrices 0 0 2 47 2 4 39 124
Resampling vs. Shrinkage for Benchmarked Managers 0 0 0 234 0 1 28 720
Resurrecting weighted least squares 0 0 1 138 1 2 14 308
Robust Performance Hypothesis Testing with the Sharpe Ratio 0 0 3 647 6 13 81 2,274
Robust performance hypothesis testing with smooth functions of population moments 0 0 2 45 0 4 18 52
Robust performance hypothesis testing with the variance 0 0 1 27 0 0 13 163
Shrinkage estimation of large covariance matrices: keep it simple, statistician? 0 0 2 41 1 4 52 176
Single-firm inference in event studies via the permutation test 0 0 4 36 0 3 27 77
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 0 2 2 233 0 2 15 879
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions 0 0 1 118 0 0 12 320
Stepwise Multiple Testing as Formalized Data Snooping 0 0 2 13 2 10 35 149
Stepwise multiple testing as formalized data snooping 0 1 2 101 1 6 20 498
Subsampling confidence intervals for the autoregressive root 0 0 0 2 1 1 7 36
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 1 1 5 0 1 17 53
Subsampling inference in threshold autoregressive models 0 0 1 211 0 1 13 623
Subsampling intervals in autoregressive models with linear time trend 0 0 0 2 0 0 14 36
Subsampling the mean of heavy-tailed dependent observations 0 0 0 61 0 1 9 237
Subsampling, symmetrization, and robust interpolation 1 1 2 5 2 3 10 26
Testing for monotonicity in expected asset returns 0 0 0 38 1 1 13 115
The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis 0 0 1 26 0 1 12 121
The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis 0 0 1 24 1 1 10 100
The power of (non-)linear shrinking: a review and guide to covariance matrix estimation 0 2 5 82 0 4 39 240
Total Working Papers 8 20 107 8,035 60 190 1,561 27,921

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 2 9 93
A more general central limit theorem for m-dependent random variables with unbounded m 0 0 0 34 2 2 15 156
A well-conditioned estimator for large-dimensional covariance matrices 5 8 18 170 27 74 195 788
Avoiding ‘data snooping’ in multilevel and mixed effects models 0 0 0 12 1 2 8 70
Consonance and the Closure Method in Multiple Testing 0 0 0 14 2 3 18 110
Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 31 1 4 15 138
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 0 3 145 2 5 35 456
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing 2 2 4 57 6 13 45 219
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES 0 0 0 59 1 2 15 221
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 0 0 19 711
Hypothesis Testing in Econometrics 0 0 3 69 1 2 22 347
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 4 9 17 926 14 32 105 2,471
Inference for Autocorrelations in the Possible Presence of a Unit Root 0 0 0 9 0 1 9 63
Optimal testing of multiple hypotheses with common effect direction 0 0 0 1 1 2 12 30
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 5 1 2 11 57
Resurrecting weighted least squares 1 1 3 77 2 4 33 306
Robust performance hypothesis testing with the Sharpe ratio 6 13 25 210 21 51 134 1,021
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions 1 1 1 22 1 14 37 119
Stepwise Multiple Testing as Formalized Data Snooping 2 3 5 157 17 32 80 668
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem 0 0 0 0 0 0 9 598
Subsampling Intervals in Autoregressive Models with Linear Time Trend 0 0 0 0 1 1 13 259
Subsampling for heteroskedastic time series 0 0 0 95 0 0 9 254
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 1 1 58 1 5 16 345
Subsampling inference in threshold autoregressive models 0 0 0 87 0 1 34 228
The Romano–Wolf multiple-hypothesis correction in Stata 0 1 4 30 1 8 37 174
Total Journal Articles 21 39 84 2,546 103 262 935 9,902

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
multiple testing 0 1 1 49 0 1 14 227
Total Chapters 0 1 1 49 0 1 14 227

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