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 2 2 6 113
A novel estimator of earth's curvature (allowing for inference as well) 0 1 3 10 3 6 13 22
A practical two-step method for testing moment inequalities 0 0 0 53 2 3 6 194
A well conditioned estimator for large dimensional covariance matrices 0 1 3 24 9 21 52 181
Analytical nonlinear shrinkage of large-dimensional covariance matrices 3 4 8 76 12 27 61 267
Avoiding Data Snooping in Multilevel and Mixed Effects Models 0 0 0 113 2 3 19 434
Balanced Control of Generalized Error Rates 0 0 0 47 4 6 15 219
Balanced bootstrap joint confidence bands for structural impulse response functions 0 0 1 64 0 1 9 83
Bootstrap joint prediction regions 0 0 0 47 4 5 21 225
Consonance and the closure method in multiple testing 0 0 0 43 0 2 12 362
Control of Generalized Error Rates in Multiple Testing 0 0 0 186 0 1 8 851
Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling 0 0 0 147 1 4 10 635
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies 0 0 0 34 5 7 14 89
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 0 0 50 0 5 18 147
Exact and approximate stepdown methods for multiple hypothesis testing 0 0 1 196 1 6 25 947
Explicit nonparametric confidence intervals for the variance with guaranteed coverage 0 0 1 71 5 7 14 373
Factor models for portfolio selection in large dimensions: the good, the better and the ugly 0 0 1 110 2 7 25 190
Finite sample nonparametric inference and large sample efficiency 0 0 0 2 4 4 5 21
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 1 7 17 58
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 2 2 9 1,052
Forecasting inflation with the hedged random forest 0 0 9 9 2 5 28 28
Formalized Data Snooping Based on Generalized Error Rates 0 0 0 129 2 3 25 542
Fund-of-funds construction by statistical multiple testing methods 0 0 1 161 1 3 16 462
Honey, I Shrunk the Sample Covariance Matrix 1 3 4 67 13 35 62 311
Honey, I shrunk the sample covariance matrix 3 4 17 1,078 12 39 155 3,983
Hypothesis testing in econometrics 1 1 3 407 5 7 23 1,910
Improved Nonparametric Confidence Intervals in Time Series Regressions 0 0 0 132 2 2 7 491
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 0 0 3 35 2 4 36 175
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection 0 0 1 1,036 0 2 21 2,917
Improved inference in financial factor models 0 0 2 63 7 11 25 43
Improved nonparametric confidence intervals in time series regressions 0 0 0 244 5 5 12 1,068
Improved nonparametric confidence intervals in time series regressions 0 0 0 76 1 3 6 282
Improving weighted least squares inference 0 0 0 31 1 3 9 49
Large dynamic covariance matrices 0 1 2 132 2 6 18 272
Large dynamic covariance matrices: enhancements based on intraday data 0 0 0 54 1 5 23 122
Markowitz portfolios under transaction costs 1 1 6 44 7 10 25 97
Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap 0 0 0 31 2 4 11 62
Nonlinear shrinkage estimation of large-dimensional covariance matrices 0 0 1 107 2 4 11 245
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks 0 2 4 129 7 10 48 424
Numerical implementation of the QuEST function 0 0 0 26 2 6 17 106
On the asymptotic theory of subsampling 0 1 5 11 3 8 24 71
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss 0 0 0 37 1 5 9 88
Optimal testing of multiple hypotheses with common effect direction 0 0 0 31 2 2 11 138
Quadratic shrinkage for large covariance matrices 1 1 2 47 7 12 35 119
Resampling vs. Shrinkage for Benchmarked Managers 0 0 1 234 8 13 30 718
Resurrecting weighted least squares 0 0 1 138 3 3 11 304
Robust Performance Hypothesis Testing with the Sharpe Ratio 0 0 5 645 5 17 74 2,253
Robust performance hypothesis testing with smooth functions of population moments 0 0 0 43 1 3 12 44
Robust performance hypothesis testing with the variance 0 0 1 27 1 4 13 163
Shrinkage estimation of large covariance matrices: keep it simple, statistician? 0 0 1 40 7 19 41 164
Single-firm inference in event studies via the permutation test 0 1 4 36 3 8 25 74
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 0 0 0 231 2 4 13 876
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions 0 1 1 118 2 4 12 319
Stepwise Multiple Testing as Formalized Data Snooping 0 0 2 13 8 12 24 136
Stepwise multiple testing as formalized data snooping 0 0 1 100 4 6 14 492
Subsampling confidence intervals for the autoregressive root 0 0 0 2 4 5 6 35
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 0 0 4 1 6 17 52
Subsampling inference in threshold autoregressive models 0 1 1 211 1 4 11 621
Subsampling intervals in autoregressive models with linear time trend 0 0 0 2 3 3 14 35
Subsampling the mean of heavy-tailed dependent observations 0 0 0 61 1 3 7 235
Subsampling, symmetrization, and robust interpolation 0 0 1 4 0 0 8 23
Testing for monotonicity in expected asset returns 0 0 0 38 4 7 12 113
The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis 0 1 2 26 3 4 13 120
The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis 0 1 1 24 5 7 8 98
The power of (non-)linear shrinking: a review and guide to covariance matrix estimation 1 1 4 79 7 16 35 232
Total Working Papers 11 26 104 7,998 221 468 1,416 27,575

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 2 8 91
A more general central limit theorem for m-dependent random variables with unbounded m 0 0 0 34 6 7 13 154
A well-conditioned estimator for large-dimensional covariance matrices 1 2 9 159 18 34 99 680
Avoiding ‘data snooping’ in multilevel and mixed effects models 0 0 0 12 0 1 6 68
Consonance and the Closure Method in Multiple Testing 0 0 0 14 2 4 16 105
Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 31 5 7 12 134
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 1 1 2 144 5 9 25 443
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing 1 1 2 55 5 10 30 202
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES 0 0 0 59 0 2 16 217
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 4 7 17 709
Hypothesis Testing in Econometrics 0 1 6 68 3 5 22 342
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 2 3 12 915 7 19 75 2,428
Inference for Autocorrelations in the Possible Presence of a Unit Root 0 0 0 9 2 2 9 61
Optimal testing of multiple hypotheses with common effect direction 0 0 0 1 1 2 9 27
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 5 3 4 11 55
Resurrecting weighted least squares 0 0 2 76 4 8 31 299
Robust performance hypothesis testing with the Sharpe ratio 3 5 8 191 18 32 79 941
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions 0 0 0 21 3 7 22 101
Stepwise Multiple Testing as Formalized Data Snooping 0 0 1 153 6 15 45 631
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem 0 0 0 0 1 5 11 597
Subsampling Intervals in Autoregressive Models with Linear Time Trend 0 0 0 0 2 3 14 258
Subsampling for heteroskedastic time series 0 0 0 95 4 6 10 254
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 1 57 1 3 14 340
Subsampling inference in threshold autoregressive models 0 0 1 87 3 15 33 225
The Romano–Wolf multiple-hypothesis correction in Stata 0 1 3 29 2 8 26 158
Total Journal Articles 8 14 47 2,493 107 217 653 9,520

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
multiple testing 0 0 0 48 2 4 13 225
Total Chapters 0 0 0 48 2 4 13 225

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06