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 0 2 6 113
A novel estimator of earth's curvature (allowing for inference as well) 0 0 3 10 3 6 16 25
A practical two-step method for testing moment inequalities 0 0 0 53 0 2 6 194
A well conditioned estimator for large dimensional covariance matrices 0 0 3 24 4 18 56 185
Analytical nonlinear shrinkage of large-dimensional covariance matrices 1 4 9 77 5 24 66 272
Avoiding Data Snooping in Multilevel and Mixed Effects Models 0 0 0 113 1 3 19 435
Balanced Control of Generalized Error Rates 0 0 0 47 0 5 14 219
Balanced bootstrap joint confidence bands for structural impulse response functions 0 0 1 64 2 3 11 85
Bootstrap joint prediction regions 0 0 0 47 2 7 23 227
Consonance and the closure method in multiple testing 0 0 0 43 1 2 13 363
Control of Generalized Error Rates in Multiple Testing 0 0 0 186 3 4 11 854
Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling 0 0 0 147 1 3 11 636
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies 0 0 0 34 1 6 15 90
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 0 0 0 50 1 2 19 148
Exact and approximate stepdown methods for multiple hypothesis testing 0 0 1 196 0 3 25 947
Explicit nonparametric confidence intervals for the variance with guaranteed coverage 0 0 1 71 0 7 14 373
Factor models for portfolio selection in large dimensions: the good, the better and the ugly 0 0 1 110 2 5 27 192
Finite sample nonparametric inference and large sample efficiency 0 0 0 2 0 4 5 21
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 0 0 0 6 1 2 18 59
Flexible multivariate GARCH modeling with an application to international stock markets 0 0 0 503 1 3 10 1,053
Forecasting inflation with the hedged random forest 0 0 9 9 0 2 28 28
Formalized Data Snooping Based on Generalized Error Rates 0 0 0 129 0 3 25 542
Fund-of-funds construction by statistical multiple testing methods 0 0 0 161 1 4 16 463
Honey, I Shrunk the Sample Covariance Matrix 0 2 4 67 1 24 61 312
Honey, I shrunk the sample covariance matrix 2 5 18 1,080 12 43 157 3,995
Hypothesis testing in econometrics 0 1 2 407 2 9 22 1,912
Improved Nonparametric Confidence Intervals in Time Series Regressions 0 0 0 132 0 2 7 491
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 2 2 5 37 7 10 40 182
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection 0 0 1 1,036 0 1 20 2,917
Improved inference in financial factor models 0 0 2 63 1 10 26 44
Improved nonparametric confidence intervals in time series regressions 0 0 0 244 0 5 12 1,068
Improved nonparametric confidence intervals in time series regressions 0 0 0 76 0 3 6 282
Improving weighted least squares inference 0 0 0 31 0 2 9 49
Large dynamic covariance matrices 0 1 2 132 2 7 20 274
Large dynamic covariance matrices: enhancements based on intraday data 0 0 0 54 0 1 23 122
Markowitz portfolios under transaction costs 0 1 6 44 0 7 25 97
Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap 0 0 0 31 0 4 11 62
Nonlinear shrinkage estimation of large-dimensional covariance matrices 1 1 2 108 4 8 15 249
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks 0 2 4 129 1 11 49 425
Numerical implementation of the QuEST function 0 0 0 26 1 5 18 107
On the asymptotic theory of subsampling 0 1 4 11 5 11 28 76
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss 0 0 0 37 1 5 10 89
Optimal testing of multiple hypotheses with common effect direction 0 0 0 31 1 3 12 139
Quadratic shrinkage for large covariance matrices 0 1 2 47 0 8 35 119
Resampling vs. Shrinkage for Benchmarked Managers 0 0 0 234 1 10 29 719
Resurrecting weighted least squares 0 0 1 138 2 5 12 306
Robust Performance Hypothesis Testing with the Sharpe Ratio 1 1 6 646 4 16 76 2,257
Robust performance hypothesis testing with smooth functions of population moments 0 0 0 43 1 3 13 45
Robust performance hypothesis testing with the variance 0 0 1 27 0 3 13 163
Shrinkage estimation of large covariance matrices: keep it simple, statistician? 0 0 1 40 5 20 46 169
Single-firm inference in event studies via the permutation test 0 1 4 36 0 5 25 74
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 0 0 0 231 1 4 14 877
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions 0 1 1 118 1 5 13 320
Stepwise Multiple Testing as Formalized Data Snooping 0 0 2 13 2 11 25 138
Stepwise multiple testing as formalized data snooping 0 0 1 100 0 5 14 492
Subsampling confidence intervals for the autoregressive root 0 0 0 2 0 5 6 35
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 0 0 4 0 3 17 52
Subsampling inference in threshold autoregressive models 0 1 1 211 1 3 12 622
Subsampling intervals in autoregressive models with linear time trend 0 0 0 2 0 3 14 35
Subsampling the mean of heavy-tailed dependent observations 0 0 0 61 1 4 8 236
Subsampling, symmetrization, and robust interpolation 0 0 1 4 0 0 8 23
Testing for monotonicity in expected asset returns 0 0 0 38 1 7 13 114
The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis 0 0 2 26 0 3 13 120
The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis 0 0 1 24 0 6 8 98
The power of (non-)linear shrinking: a review and guide to covariance matrix estimation 0 1 3 79 2 12 35 234
Total Working Papers 7 26 105 8,005 89 432 1,474 27,664

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 8 91
A more general central limit theorem for m-dependent random variables with unbounded m 0 0 0 34 0 7 13 154
A well-conditioned estimator for large-dimensional covariance matrices 0 1 8 159 16 44 114 696
Avoiding ‘data snooping’ in multilevel and mixed effects models 0 0 0 12 0 0 6 68
Consonance and the Closure Method in Multiple Testing 0 0 0 14 1 4 17 106
Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 31 0 6 11 134
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 1 2 3 145 3 10 26 446
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing 0 1 2 55 1 8 31 203
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES 0 0 0 59 2 2 16 219
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 0 0 0 268 1 7 18 710
Hypothesis Testing in Econometrics 0 0 4 68 0 4 19 342
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 1 4 11 916 3 15 75 2,431
Inference for Autocorrelations in the Possible Presence of a Unit Root 0 0 0 9 1 3 8 62
Optimal testing of multiple hypotheses with common effect direction 0 0 0 1 1 2 10 28
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 5 0 4 10 55
Resurrecting weighted least squares 0 0 2 76 2 6 31 301
Robust performance hypothesis testing with the Sharpe ratio 3 7 10 194 15 40 86 956
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions 0 0 0 21 4 9 26 105
Stepwise Multiple Testing as Formalized Data Snooping 1 1 2 154 2 10 47 633
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem 0 0 0 0 1 3 12 598
Subsampling Intervals in Autoregressive Models with Linear Time Trend 0 0 0 0 0 3 14 258
Subsampling for heteroskedastic time series 0 0 0 95 0 5 10 254
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 1 57 0 3 14 340
Subsampling inference in threshold autoregressive models 0 0 1 87 2 9 35 227
The Romano–Wolf multiple-hypothesis correction in Stata 0 1 3 29 5 10 30 163
Total Journal Articles 6 17 47 2,499 60 216 687 9,580

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 1 3 14 226
Total Chapters 0 0 0 48 1 3 14 226

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