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 0 0 106
A practical two-step method for testing moment inequalities 0 0 0 51 1 1 1 186
A well conditioned estimator for large dimensional covariance matrices 0 0 4 17 1 3 17 99
Avoiding Data Snooping in Multilevel and Mixed Effects Models 0 0 0 113 0 0 1 413
Balanced Control of Generalized Error Rates 0 0 0 45 0 0 0 202
Balanced bootstrap joint confidence bands for structural impulse response functions 0 0 0 63 0 0 1 70
Bootstrap joint prediction regions 1 2 2 40 2 4 8 183
Consonance and the closure method in multiple testing 0 0 0 43 0 1 3 344
Control of Generalized Error Rates in Multiple Testing 0 0 0 185 0 0 2 841
Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling 0 0 0 146 0 0 1 613
Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies 0 0 0 32 0 0 1 70
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 1 1 6 48 2 5 11 118
Exact and approximate stepdown methods for multiple hypothesis testing 0 1 1 195 1 3 9 909
Explicit nonparametric confidence intervals for the variance with guaranteed coverage 0 0 0 70 1 1 2 359
Factor models for portfolio selection in large dimensions: the good, the better and the ugly 0 4 8 103 1 6 21 143
Finite sample nonparametric inference and large sample efficiency 0 0 0 2 0 0 0 15
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets 1 1 1 5 1 2 2 39
Flexible multivariate GARCH modeling with an application to international stock markets 1 1 1 503 1 1 3 1,040
Formalized Data Snooping Based on Generalized Error Rates 0 0 1 129 2 3 5 515
Fund-of-funds construction by statistical multiple testing methods 0 0 0 159 0 0 2 444
Honey, I Shrunk the Sample Covariance Matrix 1 1 7 58 4 6 24 188
Honey, I shrunk the sample covariance matrix 3 3 5 1,051 4 6 24 3,740
Hypothesis testing in econometrics 0 0 2 403 1 1 8 1,873
Improved Nonparametric Confidence Intervals in Time Series Regressions 0 0 0 132 0 0 0 483
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 0 0 5 26 2 7 26 112
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection 1 3 12 1,024 3 12 46 2,850
Improved nonparametric confidence intervals in time series regressions 0 0 0 74 0 1 2 272
Improved nonparametric confidence intervals in time series regressions 0 0 0 244 0 0 2 1,055
Improving weighted least squares inference 0 1 1 31 0 1 1 35
Large dynamic covariance matrices 0 1 3 123 0 4 17 231
Large dynamic covariance matrices: enhancements based on intraday data 0 0 5 50 1 2 12 78
Markowitz portfolios under transaction costs 0 2 26 26 2 8 20 20
Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap 0 0 0 29 0 1 1 44
Nonlinear shrinkage estimation of large-dimensional covariance matrices 0 0 0 105 0 0 0 229
Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks 0 1 2 116 1 3 8 359
Numerical implementation of the QuEST function 0 0 0 24 3 4 9 82
On the asymptotic theory of subsampling 0 0 0 2 0 0 5 32
Optimal testing of multiple hypotheses with common effect direction 0 0 0 30 0 0 2 124
Quadratic shrinkage for large covariance matrices 0 0 4 38 0 2 18 64
Resampling vs. Shrinkage for Benchmarked Managers 0 1 1 231 0 1 5 678
Resurrecting weighted least squares 0 0 0 135 0 1 5 286
Robust Performance Hypothesis Testing with the Sharpe Ratio 0 2 2 635 3 6 30 2,150
Robust performance hypothesis testing with smooth functions of population moments 0 0 0 42 0 0 2 26
Robust performance hypothesis testing with the variance 0 0 0 25 0 0 0 147
Shrinkage estimation of large covariance matrices: keep it simple, statistician? 1 2 6 36 1 3 11 103
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size 0 0 1 231 0 0 3 855
Stepwise Multiple Testing as Formalized Data Snooping 0 1 1 10 1 2 4 102
Stepwise multiple testing as formalized data snooping 0 0 0 98 1 1 3 473
Subsampling confidence intervals for the autoregressive root 0 0 0 2 1 2 3 27
Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator 0 0 0 4 0 0 1 30
Subsampling inference in threshold autoregressive models 0 0 1 210 0 1 3 609
Subsampling intervals in autoregressive models with linear time trend 0 0 0 1 0 0 1 18
Subsampling the mean of heavy-tailed dependent observations 0 0 0 58 0 0 0 224
Subsampling, symmetrization, and robust interpolation 0 0 0 1 0 0 0 12
Testing for monotonicity in expected asset returns 0 0 0 38 0 0 0 97
The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis 0 0 0 24 0 1 3 98
The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis 0 0 1 20 0 2 5 83
The power of (non-)linear shrinking: a review and guide to covariance matrix estimation 1 3 4 64 2 9 29 153
Total Working Papers 11 31 113 7,423 43 117 423 24,751
3 registered items for which data could not be found


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 1 1 2 78
A more general central limit theorem for m-dependent random variables with unbounded m 0 0 1 33 0 0 6 132
A well-conditioned estimator for large-dimensional covariance matrices 0 2 7 140 0 7 36 526
Avoiding ‘data snooping’ in multilevel and mixed effects models 0 0 0 12 0 0 1 62
Consonance and the Closure Method in Multiple Testing 0 0 1 14 0 0 2 85
Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 30 0 1 2 118
Efficient computation of adjusted p-values for resampling-based stepdown multiple testing 2 2 9 120 3 7 30 354
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing 0 0 1 46 3 6 13 154
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES 0 1 4 58 0 3 8 197
Flexible Multivariate GARCH Modeling with an Application to International Stock Markets 1 1 3 266 1 1 4 688
Hypothesis Testing in Econometrics 0 0 4 60 0 0 7 290
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection 5 21 74 853 12 51 209 2,203
Inference for Autocorrelations in the Possible Presence of a Unit Root 0 0 0 9 0 0 0 52
Optimal testing of multiple hypotheses with common effect direction 0 0 0 1 0 0 0 18
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling 0 0 0 5 0 0 0 40
Resurrecting weighted least squares 2 4 5 67 5 12 18 215
Robust performance hypothesis testing with the Sharpe ratio 0 0 3 158 6 9 51 747
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions 0 0 4 13 2 5 15 58
Stepwise Multiple Testing as Formalized Data Snooping 0 1 1 147 1 5 10 572
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem 0 0 0 0 0 0 1 583
Subsampling Intervals in Autoregressive Models with Linear Time Trend 0 0 0 0 0 0 0 241
Subsampling for heteroskedastic time series 0 1 5 92 1 3 12 237
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator 0 0 1 54 0 1 4 319
Subsampling inference in threshold autoregressive models 0 0 1 86 0 0 2 189
The Romano–Wolf multiple-hypothesis correction in Stata 3 5 8 15 6 12 36 63
Total Journal Articles 13 38 132 2,289 41 124 469 8,221


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
multiple testing 0 0 1 44 1 3 16 195
Total Chapters 0 0 1 44 1 3 16 195


Statistics updated 2023-05-07