| 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 |
1 |
1 |
108 |
| A novel estimator of earth's curvature (allowing for inference as well) |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
9 |
| A practical two-step method for testing moment inequalities |
0 |
0 |
1 |
53 |
0 |
0 |
1 |
188 |
| A well conditioned estimator for large dimensional covariance matrices |
0 |
0 |
1 |
21 |
1 |
2 |
12 |
131 |
| Analytical nonlinear shrinkage of large-dimensional covariance matrices |
0 |
0 |
2 |
68 |
0 |
5 |
14 |
211 |
| Avoiding Data Snooping in Multilevel and Mixed Effects Models |
0 |
0 |
0 |
113 |
0 |
1 |
1 |
416 |
| Balanced Control of Generalized Error Rates |
0 |
0 |
1 |
47 |
0 |
1 |
2 |
205 |
| Balanced bootstrap joint confidence bands for structural impulse response functions |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
74 |
| Bootstrap joint prediction regions |
0 |
0 |
4 |
47 |
2 |
2 |
12 |
206 |
| Consonance and the closure method in multiple testing |
0 |
0 |
0 |
43 |
1 |
2 |
4 |
352 |
| Control of Generalized Error Rates in Multiple Testing |
0 |
0 |
1 |
186 |
0 |
0 |
1 |
843 |
| Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling |
0 |
0 |
0 |
147 |
1 |
1 |
4 |
626 |
| Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
75 |
| Efficient computation of adjusted p-values for resampling-based stepdown multiple testing |
0 |
0 |
0 |
50 |
0 |
1 |
3 |
130 |
| Exact and approximate stepdown methods for multiple hypothesis testing |
0 |
0 |
0 |
195 |
0 |
2 |
7 |
924 |
| Explicit nonparametric confidence intervals for the variance with guaranteed coverage |
1 |
1 |
1 |
71 |
1 |
1 |
1 |
360 |
| Factor models for portfolio selection in large dimensions: the good, the better and the ugly |
0 |
0 |
1 |
109 |
1 |
2 |
9 |
167 |
| Finite sample nonparametric inference and large sample efficiency |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
16 |
| Flexible Multivariate GARCH Modeling With an Application to International Stock Markets |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
41 |
| Flexible multivariate GARCH modeling with an application to international stock markets |
0 |
0 |
0 |
503 |
0 |
0 |
1 |
1,043 |
| Forecasting inflation with the hedged random forest |
0 |
6 |
6 |
6 |
2 |
15 |
15 |
15 |
| Formalized Data Snooping Based on Generalized Error Rates |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
517 |
| Fund-of-funds construction by statistical multiple testing methods |
0 |
1 |
1 |
161 |
0 |
1 |
1 |
447 |
| Honey, I Shrunk the Sample Covariance Matrix |
0 |
0 |
4 |
63 |
1 |
3 |
31 |
252 |
| Honey, I shrunk the sample covariance matrix |
1 |
3 |
6 |
1,064 |
7 |
26 |
57 |
3,854 |
| Hypothesis testing in econometrics |
0 |
1 |
2 |
405 |
0 |
4 |
11 |
1,891 |
| Improved Nonparametric Confidence Intervals in Time Series Regressions |
0 |
0 |
0 |
132 |
0 |
0 |
1 |
484 |
| Improved estimation of the covariance matrix of stock returns with an application to portfolio selection |
0 |
0 |
1 |
32 |
2 |
7 |
18 |
146 |
| Improved estimation of the covariance matrix of stock returns with an application to portofolio selection |
0 |
0 |
4 |
1,035 |
3 |
4 |
14 |
2,900 |
| Improved inference in financial factor models |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
18 |
| Improved nonparametric confidence intervals in time series regressions |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
276 |
| Improved nonparametric confidence intervals in time series regressions |
0 |
0 |
0 |
244 |
0 |
0 |
0 |
1,056 |
| Improving weighted least squares inference |
0 |
0 |
0 |
31 |
1 |
1 |
3 |
41 |
| Large dynamic covariance matrices |
0 |
0 |
1 |
130 |
1 |
1 |
5 |
255 |
| Large dynamic covariance matrices: enhancements based on intraday data |
0 |
0 |
2 |
54 |
0 |
0 |
8 |
99 |
| Markowitz portfolios under transaction costs |
1 |
1 |
4 |
39 |
1 |
2 |
27 |
74 |
| Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap |
0 |
0 |
1 |
31 |
0 |
0 |
4 |
51 |
| Nonlinear shrinkage estimation of large-dimensional covariance matrices |
0 |
0 |
0 |
106 |
1 |
1 |
3 |
235 |
| Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks |
0 |
0 |
0 |
125 |
1 |
1 |
4 |
377 |
| Numerical implementation of the QuEST function |
0 |
0 |
0 |
26 |
2 |
2 |
3 |
91 |
| On the asymptotic theory of subsampling |
1 |
2 |
3 |
8 |
2 |
3 |
9 |
50 |
| Optimal estimation of a large-dimensional covariance matrix under Stein’s loss |
0 |
0 |
0 |
37 |
1 |
1 |
4 |
80 |
| Optimal testing of multiple hypotheses with common effect direction |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
127 |
| Quadratic shrinkage for large covariance matrices |
0 |
0 |
2 |
45 |
1 |
1 |
6 |
85 |
| Resampling vs. Shrinkage for Benchmarked Managers |
0 |
1 |
2 |
234 |
0 |
2 |
6 |
690 |
| Resurrecting weighted least squares |
0 |
0 |
1 |
137 |
0 |
1 |
6 |
294 |
| Robust Performance Hypothesis Testing with the Sharpe Ratio |
0 |
2 |
5 |
642 |
1 |
7 |
13 |
2,186 |
| Robust performance hypothesis testing with smooth functions of population moments |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
32 |
| Robust performance hypothesis testing with the variance |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
150 |
| Shrinkage estimation of large covariance matrices: keep it simple, statistician? |
0 |
0 |
1 |
39 |
0 |
0 |
5 |
123 |
| Single-firm inference in event studies via the permutation test |
0 |
0 |
1 |
32 |
0 |
1 |
6 |
50 |
| Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size |
0 |
0 |
0 |
231 |
1 |
1 |
4 |
864 |
| Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions |
0 |
0 |
0 |
117 |
0 |
0 |
3 |
307 |
| Stepwise Multiple Testing as Formalized Data Snooping |
0 |
0 |
0 |
11 |
0 |
2 |
4 |
114 |
| Stepwise multiple testing as formalized data snooping |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
478 |
| Subsampling confidence intervals for the autoregressive root |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
29 |
| Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
36 |
| Subsampling inference in threshold autoregressive models |
0 |
0 |
0 |
210 |
0 |
0 |
1 |
610 |
| Subsampling intervals in autoregressive models with linear time trend |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
21 |
| Subsampling the mean of heavy-tailed dependent observations |
0 |
0 |
1 |
61 |
0 |
0 |
1 |
228 |
| Subsampling, symmetrization, and robust interpolation |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |
| Testing for monotonicity in expected asset returns |
0 |
0 |
0 |
38 |
1 |
1 |
4 |
102 |
| The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis |
1 |
1 |
1 |
25 |
1 |
1 |
4 |
108 |
| The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
90 |
| The power of (non-)linear shrinking: a review and guide to covariance matrix estimation |
0 |
2 |
4 |
77 |
1 |
4 |
16 |
201 |
| Total Working Papers |
5 |
21 |
68 |
7,915 |
39 |
115 |
394 |
26,274 |
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