23
H index
31
i10 index
3827
Citations
Universität Zürich | 23 H index 31 i10 index 3827 Citations RESEARCH PRODUCTION: 25 Articles 64 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Wolf. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 3 |
Econometrica | 2 |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research | 2 |
Journal of Multivariate Analysis | 2 |
Journal of Empirical Finance | 2 |
Statistics & Probability Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 10 |
Working Papers / Barcelona School of Economics | 2 |
Year ![]() | Title of citing document ![]() | |
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2024 | The Impact of COVID-19 on Peer Relationships: Insights from Classroom Social Networks. (2024). Turkum, Betul ; Agus, Yusuf. In: AMSE Working Papers. RePEc:aim:wpaimx:2415. Full description at Econpapers || Download paper | |
2025 | The Causal Impact of Gender Norms on Mothers’ Employment Attitudes and Expectations. (2025). Wiederhold, Simon ; Peter, Frauke ; Lergetporer, Philipp ; Krauss, Marina ; Hermes, Hennig. In: Munich Papers in Political Economy. RePEc:aiw:wpaper:38. Full description at Econpapers || Download paper | |
2024 | Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060. Full description at Econpapers || Download paper | |
2024 | Extended MinP Tests of Multiple Hypotheses. (2019). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696. Full description at Econpapers || Download paper | |
2025 | A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708. Full description at Econpapers || Download paper | |
2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2024 | DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (2021). Spindler, Martin ; Kurz, Malte S ; Chernozhukov, Victor ; Bach, Philipp. In: Papers. RePEc:arx:papers:2103.09603. Full description at Econpapers || Download paper | |
2025 | (When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367. Full description at Econpapers || Download paper | |
2024 | Kernel Minimum Divergence Portfolios. (2021). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516. Full description at Econpapers || Download paper | |
2024 | On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258. Full description at Econpapers || Download paper | |
2024 | Semiparametric Estimation of Dynamic Binary Choice Panel Data Models. (2022). Ouyang, FU. In: Papers. RePEc:arx:papers:2202.12062. Full description at Econpapers || Download paper | |
2024 | Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2022). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180. Full description at Econpapers || Download paper | |
2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2024 | Effective and scalable programs to facilitate labor market transitions for women in technology. (2022). Palikot, Emil ; Athey, Susan. In: Papers. RePEc:arx:papers:2211.09968. Full description at Econpapers || Download paper | |
2024 | A GRU-Based Dynamic Generative Factor Model for CVaR Portfolio Optimization. (2023). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318. Full description at Econpapers || Download paper | |
2024 | Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables. (2023). Yang, Thomas Tao ; Ouyang, FU ; Dobronyi, Christopher R. In: Papers. RePEc:arx:papers:2301.09379. Full description at Econpapers || Download paper | |
2024 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2025 | Ledoit-Wolf linear shrinkage with unknown mean. (2023). Miot, Alexandre ; Oriol, Benoit. In: Papers. RePEc:arx:papers:2304.07045. Full description at Econpapers || Download paper | |
2024 | Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488. Full description at Econpapers || Download paper | |
2025 | Marginal Effects for Probit and Tobit with Endogeneity. (2023). Zeleneev, Andrei ; Kalnina, Ilze ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14862. Full description at Econpapers || Download paper | |
2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
2024 | Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523. Full description at Econpapers || Download paper | |
2024 | Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2403.00009. Full description at Econpapers || Download paper | |
2024 | Portfolio management using graph centralities: Review and comparison. (2024). Vrontos, Spyridon ; Noferini, Vanni ; Arslan, Bahar. In: Papers. RePEc:arx:papers:2404.00187. Full description at Econpapers || Download paper | |
2024 | A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances. (2024). Tabord-Meehan, Max ; Shaikh, Azeem M ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2405.03910. Full description at Econpapers || Download paper | |
2025 | Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics. (2024). Lesniewski, Andrew ; Trigila, Giulio. In: Papers. RePEc:arx:papers:2412.00036. Full description at Econpapers || Download paper | |
2024 | M6 Investment Challenge: The Role of Luck and Strategic Considerations. (2024). Stanvek, Filip. In: Papers. RePEc:arx:papers:2412.04490. Full description at Econpapers || Download paper | |
2024 | Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175. Full description at Econpapers || Download paper | |
2025 | Comparing latent inequality with ordinal data. (2025). Zhao, Wei ; Kaplan, David M. In: Papers. RePEc:arx:papers:2501.05338. Full description at Econpapers || Download paper | |
2025 | Bridging Root-$n$ and Non-standard Asymptotics: Dimension-agnostic Adaptive Inference in M-Estimation. (2025). Kuchibhotla, Arun Kumar ; Takatsu, Kenta. In: Papers. RePEc:arx:papers:2501.07772. Full description at Econpapers || Download paper | |
2025 | Continuity of the Distribution Function of the argmax of a Gaussian Process. (2025). Jansson, Michael ; Cattaneo, Matias ; Nagasawa, Kenichi ; Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2501.13265. Full description at Econpapers || Download paper | |
2025 | Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828. Full description at Econpapers || Download paper | |
2025 | Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310. Full description at Econpapers || Download paper | |
2025 | Tensor dynamic conditional correlation model: A new way to pursuit Holy Grail of investing. (2025). Zhu, KE ; Yu, Cheng. In: Papers. RePEc:arx:papers:2502.13461. Full description at Econpapers || Download paper | |
2025 | A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275. Full description at Econpapers || Download paper | |
2025 | Chronologically Consistent Large Language Models. (2025). Wu, Jimmy ; Manela, Asaf ; Lv, Linying ; He, Songrun. In: Papers. RePEc:arx:papers:2502.21206. Full description at Econpapers || Download paper | |
2024 | Mobile phone network expansion and agricultural income: A panel study. (2024). Kraehnert, Kati ; Fluhrer, Svenja. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:54-85. Full description at Econpapers || Download paper | |
2024 | Reject or revise: Gender differences in persistence and publishing in economics. (2024). Shurchkov, Olga ; Shastry, Gauri Kartini. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:933-956. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799. Full description at Econpapers || Download paper | |
2024 | Bootstrap prediction inference of nonlinear autoregressive models. (2024). Politis, Dimitris N ; Wu, Kejin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:800-822. Full description at Econpapers || Download paper | |
2024 | In the Eye of the Storm: The Disrupted Career Paths of Young People in the Wake of COVID-19. (2024). Leonard, Moulin ; Sabina, Issehnane. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:24:y:2024:i:2:p:565-596:n:11. Full description at Econpapers || Download paper | |
2024 | The Impact of Working Memory Training on Children’s Cognitive and Noncognitive Skills. (2024). Hermes, Henning ; Winkel, Kirsten ; Schunk, Daniel ; Fehr, Ernst ; Berger, Eva M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11010. Full description at Econpapers || Download paper | |
2024 | The Causal Impact of Gender Norms on Mothers’ Employment Attitudes and Expectations. (2024). Wiederhold, Simon ; Hermes, Henning ; Peter, Frauke ; Lergetporer, Philipp ; Krauss, Marina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11572. Full description at Econpapers || Download paper | |
2024 | The Impact of Student Aid Eligibility on Higher Education Applications. (2024). Remigereau, Camille ; Schper, Clara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11592. Full description at Econpapers || Download paper | |
2025 | Gender Identity and Economic Decision Making. (2025). Weber, Roberto A ; Ranehill, Eva ; Heursen, Lea ; Eyibak, Zeynep ; Brene, Anne Ardila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11612. Full description at Econpapers || Download paper | |
2025 | Just Cheap Talk? Investigating Fairness Preferences in Hypothetical Scenarios. (2025). Weishaar, Daniel ; Hufe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11647. Full description at Econpapers || Download paper | |
2025 | Health and Economic Impacts of an Early Labor Induction Policy for High-BMI Mothers. (2025). Frget, Louis ; Gregersen, Maria Koch. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2501. Full description at Econpapers || Download paper | |
2025 | Hairdressers and well-being: local services provision and mental health first response. (2025). Biyong, Clmence Pougu ; Nilsson, Bjrn. In: Working Papers. RePEc:dia:wpaper:dt202502. Full description at Econpapers || Download paper | |
2024 | The Causal Impact of Gender Norms on Mothers’ Employment Attitudes and Expectations. (2024). Hermes, Henning ; Krauss, Marina ; Lergetporer, Philipp ; Wiederhold, Simon ; Peter, Frauke. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1216. Full description at Econpapers || Download paper | |
2024 | The Impact of Student Aid Eligibility on Higher Education Applications. (2024). Schper, Clara ; Remigereau, Camille. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2104. Full description at Econpapers || Download paper | |
2024 | Institutional quarantine and economic preferences: Experimental evidence from China. (2024). Niu, Xiaofei ; Cao, Qian ; Li, Jianbiao ; Zhang, Yanan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001408. Full description at Econpapers || Download paper | |
2024 | Supporting early childhood development remotely: Experimental evidence from SMS messages. (2024). Naslund-Hadley, Emma ; Namen, Olga ; Hernandez-Agramonte, Juan Manuel ; Biehl, Maria Loreto. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001578. Full description at Econpapers || Download paper | |
2024 | Property rights, factor allocation and household welfare: Experimental evidence from a land titling program in India. (2024). Kumar, Parmod ; Subramanian, Arjunan. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001943. Full description at Econpapers || Download paper | |
2024 | Keeping refugee children in school and out of work: Evidence from the worlds largest humanitarian cash transfer program. (2024). Koyuncu, Murat ; Kırdar, Murat ; Aygun, Aysun Hizirolu ; Stoeffler, Quentin. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s0304387824000154. Full description at Econpapers || Download paper | |
2024 | Impacts of vocational training for persons with disabilities: Experimental evidence from Cambodia. (2024). Takasaki, Yoshito. In: Journal of Development Economics. RePEc:eee:deveco:v:169:y:2024:i:c:s0304387824000269. Full description at Econpapers || Download paper | |
2024 | Dynamic CVaR portfolio construction with attention-powered generative factor learning. (2024). Yan, Xing ; Wu, QI ; Sun, Chuting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000137. Full description at Econpapers || Download paper | |
2024 | Robust portfolio selection with smart return prediction. (2024). Li, Bin ; Tu, Xueyong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750. Full description at Econpapers || Download paper | |
2024 | Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Jehle, Camille ; Gosse, Jean-Baptiste. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816. Full description at Econpapers || Download paper | |
2024 | Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602. Full description at Econpapers || Download paper | |
2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. Full description at Econpapers || Download paper | |
2024 | The quality of credit ratings amid geopolitical risk. (2024). Chakraborty, Madhumita ; Verma, Arushi ; Singhal, Himanshu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004652. Full description at Econpapers || Download paper | |
2024 | Population interference in panel experiments. (2024). Bojinov, Iavor ; Basse, Guillaume ; Han, Kevin. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002816. Full description at Econpapers || Download paper | |
2024 | Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Yang, Songshan ; Wen, Jiawei ; Li, Changcheng ; Cai, Zhanrui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902. Full description at Econpapers || Download paper | |
2024 | Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646. Full description at Econpapers || Download paper | |
2024 | Robustifying Markowitz. (2024). Zhivotovskiy, Nikita ; Hardle, Wolfgang Karl ; Klochkov, Yegor ; Petukhina, Alla. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000180. Full description at Econpapers || Download paper | |
2024 | Dealing with imperfect randomization: Inference for the highscope perry preschool program. (2024). Shaikh, Azeem ; Heckman, James ; Pinto, Rodrigo. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s0304407624000290. Full description at Econpapers || Download paper | |
2024 | Measuring diagnostic test performance using imperfect reference tests: A partial identification approach. (2024). Obradovi, Filip. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001878. Full description at Econpapers || Download paper | |
2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2010 | Hypothesis Testing in Econometrics In: Annual Review of Economics. [Full Text][Citation analysis] | article | 84 |
2009 | Hypothesis testing in econometrics.(2009) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2005 | Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 285 |
2003 | Exact and approximate stepdown methods for multiple hypothesis testing.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 285 | paper | |
2000 | Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 36 |
2015 | Stepwise Multiple Testing as Formalized Data Snooping In: Working Papers. [Full Text][Citation analysis] | paper | 576 |
2005 | Stepwise Multiple Testing as Formalized Data Snooping.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 576 | article | |
2003 | Stepwise multiple testing as formalized data snooping.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 576 | paper | |
2015 | Honey, I Shrunk the Sample Covariance Matrix In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2003 | Honey, I shrunk the sample covariance matrix.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2007 | Avoiding ‘data snooping’ in multilevel and mixed effects models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 4 |
2005 | Avoiding Data Snooping in Multilevel and Mixed Effects Models.(2005) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2004 | Inference for Autocorrelations in the Possible Presence of a Unit Root In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
2011 | Consonance and the Closure Method in Multiple Testing In: The International Journal of Biostatistics. [Full Text][Citation analysis] | article | 10 |
2009 | Consonance and the closure method in multiple testing.(2009) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1999 | Flexible Multivariate GARCH Modeling With an Application to International Stock Markets In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 142 |
2003 | Flexible Multivariate GARCH Modeling with an Application to International Stock Markets.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | article | |
2001 | Flexible multivariate GARCH modeling with an application to international stock markets.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2000 | A well conditioned estimator for large dimensional covariance matrices In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 453 |
2004 | A well-conditioned estimator for large-dimensional covariance matrices.(2004) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 453 | article | |
2000 | Improved estimation of the covariance matrix of stock returns with an application to portfolio selection In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 543 |
2003 | Improved estimation of the covariance matrix of stock returns with an application to portfolio selection.(2003) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | article | |
2001 | Improved estimation of the covariance matrix of stock returns with an application to portofolio selection.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
2000 | Subsampling inference in cube root asymptotics with an application to manskis maximum score estimator In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 57 |
2001 | Subsampling inference in cube root asymptotics with an application to Manskis maximum score estimator.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
1998 | Subsampling confidence intervals for the autoregressive root In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
1998 | Finite sample nonparametric inference and large sample efficiency In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1999 | On the asymptotic theory of subsampling In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 17 |
1999 | Subsampling, symmetrization, and robust interpolation In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
1999 | Subsampling intervals in autoregressive models with linear time trend In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 56 |
2001 | Subsampling Intervals in Autoregressive Models with Linear Time Trend..(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2001 | Improved nonparametric confidence intervals in time series regressions In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
2002 | Improved nonparametric confidence intervals in time series regressions.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2006 | Improved Nonparametric Confidence Intervals in Time Series Regressions.(2006) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2001 | Explicit nonparametric confidence intervals for the variance with guaranteed coverage In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
2008 | FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES In: Econometric Theory. [Full Text][Citation analysis] | article | 79 |
2005 | Formalized Data Snooping Based on Generalized Error Rates.(2005) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2005 | Subsampling inference in threshold autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 69 |
2001 | Subsampling inference in threshold autoregressive models.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2017 | Resurrecting weighted least squares In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
2014 | Resurrecting weighted least squares.(2014) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
1997 | Subsampling for heteroskedastic time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
2008 | Robust performance hypothesis testing with the Sharpe ratio In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 403 |
2008 | Robust Performance Hypothesis Testing with the Sharpe Ratio.(2008) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 403 | paper | |
2015 | Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 47 |
2013 | Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions.(2013) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2016 | Efficient computation of adjusted p-values for resampling-based stepdown multiple testing In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 211 |
2016 | Efficient computation of adjusted p-values for resampling-based stepdown multiple testing.(2016) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 211 | paper | |
2000 | A more general central limit theorem for m-dependent random variables with unbounded m In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 22 |
2009 | Optimal testing of multiple hypotheses with common effect direction In: Biometrika. [Full Text][Citation analysis] | article | 8 |
2008 | Optimal testing of multiple hypotheses with common effect direction.(2008) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2010 | multiple testing In: The New Palgrave Dictionary of Economics. [Full Text][Citation analysis] | chapter | 9 |
2008 | Control of the false discovery rate under dependence using the bootstrap and subsampling In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 34 |
2008 | Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling.(2008) In: IEW - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2008 | Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 28 |
2020 | The Romano–Wolf multiple-hypothesis correction in Stata In: Stata Journal. [Full Text][Citation analysis] | article | 155 |
2001 | Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | Subsampling the mean of heavy-tailed dependent observations In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | A Practical Two‐Step Method for Testing Moment Inequalities In: Econometrica. [Full Text][Citation analysis] | article | 94 |
2014 | A practical two-step method for testing moment inequalities.(2014) In: ECON - Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
2013 | Testing for monotonicity in expected asset returns In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Bootstrap joint prediction regions In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 36 |
2013 | A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Optimal estimation of a large-dimensional covariance matrix under Stein’s loss In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Numerical implementation of the QuEST function In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | Large dynamic covariance matrices In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 115 |
2017 | Improving weighted least squares inference In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Balanced bootstrap joint confidence bands for structural impulse response functions In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 23 |
2017 | Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Analytical nonlinear shrinkage of large-dimensional covariance matrices In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Factor models for portfolio selection in large dimensions: the good, the better and the ugly In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Robust performance hypothesis testing with smooth functions of population moments In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | The power of (non-)linear shrinking: a review and guide to covariance matrix estimation In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Shrinkage estimation of large covariance matrices: keep it simple, statistician? In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Quadratic shrinkage for large covariance matrices In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Large dynamic covariance matrices: enhancements based on intraday data In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 11 |
2024 | Markowitz portfolios under transaction costs In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Single-firm inference in event studies via the permutation test In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Improved inference in financial factor models In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | A novel estimator of earths curvature (allowing for inference as well) In: ECON - Working Papers. [Full Text][Citation analysis] | paper | 0 |
Control of Generalized Error Rates in Multiple Testing In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 32 | |
2006 | Resampling vs. Shrinkage for Benchmarked Managers In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Balanced Control of Generalized Error Rates In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Fund-of-funds construction by statistical multiple testing methods In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Nonlinear shrinkage estimation of large-dimensional covariance matrices In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Robust performance hypothesis testing with the variance In: IEW - Working Papers. [Full Text][Citation analysis] | paper | 0 |
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