Michael Wolf : Citation Profile


Universität Zürich

23

H index

31

i10 index

3827

Citations

RESEARCH PRODUCTION:

25

Articles

64

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 141
   Journals where Michael Wolf has often published
   Relations with other researchers
   Recent citing documents: 305.    Total self citations: 49 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo206
   Updated: 2025-04-12    RAS profile: 2023-03-10    
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Relations with other researchers


Works with:

Ledoit, Olivier (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Wolf.

Is cited by:

Hermes, Henning (78)

Heckman, James (65)

Shaikh, Azeem (48)

Wiederhold, Simon (44)

Meghir, Costas (42)

Peter, Frauke (41)

Chernozhukov, Victor (36)

LINTON, OLIVER (33)

Carneiro, Pedro (31)

List, John (31)

Santos, Andre (31)

Cites to:

Ledoit, Olivier (63)

Engle, Robert (26)

Andrews, Donald (17)

Uppal, Raman (12)

Pischke, Jorn-Steffen (12)

Angrist, Joshua (12)

Savelyev, Peter (10)

French, Kenneth (10)

Heckman, James (10)

Flachaire, Emmanuel (10)

Pinto, Rodrigo (10)

Main data


Production by document typechapterpaperarticle19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 23Most cited documents123456789101112131415161718192021222324250250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Michael Wolf has published?


Journals with more than one article published# docs
Journal of Econometrics3
Econometrica2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Multivariate Analysis2
Journal of Empirical Finance2
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística10
Working Papers / Barcelona School of Economics2

Recent works citing Michael Wolf (2025 and 2024)


Year  ↓Title of citing document  ↓
2024The 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.

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2025The 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.

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2024Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2024Extended MinP Tests of Multiple Hypotheses. (2019). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696.

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2025A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024DoubleML -- 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.

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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.

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2024Kernel Minimum Divergence Portfolios. (2021). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516.

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2024On Recoding Ordered Treatments as Binary Indicators. (2021). Shem-Tov, Yotam ; Rose, Evan K. In: Papers. RePEc:arx:papers:2111.12258.

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2024Semiparametric Estimation of Dynamic Binary Choice Panel Data Models. (2022). Ouyang, FU. In: Papers. RePEc:arx:papers:2202.12062.

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2024Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach. (2022). Obradovi, Filip. In: Papers. RePEc:arx:papers:2204.00180.

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2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2024Effective and scalable programs to facilitate labor market transitions for women in technology. (2022). Palikot, Emil ; Athey, Susan. In: Papers. RePEc:arx:papers:2211.09968.

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2024A GRU-Based Dynamic Generative Factor Model for CVaR Portfolio Optimization. (2023). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318.

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2024Revisiting 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.

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2024Co-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.

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2025Ledoit-Wolf linear shrinkage with unknown mean. (2023). Miot, Alexandre ; Oriol, Benoit. In: Papers. RePEc:arx:papers:2304.07045.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2025Marginal Effects for Probit and Tobit with Endogeneity. (2023). Zeleneev, Andrei ; Kalnina, Ilze ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14862.

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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024Navigating 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.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2403.00009.

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2024Portfolio management using graph centralities: Review and comparison. (2024). Vrontos, Spyridon ; Noferini, Vanni ; Arslan, Bahar. In: Papers. RePEc:arx:papers:2404.00187.

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2024A 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.

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2025Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics. (2024). Lesniewski, Andrew ; Trigila, Giulio. In: Papers. RePEc:arx:papers:2412.00036.

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2024M6 Investment Challenge: The Role of Luck and Strategic Considerations. (2024). Stanvek, Filip. In: Papers. RePEc:arx:papers:2412.04490.

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2024Mean--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.

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2025Comparing latent inequality with ordinal data. (2025). Zhao, Wei ; Kaplan, David M. In: Papers. RePEc:arx:papers:2501.05338.

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2025Bridging 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.

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2025Continuity 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.

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2025Decision-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.

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2025Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310.

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2025Tensor 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.

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2025A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275.

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2025Chronologically Consistent Large Language Models. (2025). Wu, Jimmy ; Manela, Asaf ; Lv, Linying ; He, Songrun. In: Papers. RePEc:arx:papers:2502.21206.

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2024Mobile 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.

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2024Reject 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.

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2024.

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2024Testing 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.

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2024Bootstrap 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.

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2024In 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.

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2024The 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.

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2024The 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.

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2024The Impact of Student Aid Eligibility on Higher Education Applications. (2024). Remigereau, Camille ; Schper, Clara. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11592.

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2025Gender 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.

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2025Just Cheap Talk? Investigating Fairness Preferences in Hypothetical Scenarios. (2025). Weishaar, Daniel ; Hufe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11647.

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2025Health 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.

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2025Hairdressers and well-being: local services provision and mental health first response. (2025). Biyong, Clmence Pougu ; Nilsson, Bjrn. In: Working Papers. RePEc:dia:wpaper:dt202502.

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2024The 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.

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2024The Impact of Student Aid Eligibility on Higher Education Applications. (2024). Schper, Clara ; Remigereau, Camille. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2104.

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2024Institutional 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.

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2024Supporting 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.

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2024Property 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.

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2024Keeping 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.

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2024Impacts 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.

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2024Dynamic 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.

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2024Robust portfolio selection with smart return prediction. (2024). Li, Bin ; Tu, Xueyong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750.

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2024Benefits 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.

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2024Dynamic 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.

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2024Yield 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.

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2024The 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.

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2024Population 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.

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2024Asset 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.

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2024Time-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.

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2024Robustifying 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.

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2024Dealing 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.

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2024Measuring 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.

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2024Estimation 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.

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More than 100 citations found, this list is not complete...

Works by Michael Wolf:


Year  ↓Title  ↓Type  ↓Cited  ↓
2010Hypothesis Testing in Econometrics In: Annual Review of Economics.
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article84
2009Hypothesis testing in econometrics.(2009) In: IEW - Working Papers.
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This paper has nother version. Agregated cites: 84
paper
2005Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing In: Journal of the American Statistical Association.
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article285
2003Exact and approximate stepdown methods for multiple hypothesis testing.(2003) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 285
paper
2000Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem. In: Journal of Business & Economic Statistics.
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article36
2015Stepwise Multiple Testing as Formalized Data Snooping In: Working Papers.
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paper576
2005Stepwise Multiple Testing as Formalized Data Snooping.(2005) In: Econometrica.
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This paper has nother version. Agregated cites: 576
article
2003Stepwise multiple testing as formalized data snooping.(2003) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 576
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2015Honey, I Shrunk the Sample Covariance Matrix In: Working Papers.
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paper14
2003Honey, I shrunk the sample covariance matrix.(2003) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2007Avoiding ‘data snooping’ in multilevel and mixed effects models In: Journal of the Royal Statistical Society Series A.
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article4
2005Avoiding Data Snooping in Multilevel and Mixed Effects Models.(2005) In: IEW - Working Papers.
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This paper has nother version. Agregated cites: 4
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2004Inference for Autocorrelations in the Possible Presence of a Unit Root In: Journal of Time Series Analysis.
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article6
2011Consonance and the Closure Method in Multiple Testing In: The International Journal of Biostatistics.
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article10
2009Consonance and the closure method in multiple testing.(2009) In: IEW - Working Papers.
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1999Flexible Multivariate GARCH Modeling With an Application to International Stock Markets In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper142
2003Flexible Multivariate GARCH Modeling with an Application to International Stock Markets.(2003) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 142
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2001Flexible multivariate GARCH modeling with an application to international stock markets.(2001) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 142
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2000A well conditioned estimator for large dimensional covariance matrices In: DES - Working Papers. Statistics and Econometrics. WS.
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paper453
2004A well-conditioned estimator for large-dimensional covariance matrices.(2004) In: Journal of Multivariate Analysis.
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This paper has nother version. Agregated cites: 453
article
2000Improved estimation of the covariance matrix of stock returns with an application to portfolio selection In: DES - Working Papers. Statistics and Econometrics. WS.
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paper543
2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection.(2003) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 543
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2001Improved estimation of the covariance matrix of stock returns with an application to portofolio selection.(2001) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 543
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2000Subsampling inference in cube root asymptotics with an application to manskis maximum score estimator In: DES - Working Papers. Statistics and Econometrics. WS.
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paper57
2001Subsampling inference in cube root asymptotics with an application to Manskis maximum score estimator.(2001) In: Economics Letters.
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This paper has nother version. Agregated cites: 57
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1998Subsampling confidence intervals for the autoregressive root In: DES - Working Papers. Statistics and Econometrics. WS.
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paper3
1998Finite sample nonparametric inference and large sample efficiency In: DES - Working Papers. Statistics and Econometrics. WS.
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1999On the asymptotic theory of subsampling In: DES - Working Papers. Statistics and Econometrics. WS.
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paper17
1999Subsampling, symmetrization, and robust interpolation In: DES - Working Papers. Statistics and Econometrics. WS.
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1999Subsampling intervals in autoregressive models with linear time trend In: DES - Working Papers. Statistics and Econometrics. WS.
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paper56
2001Subsampling Intervals in Autoregressive Models with Linear Time Trend..(2001) In: Econometrica.
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This paper has nother version. Agregated cites: 56
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2001Improved nonparametric confidence intervals in time series regressions In: DES - Working Papers. Statistics and Econometrics. WS.
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paper5
2002Improved nonparametric confidence intervals in time series regressions.(2002) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 5
paper
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