Dominik Wied
Universität zu Köln
H-index: 20
Europe-Germany
Top articles of Dominik Wied
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Quantile Granger Causality in the Presence of Instability | arXiv preprint arXiv:2402.09744 | Alexander Mayer Dominik Wied Victor Troster | 2024/2/15 |
Asymptotic properties of endogeneity corrections using nonlinear transformations | The Econometrics Journal | Jörg Breitung Alexander Mayer Dominik Wied | 2024/1/16 |
Consistent Estimation of Multiple Breakpoints in Dependence Measures | Journal of Business & Economic Statistics | Marvin Borsch Alexander Mayer Dominik Wied | 2023/7/12 |
Left-truncated health insurance claims data: theoretical review and empirical application | Rafael Weißbach Achim Dörre Dominik Wied Gabriele Doblhammer Anne Fink | 2024/3 | |
Flexible specification testing in quantile regression models | Scandinavian Journal of Statistics | Tim Kutzker Nadja Klein Dominik Wied | 2024/3 |
Monitoring cointegration in systems of cointegrating relationships | Econometrics and Statistics | Etienne Theising Dominik Wied | 2023/1/9 |
Testing the correct specification of a system of spatial dependence models for stock returns | Empirical Economics | Tim Kutzker Dominik Wied | 2023/11/5 |
Reference class selection in similarity‐based forecasting of corporate sales growth | Journal of Forecasting | Etienne Theising Dominik Wied Daniel Ziggel | 2023/8 |
Estimation and inference in factor copula models with exogenous covariates | Journal of Econometrics | Alexander Mayer Dominik Wied | 2023/8/1 |
Model and moment selection in factor copula models | Journal of Financial Econometrics | Fang Duan Hans Manner Dominik Wied | 2022/1/1 |
Semiparametric Distribution Regression with Instruments and Monotonicity | arXiv preprint arXiv:2212.03704 | Dominik Wied | 2022/12/7 |
Estimating Fixed Effects Stochastic Frontier Panel Models Under ‘Wrong’Skewness with an Application to Health Care Efficiency in Germany | Available at SSRN 4079660 | Rouven E Haschka Dominik Wied | 2022/9/19 |
Truncating the exponential with a uniform distribution | Statistical Papers | Rafael Weißbach Dominik Wied | 2022/8 |
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models | Studies in Nonlinear Dynamics & Econometrics | Matthias Kaldorf Dominik Wied | 2022/3/28 |
A specification test for dynamic conditional distribution models with function-valued parameters | Econometric Reviews | Victor Troster Dominik Wied | 2021/2/7 |
Deviations from triangular arbitrage parity in foreign exchange and bitcoin markets | Central European Journal of Economic Modelling and Econometrics | Julia Reynolds Leopold Sögner Martin Wagner | 2021 |
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market | Journal of Forecasting | Victor Troster Jose Penalva Abderrahim Taamouti Dominik Wied | 2021/11 |
A monitoring procedure for detecting structural breaks in factor copula models | Studies in Nonlinear Dynamics & Econometrics | Hans Manner Florian Stark Dominik Wied | 2021/9/14 |
Sequential detection of parameter changes in dynamic conditional correlation models | Applied Stochastic Models in Business and Industry | Katharina Pape Pedro Galeano Dominik Wied | 2021/5 |
Testing for relevant dependence change in financial data: a CUSUM copula approach | Empirical Economics | Tim Kutzker Florian Stark Dominik Wied | 2021/4 |
