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Number of items: 54.

Engle, Robert F; Ledoit, Olivier; Wolf, Michael (2017). Large dynamic covariance matrices. Working paper series / Department of Economics 231, University of Zurich.

Bruder, Stefan; Wolf, Michael (2017). Balanced bootstrap joint confidence bands for structural impulse response functions. Working paper series / Department of Economics 246, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2017). Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. Working paper series / Department of Economics 122, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2017). Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks. Working paper series / Department of Economics 137, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2017). Numerical implementation of the QuEST function. Working paper series / Department of Economics 215, University of Zurich.

Romano, Joseph P; Wolf, Michael (2017). Resurrecting weighted least squares. Journal of Econometrics, 197(1):1-19.

Sterchi, Martin; Wolf, Michael (2017). Weighted least squares and adaptive least squares: further empirical evidence. In: Kreinovič, Vladik; Sriboonchitta, Songsak; Huynh, Van-Nam. Robustness in Econometrics. Cham: Springer, 135-167.

Ledoit, Olivier; Wolf, Michael; Zhao, Zhao (2016). Beyond sorting: a more powerful test for cross-sectional anomalies. Working paper series / Department of Economics 238, University of Zurich.

Wolf, Michael; Schulte, U; Küpper, K; Bourauel, C; Keilig, L; Papageorgiou, S N; Dirk, C; Kirschneck, C; Daratsianos, N; Jäger, A (2016). Post-treatment changes in permanent retention. Journal of Orofacial Orthopedics = Fortschritte Der Kieferorthopädie, 77(6):446-453.

Romano, Joseph P; Wolf, Michael (2016). Resurrecting weighted least squares. Working paper series / Department of Economics 172, University of Zurich.

DiCiccio, Cyrus J; Romano, Joseph P; Wolf, Michael (2016). Improving weighted least squares inference. Working paper series / Department of Economics 232, University of Zurich.

Romano, Joseph P; Wolf, Michael (2016). Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. Statistics and Probability Letters, 113:38-40.

Romano, Joseph P; Wolf, Michael (2016). Efficient computation of adjusted p-values for resampling-based stepdown multiple testing. Working paper series / Department of Economics 219, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2015). Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Journal of Multivariate Analysis, 139:360-384.

Wolf, Michael; Wunderli, Dan (2015). Bootstrap joint prediction regions. Journal of Time Series Analysis, 36(3):352-376.

Bell, David R; Ledoit, Olivier; Wolf, Michael (2014). A new portfolio formation approach to mispricing of marketing performance indicators: an application to customer satisfaction. Customer Needs and Solutions, 1(4):263-276.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2014). A practical two-step method for testing moment inequalities. Econometrica, 82(5):1979-2002.

Kaul, Ashok; Wolf, Michael (2014). Standardised packaging and tobacco-industry-funded research. Lancet, 384(9939):233-234.

Kaul, Ashok; Wolf, Michael (2014). The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis. Working paper series / Department of Economics 165, University of Zurich.

Kaul, Ashok; Wolf, Michael (2014). The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis. Working paper series / Department of Economics 149, University of Zurich.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2014). A practical two-step method for testing moment inequalities. Working paper series / Department of Economics 90, University of Zurich.

Bell, David B; Ledoit, Olivier; Wolf, Michael (2013). A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction. Working paper series / Department of Economics 79, University of Zurich.

Romano, Joseph P; Wolf, Michael (2013). Testing for monotonicity in expected asset returns. Journal of Empirical Finance, 23:93-116.

Ledoit, Olivier; Wolf, Michael (2013). Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Working paper series / Department of Economics 105, University of Zurich.

Wolf, Michael; Wunderli, Dan (2013). Bootstrap joint prediction regions. Working paper series / Department of Economics 64, University of Zurich.

Romano, Joseph P; Wolf, Michael (2013). Testing for monotonicity in expected asset returns. Working paper series / Department of Economics 17, University of Zurich.

Wolf, Michael (2013). Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification. International Journal of Approximate Reasoning, 54(6):769-792.

Ledoit, Olivier; Wolf, Michael (2012). Nonlinear shrinkage estimation of large-dimensional covariance matrices. The Annals of Statistics, 40(2):1024-1060.

Wolf, Michael; Wunderli, Dan (2011). Fund-of-funds construction by statistical multiple testing methods. In: Scherer, B; Winston, K. The Oxford Handbook of Quantitative Asset Management. Oxford: Oxford University Press, 116-135.

Ledoit, Olivier; Wolf, Michael (2011). Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices. Working paper series / Institute for Empirical Research in Economics No. 515, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2011). Robust performance hypothesis testing with the variance. Wilmott Magazine, 2011(55):86-89.

Romano, Joseph P; Wolf, Michael (2011). Alternative Tests for Monotonicity in Expected Asset Returns. Department of Economics Working Paper Series No. 17, University of Zurich.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2011). Consonance and the closure method in multiple testing. The International Journal of Biostatistics, 7(1):online.

Ledoit, Olivier; Wolf, Michael (2010). Robust Performance Hypothesis Testing with the Variance. Working paper series / Institute for Empirical Research in Economics No. 516, University of Zurich.

Romano, Joseph P; Wolf, Michael (2010). Balanced control of generalized error rates. Annals of Statistics, 38(1):598-633.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2010). Hypothesis testing in econometrics. Annual Review of Economics, 2(1):75-104.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2009). Consonance and the Closure Method in Multiple Testing. Working paper series / Institute for Empirical Research in Economics No. 446, University of Zurich.

Wolf, Michael; Wunderli, Dan (2009). Fund-of-Funds Construction by Statistical Multiple Testing Methods. Working paper series / Institute for Empirical Research in Economics No. 445, University of Zurich.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2009). Hypothesis Testing in Econometrics. Working paper series / Institute for Empirical Research in Economics No. 444, University of Zurich.

Bittman, Richard M; Romano, Joseph P; Vallarino, Carlos; Wolf, Michael (2009). Optimal testing of multiple hypotheses with common effect direction. Biometrika, 96(2):399-410.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2008). Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling. Working paper series / Institute for Empirical Research in Economics No. 337, University of Zurich.

Ledoit, Olivier; Wolf, Michael (2008). Robust performance hypothesis testing with the Sharpe ratio. Journal of Empirical Finance, 15(5):850-859.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2008). Control of the false discovery rate under dependence using the bootstrap and subsampling. Test, 17(3):417-442.

Romano, Joseph P; Wolf, Michael (2008). Balanced Control of Generalized Error Rates. Working paper series / Institute for Empirical Research in Economics No. 379, University of Zurich.

Bittman, Richard M; Romano, Joseph P; Vallarino, Carlos; Wolf, Michael (2008). Optimal testing of multiple hypotheses with common effect direction. Working paper series / Institute for Empirical Research in Economics No. 307, University of Zurich.

Ledoit, Oliver; Wolf, Michael (2008). Robust Performance Hypothesis Testing with the Sharpe Ratio. Working paper series / Institute for Empirical Research in Economics No. 320, University of Zurich.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2008). Formalized data snooping based on generalized error rates. Econometric Theory, 24(2):404-447.

Afshartous, David; Wolf, Michael (2007). Avoiding "data snooping" in multilevel and mixed effects models. Journal of the Royal Statistical Society: Series A, 170(4):1035-1059.

Romano, Joseph P; Wolf, Michael (2006). Improved Nonparametric Confidence Intervals in Time Series Regressions. Working paper series / Institute for Empirical Research in Economics No. 273, University of Zurich.

Romano, Joseph P; Wolf, Michael (2006). Improved nonparametric confidence intervals in time series regressions. Journal of Nonparametric Statistics, 18(2):199-214.

Wolf, Michael (2006). Resampling vs. Shrinkage for Benchmarked Managers. Working paper series / Institute for Empirical Research in Economics No. 263, University of Zurich.

Afshartous, David; Wolf, Michael (2005). Avoiding Data Snooping in Multilevel and Mixed Effects Models. Working paper series / Institute for Empirical Research in Economics No. 260, University of Zurich.

Romano, Joseph P; Shaikh, Azeem M; Wolf, Michael (2005). Formalized Data Snooping Based on Generalized Error Rates. Working paper series / Institute for Empirical Research in Economics No. 259, University of Zurich.

Romano, Joseph P; Wolf, Michael (2005). Control of Generalized Error Rates in Multiple Testing. Working paper series / Institute for Empirical Research in Economics No. 245, University of Zurich.

This list was generated on Fri Jul 28 05:04:44 2017 CEST.