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Dominik Wied


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Personal Details

First Name: Dominik
Middle Name:
Last Name: Wied

RePEc Short-ID: pwi327

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Working papers

  1. Rothe, Christoph & Wied, Dominik, 2012. "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers 6364, Institute for the Study of Labor (IZA).


  1. Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel, 2014. "A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 723-736.
  2. Galeano, Pedro & Wied, Dominik, 2014. "Multiple break detection in the correlation structure of random variables," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 262-282.
  3. Matthias Borowski & Nikolaus Rudak & Birger Hussong & Dominik Wied & Sonja Kuhnt & Wolfgang Tillmann, 2014. "On- and offline detection of structural breaks in thermal spraying processes," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(5), pages 1073-1090, May.
  4. Dominik Wied, 2013. "CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns," Journal of Time Series Analysis, Wiley Blackwell, Wiley Blackwell, vol. 34(2), pages 221-229, 03.
  5. Dominik Wied & Daniel Ziggel & Tobias Berens, 2013. "On the application of new tests for structural changes on global minimum-variance portfolios," Statistical Papers, Springer, Springer, vol. 54(4), pages 955-975, November.
  6. Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013. "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, Springer, vol. 6(3), pages 87-103, March.
  7. Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013. "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, Springer, vol. 44(2), pages 761-774, April.
  8. Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
  9. Dominik Wied & Rafael Weißbach, 2012. "Consistency of the kernel density estimator: a survey," Statistical Papers, Springer, Springer, vol. 53(1), pages 1-21, February.
  10. Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2012. "A new fluctuation test for constant variances with applications to finance," Metrika, Springer, Springer, vol. 75(8), pages 1111-1127, November.
  11. Wied, Dominik & Krämer, Walter & Dehling, Herold, 2012. "Testing For A Change In Correlation At An Unknown Point In Time Using An Extended Functional Delta Method," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 28(03), pages 570-589, June.
  12. Dominik Wied, 2011. "Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction," Statistical Papers, Springer, Springer, vol. 52(3), pages 735-736, August.
  13. Arnold, Matthias & Wied, Dominik, 2010. "Improved GMM estimation of the spatial autoregressive error model," Economics Letters, Elsevier, Elsevier, vol. 108(1), pages 65-68, July.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2012-03-08. Author is listed


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