Browsing All of EconStor by Author Wolf, Michael

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Showing results 21 to 34 of 34
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Year of PublicationTitleAuthor(s)
2016 Improving weighted least squares inferenceDiCiccio, Cyrus J.; Romano, Joseph P.; Wolf, Michael
2016 Resurrecting weighted least squaresRomano, Joseph P.; Wolf, Michael
2017 Numerical implementation of the QuEST functionLedoit, Olivier; Wolf, Michael
2017 Optimal estimation of a large-dimensional covariance matrix under Stein's lossLedoit, Olivier; Wolf, Michael
2017 Balanced bootstrap joint confidence bands for structural impulse response functionsBruder, Stefan; Wolf, Michael
2017 Multiple testing of one-sided hypotheses: Combining Bonferroni and the bootstrapRomano, Joseph P.; Wolf, Michael
2017 Large dynamic covariance matricesEngle, Robert F.; Ledoit, Olivier; Wolf, Michael
2017 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier; Wolf, Michael
2017 Direct nonlinear shrinkage estimation of large-dimensional covariance matricesLedoit, Olivier; Wolf, Michael
2018 Balanced bootstrap joint confidence bands for structural impulse response functionsBruder, Stefan; Wolf, Michael
2018 Factor models for portfolio selection in large dimensions: The good, the better and the uglyDe Nard, Gianluca; Ledoit, Olivier; Wolf, Michael
2018 Robust performance hypothesis testing with smooth functions of population momentsLedoit, Olivier; Wolf, Michael
2019 Shrinkage estimation of large covariance matrices: Keep it simple, statistician?Ledoit, Olivier; Wolf, Michael
2019 The power of (non-)linear shrinking: A review and guide to covariance matrix estimationLedoit, Olivier; Wolf, Michael