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Dominik Wied

Institution: Universität zu Köln

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://wisostat.uni-koeln.de/de/wied

First Publication: 2010

Most Recent: 2025

RePEc ID: pwi327 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 4.71 2.69 0.00 7.40 91%
Last 10 Years 0.00 8.07 4.88 0.00 12.95 93%
All Time 0.00 9.42 7.06 1.01 17.49 93%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 13.79

Publications (16)

Year Article Journal Tier Authors
2025 Quantile Granger causality in the presence of instability Journal of Econometrics A 3
2024 Semiparametric distribution regression with instruments and monotonicity Labour Economics B 1
2024 Asymptotic properties of endogeneity corrections using nonlinear transformations The Econometrics Journal B 3
2024 Consistent Estimation of Multiple Breakpoints in Dependence Measures Journal of Business & Economic Statistics A 3
2023 Estimation and inference in factor copula models with exogenous covariates Journal of Econometrics A 2
2020 Estimating derivatives of function-valued parameters in a class of moment condition models Journal of Econometrics A 2
2019 Testing for constant correlation of filtered series under structural change The Econometrics Journal B 2
2019 Testing for structural breaks in factor copula models Journal of Econometrics A 3
2017 TESTING FOR CHANGES IN KENDALL’S TAU Econometric Theory B 4
2016 Evaluating Value-at-Risk forecasts: A new set of multivariate backtests Journal of Banking & Finance B 3
2015 A simple and focused backtest of value at risk Economics Letters C 2
2015 Nonparametric tests for constant tail dependence with an application to energy and finance Journal of Econometrics A 3
2014 A new set of improved Value-at-Risk backtests Journal of Banking & Finance B 4
2013 Misspecification Testing in a Class of Conditional Distributional Models Journal of the American Statistical Association B 2
2012 TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD Econometric Theory B 3
2010 Improved GMM estimation of the spatial autoregressive error model Economics Letters C 2