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Testing time-homogeneity of rating transitions after origination of debt
Weißbach, Rafael; Tschiersch, Patrick; Lawrenz, Claudia - In: Empirical economics : a journal of the Institute for … 36 (2009) 3, pp. 575-596
Persistent link: https://www.econbiz.de/10008257653
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A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael; Walter, Ronja - In: Journal of econometrics 155 (2010) 2, pp. 188-195
Persistent link: https://www.econbiz.de/10008391946
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Economic capital for nonperforming loans
Weißbach, Rafael; Lieres und Wilkau, Carsten von - In: Financial markets and portfolio management 24 (2010) 1, pp. 67-85
Persistent link: https://www.econbiz.de/10008399359
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Nearest neighbor hazard estimation with left-truncated duration data
Weißbach, Rafael; Poniatowski, Wladislaw; Krämer, Walter - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 97 (2013) 1, pp. 33-47
Persistent link: https://www.econbiz.de/10010074360
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Improved GMM estimation of the spatial autoregressive error model
Arnold, Matthias; Wied, Dominik - In: Economics letters 108 (2010) 1, pp. 65-69
Persistent link: https://www.econbiz.de/10008422808
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TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2011) 3, pp. 570-590
Persistent link: https://www.econbiz.de/10009968678
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Misspecification Testing in a Class of Conditional Distributional Models
Rothe, Christoph; Wied, Dominik - In: Journal of the American Statistical Association : JASA 108 (2013) 501, pp. 314-324
Persistent link: https://www.econbiz.de/10010092916
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Modeling different kinds of spatial dependence in stock returns
Arnold, Matthias; Stahlberg, Sebastian; Wied, Dominik - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 761-774
Persistent link: https://www.econbiz.de/10010093661