Statistics and Econometrics
Prof. Dr. Dominik Wied
Kontakt
Universität zu Köln
Institut für Ökonometrie und Statistik
Universitätsstr. 24
Wiso, Gebäude 101
Bauteil 3
Raum: 2.316
50931 Köln
T +49 221 470-4514
E dwied(at)uni-koeln(dot)de
Sprechstunde nach Vereinbarung.
Research Focuses
- Statistical methods
- Financial econometrics
- Microeconometrics
- Time series analysis
- Dependence modelling
- Distribution regression
- Structural breaks
Curriculum Vitae
- Since July 2016: Full professor for Statistics and Econometrics at the University of Cologne
- Winter term 2015/16 and summer term 2016 (up to and including June 2016): Visiting professor for Statistics and Econometrics at the University of Cologne
- 2013-2016: Project head at SFB 823 (project A1)
- 2011-2016: Assistant professor for Financial Econometrics at TU Dortmund
- 2009: Dr. rer. nat. in Statistics at TU Dortmund
- 2005 to 2008: Study of Statistics (diploma) at TU Dortmund, minor grade: mathematics
- Born on March 29th 1986
Selected Publications
- A. Mayer, D. Wied, V. Troster. Quantile Granger Causality in the Presence of Instability, Journal of Econometrics, 249, 105992, 2025
- D. Wied. Semiparametric Distribution Regression with Instruments and Monotonicity, Labour Economics, 90, 102565, 2024
- M. Borsch, A. Mayer, D. Wied. Consistent Estimation of Multiple Breakpoints in Dependence Measures, Journal of Business and Economic Statistics, 42(2), 695-706, 2024
- A. Mayer, D. Wied. Estimation and Inference in Factor Copula Models with Exogenous Covariates, Journal of Econometrics, 235(2), 1500-1521, 2023
- C. Rothe, D. Wied. Estimating Derivatives of Function-Valued Parameters in a Class of Moment Condition Models, Journal of Econometrics, 217(1), 1-19, 2020
- H. Manner, F. Stark, D. Wied. Testing for Structural Breaks in Factor Copula Models, Journal of Econometrics, 208(2), 324-345, 2019
- H. Dette, D. Wied. Detecting Relevant Changes in Time Series Models, Journal of the Royal Statistical Society Series B, 78(2), 371-394, 2016
- A. Bücher, S. Jäschke, D. Wied. Nonparametric Tests for Constant Tail Dependence With an Application to Energy and Finance, Journal of Econometrics, 187(1), 154-168, 2015
- C. Rothe, D. Wied. Misspecification Testing in a Class of Conditional Distributional Models, Journal of the American Statistical Association, 108(501), 314-324, 2013
- D. Wied, W. Krämer, H. Dehling. Testing for a Change in Correlation at an Unknown Point in Time Using an Extended Functional Delta Method, Econometric Theory, 28(3), 570-589, 2012