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Current working papers

  • M. Borsch, A. Mayer, D. Wied. "Consistent Estimation of Multiple Breakpoints in Dependence Measures", version June 2022
  • J. Breitung, A. Mayer, D. Wied. "Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations", version March 2023, R-code
  • R.E. Haschka, D. Wied. "Estimating Fixed Effects Stochastic Frontier Panel Models Under ‘Wrong’ Skewness with an Application to Health Care Efficiency in Germany", version September 2022
  • T. Kutzker, N. Klein, D. Wied. "Flexible Specification Testing in Semi-Parametric Quantile Regression Models", version December 2021
  • T. Kutzker, D. Wied. "Testing the Correct Specification of a Spatial Dependence Panel Model for Stock Returns", version September 2022
  • D. Wied. "Semiparametric Distribution Regression with Instruments and Monotonicity", version December 2022