Authors: Troster, Victor Wied, Dominik

Citation: Troster, Victor et Wied, Dominik, A specification test for dynamic conditional distribution models with function-valued parameters, Econometric reviews , 40(2), 2021, pp. 109-127

Authors: Wied, Dominik

Citation: Wied, Dominik, A nonparametric test for a constant correlation matrix, Econometric reviews , 36(10), 2017, pp. 1157-1172