45 citations · 124 across the 11 of their papers we have counts for
4 papers · 1 filter
Reference Class Selection in Similarity-Based Forecasting of Sales Growth
Etienne Theising, Dominik Wied, Daniel Ziggel
This paper proposes a general method to handle forecasts exposed to behavioural bias by finding appropriate outside views, in our case corporate sales forecasts of analysts. The id…
Estimation and Inference in Factor Copula Models with Exogenous Covariates
Alexander Mayer, Dominik Wied
A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of…
Flexible Specification Testing in Quantile Regression Models
Tim Kutzker, Nadja Klein, Dominik Wied
We propose three novel consistent specification tests for quantile regression models which generalize former tests in three ways. First, we allow the covariate effects to be quanti…
Left-Truncated Health Insurance Claims Data: Theoretical Review and Empirical Application
Rafael Weißbachm, Achim Dörre, Dominik Wied +2
At the beginning of 2004, we draw a sample of size 0.25 million people from the inventory of the health insurer AOK. We followed their health claims until 2013. Our aim is the effe…