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Dominik Wied

Portrait Prof. Dr. Dominik Wied - Department of Econometrics and Statistics

Dominik Wied - Department of Econometrics and Statistics

Research focuses

Statistical methods, financial econometrics, microeconometrics, time series analysis, dependence modelling, distribution regression, structural breaks

Contact information

Dominik Wied

Phone: +49 221 470 4514
Email: dwied(at)uni-koeln(dot)de
WWW: www.wisostat.uni-koeln.de 

Curriculum vitae

  • Born on 29 March 1986
  • 2005 to 2008: Study of Statistics (diploma) at TU Dortmund, minor grade: mathematics
  • 2009: Dr. rer. nat. in Statistics at TU Dortmund
  • 2011-2016: Assistant professor for Financial Econometrics at TU Dortmund
  • 2013-2016: Project head at SFB 823 (project A1)
  • 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
  • Since July 2016: Full professor for Statistics and Econometrics at the University of Cologne

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