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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Economics letters"
~person:"Krämer, Walter"
~subject:"Diskrete Entscheidung"
~subject:"Panel study"
~subject:"Statistical distribution"
~subject:"Statistical inference"
~subject:"Statistischer Test"
~subject:"optimality"
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Estimation theory
Diskrete Entscheidung
Panel study
Statistical distribution
Statistical inference
Statistischer Test
optimality
Schätztheorie
14
Theorie
5
Theory
5
ARCH model
3
ARCH-Modell
3
structural change
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Statistische Verteilung
2
Structural break
2
Structural change
2
Strukturbruch
2
Strukturwandel
2
Time series analysis
2
Zeitreihenanalyse
2
joint extremes
2
Autocorrelation
1
Autokorrelation
1
Bias
1
CUSUM of Squares Test
1
GARCH
1
Markov chain
1
Markov-Kette
1
Panel
1
Probability theory
1
Räumliche Interaktion
1
Spatial interaction
1
Statistical test
1
Statistical theory
1
Statistische Methodenlehre
1
Systematischer Fehler
1
Wahrscheinlichkeitsrechnung
1
long memory
1
minimum distance estimates
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12
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2
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2
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2
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2
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English
14
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Krämer, Walter
Giles, David E. A.
17
Baltagi, Badi H.
12
MacKinnon, James G.
12
Ullah, Aman
11
Davidson, Russell
10
Hahn, Jinyong
10
Lee, Lung-Fei
10
Schmid, Timo
10
Tran-van-Hoa
10
Wooldridge, Jeffrey M.
10
Ohtani, Kazuhiro
9
Parmeter, Christopher F.
9
Hassler, Uwe
8
Kumbhakar, Subal
8
Li, Qi
8
Stengos, Thanasēs
8
Lee, Lung-fei
7
Silva, João Santos
7
Han, Chirok
6
Kiviet, J. F.
6
McAleer, Michael
6
Shin, Dong-wan
6
Tzavidis, Nikos
6
Westerlund, Joakim
6
Zhang, Xinyu
6
Fisher, Gordon
5
Giles, Judith A.
5
Henderson, Daniel J.
5
Jin, Fei
5
King, Maxwell L.
5
Lahiri, Kajal
5
Leybourne, Stephen James
5
Liu, Long
5
Nielsen, Bent
5
Pesaran, M. Hashem
5
Phillips, Garry D. A.
5
Salvati, Nicola
5
Su, Liangjun
5
Sueishi, Naoya
5
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Journal of forecasting
Discussion paper
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Econometrics : open access journal
Economics letters
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CESifo working papers
1
Econometric analysis of financial markets
1
Econometrics discussion papers
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
Studies in Empirical Economics
1
Studies in empirical economics
1
The review of economics and statistics
1
Universität Dortmund / Research Paper
1
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ECONIS (ZBW)
14
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1
A simple nonparametric test for structural change in joint tail probabilities
Krämer, Walter
;
Kampen, Maarten van
-
2009
Persistent link: https://www.econbiz.de/10008827090
Saved in:
2
On the origins of high persistence in GARCH-models
Krämer, Walter
;
Tameze Azamo, Baudouin
;
Christou, …
-
2009
Persistent link: https://www.econbiz.de/10008839631
Saved in:
3
A Hausman test for non-ignorability
Bücker, Michael
;
Krämer, Walter
;
Arnold, Matthias
- In:
Economics letters
114
(
2012
)
1
,
pp. 23-25
Persistent link: https://www.econbiz.de/10009515855
Saved in:
4
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
5
The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph
;
Krämer, Walter
- In:
Economics letters
110
(
2011
)
1
,
pp. 67-70
Persistent link: https://www.econbiz.de/10009241559
Saved in:
6
Long memory with Markov-Switching GARCH
Krämer, Walter
- In:
Economics letters
99
(
2008
)
2
,
pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
Saved in:
7
Structural change and estimated persistence in the GARCH(1,1)-model
Krämer, Walter
;
Azamo, Baudouin Tameze
- In:
Economics letters
97
(
2007
)
1
,
pp. 17-23
Persistent link: https://www.econbiz.de/10003575201
Saved in:
8
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
Saved in:
9
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
10
A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Krämer, Walter
- In:
Economics letters
50
(
1996
)
1
,
pp. 13-17
Persistent link: https://www.econbiz.de/10001194179
Saved in:
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