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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Discussion paper"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Economics letters"
~person:"Krämer, Walter"
~person:"Lee, Lung-Fei"
~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
22
Statistik
7
Korrelation und Regression
6
Schätzmethodik und Testmethodik
6
Theorie
5
Theory
5
Ökonometrie
5
Modelle
4
ARCH model
2
ARCH-Modell
2
Regression analysis
2
Regressionsanalyse
2
Spezifikation
2
Tobit model
2
Tobit-Modell
2
Verbrauch
2
Autocorrelation
1
Autokorrelation
1
Bias
1
CUSUM of Squares Test
1
Cartel
1
Consumption theory
1
Demand system
1
Haushalt
1
Indonesien
1
Kartell
1
Konsumtheorie
1
Market mechanism
1
Markov chain
1
Markov-Kette
1
Marktmechanismus
1
Nachfragesystem
1
Neoclassical synthesis
1
Neoklassische Synthese
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Nutzen
1
Panel
1
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Article
12
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10
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12
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12
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English
22
Author
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Krämer, Walter
Lee, Lung-Fei
Giles, David E. A.
17
Baltagi, Badi H.
12
MacKinnon, James G.
12
Ullah, Aman
11
Davidson, Russell
10
Hahn, Jinyong
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
Laisney, François
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
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Journal of forecasting
Discussion paper
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
Discussion paper series
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
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
Bulletin
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)
22
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1
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10
of
22
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
On the robustness of the f-test to autocorrelation among disturbances
Krämer, Walter
- In:
Economics letters
1
(
1989
),
pp. 37-40
Persistent link: https://www.econbiz.de/10001068818
Saved in:
10
Mean adjustment and the CUSUM test for structural change
Ploberger, Werner
- In:
Economics letters
3
(
1987
),
pp. 255-258
Persistent link: https://www.econbiz.de/10001038834
Saved in:
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