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subject:"Asymmetrische Information"
~isPartOf:"Economics letters"
~language:"eng"
~person:"Krämer, Walter"
~person:"Schmidt, Peter"
~subject:"Theory"
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Asymmetrische Information
Theory
Theorie
25
Estimation theory
7
Schätztheorie
7
Time series analysis
6
Zeitreihenanalyse
6
Probability theory
3
Statistical theory
3
Statistische Methodenlehre
3
Wahrscheinlichkeitsrechnung
3
Cointegration
2
Einheitswurzeltest
2
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2
Unit root test
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Backtesting
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Method of moments
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Nonlinear regression
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25
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English
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Krämer, Walter
Schmidt, Peter
Stark, Oded
19
Peel, David
13
Matsumura, Toshihiro
12
Mukherjee, Arijit
12
Franses, Philip Hans
11
Färe, Rolf
11
Lambertini, Luca
11
Marjit, Sugata
11
Lai, Ching-chong
10
Schmitz, Patrick W.
10
Basu, Kaushik
9
Beladi, Hamid
9
Eeckhoudt, Louis R.
9
Giles, David E. A.
9
Harrington, Joseph Emmett
9
Lee, Junsoo
9
Li, Qi
9
Stengos, Thanasēs
9
Andersen, Torben M.
8
Aronsson, Thomas
8
Bénassy, Jean-Pascal
8
Gehrlein, William V.
8
Neilson, William
8
Shaffer, Sherrill
8
Thomson, William
8
Wang, Leonard F. S.
8
Baye, Michael R.
7
Braid, Ralph M.
7
Campbell, Donald E.
7
Corchón, Luis C.
7
Egger, Peter
7
Friehe, Tim
7
Güth, Werner
7
Hassler, Uwe
7
Hecq, Alain W. J.
7
Kapetanios, George
7
Konrad, Kai A.
7
Kumbhakar, Subal
7
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Economics letters
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Journal of econometrics
14
Journal of productivity analysis
9
Econometric reviews
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Discussion paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometric theory
2
Journal of applied econometrics
2
The econometrics journal
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Applied quantitative finance : theory and computational tools
1
Blackwell handbooks in economics
1
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper / Center for Economic Research, Tilburg University
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Econometric analysis of financial markets
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic research reports
1
Generalized method of moments estimation
1
IEAS working paper
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
1
Journal of evolutionary economics : JEE
1
Journal of financial economics
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
NBER working paper series
1
Oxford bulletin of economics and statistics
1
Papers on economics and evolution
1
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ECONIS (ZBW)
25
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1
Skill Scores and modified Lorenz domination in default forecasts
Krämer, Walter
;
Neumärker, Simon
- In:
Economics letters
181
(
2019
),
pp. 61-64
Persistent link: https://www.econbiz.de/10012121880
Saved in:
2
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
3
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
Saved in:
4
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
5
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
;
Krämer, Walter
- In:
Economics letters
91
(
2006
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
Saved in:
6
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter
;
Mármol, Francesc
- In:
Economics letters
82
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
Saved in:
7
Partial GLS regression
Qian, Hailong
;
Schmidt, Peter
- In:
Economics letters
79
(
2003
)
3
,
pp. 385-392
Persistent link: https://www.econbiz.de/10001755298
Saved in:
8
Spurious logarithms and the KPSS statistic
Jong, Robert M. de
;
Schmidt, Peter
- In:
Economics letters
76
(
2002
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
Saved in:
9
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok
;
Schmidt, Peter
- In:
Economics letters
74
(
2001
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
Saved in:
10
Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon
;
Qian, Hailong
;
Schmidt, Peter
- In:
Economics letters
62
(
1999
)
3
,
pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
Saved in:
1
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