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subject:"Panel study"
~person:"Krämer, Walter"
~subject:"Schätztheorie"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Panel study
Schätztheorie
Estimation theory
32
Theorie
20
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20
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4
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4
Börsenkurs
3
Regression analysis
3
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Krämer, Walter
Phillips, Peter C. B.
95
Baltagi, Badi H.
70
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
58
Ullah, Aman
56
Newey, Whitney K.
54
Andrews, Donald W. K.
53
Tsionas, Efthymios G.
51
Su, Liangjun
48
Wooldridge, Jeffrey M.
45
Kumbhakar, Subal
42
Pesaran, M. Hashem
42
Robinson, Peter M.
41
White, Halbert
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
Gao, Jiti
38
Chen, Songnian
36
Parmeter, Christopher F.
36
Simar, Léopold
36
Horowitz, Joel
35
McAleer, Michael
35
Bera, Anil K.
34
Perron, Pierre
34
Dufour, Jean-Marie
33
Hsiao, Cheng
33
Fan, Yanqin
32
Hahn, Jinyong
32
Lütkepohl, Helmut
32
Bai, Jushan
31
Cai, Zongwu
31
Florens, Jean-Pierre
31
Chen, Xiaohong
30
Giles, David E. A.
30
Hansen, Bruce E.
30
Hendry, David F.
29
Zhang, Xinyu
29
Hausman, Jerry A.
28
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Economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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
Econometric analysis of financial markets
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
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Statistical methods in finance and capital market theory
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ECONIS (ZBW)
32
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1
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik
;
Krämer, Walter
;
Dehling, Herold
- In:
Econometric theory
28
(
2012
)
3
,
pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Remark on pseudo-generalized least squares
Groß, Jürgen
;
Puntanen, Simo
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 131-133
Persistent link: https://www.econbiz.de/10001455674
Saved in:
8
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
9
Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances
Krämer, Walter
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 137-142)
.
1998
Persistent link: https://www.econbiz.de/10001301449
Saved in:
10
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:
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