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subject:"United States"
~person:"Krämer, Walter"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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United States
Economic growth
Estimation theory
Schätztheorie
Statistischer Test
Theorie
38
Theory
38
Börsenkurs
4
Probability theory
4
Share price
4
Statistical test
4
Statistical theory
4
Statistische Methodenlehre
4
Time series analysis
4
Wahrscheinlichkeitsrechnung
4
Zeitreihenanalyse
4
Capital income
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Cointegration
2
Deutschland
2
Efficient market hypothesis
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1871-1979
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Autokorrelation
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Backtesting
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Aufsatz in Zeitschrift
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English
20
German
3
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Krämer, Walter
Phillips, Peter C. B.
45
Andrews, Donald W. K.
38
Heckman, James J.
35
Pesaran, M. Hashem
32
Li, Qi
31
Baltagi, Badi H.
30
Newey, Whitney K.
30
Franses, Philip Hans
27
Turnovsky, Stephen J.
27
McAleer, Michael
26
Chavas, Jean-Paul
24
Gupta, Rangan
24
Stock, James H.
24
Afonso, Oscar
23
Diebold, Francis X.
23
Giles, David E. A.
23
Lee, Lung-fei
23
Linton, Oliver
23
Stengos, Thanasēs
23
Ullah, Aman
23
Dufour, Jean-Marie
22
Swanson, Norman R.
22
Acemoglu, Daron
21
Engle, Robert F.
21
King, Maxwell L.
21
Ohtani, Kazuhiro
21
Bollerslev, Tim
20
Hahn, Jinyong
20
Horowitz, Joel
20
Lütkepohl, Helmut
20
Saikkonen, Pentti
20
Christiano, Lawrence J.
19
Chu, Angus C.
19
Ghysels, Eric
19
Kuan, Chung-ming
19
Perron, Pierre
19
Steel, Mark F. J.
19
Aghion, Philippe
18
Godfrey, L. G.
18
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Economics letters
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Econometric reviews
1
Econometric theory
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Schmollers Jahrbuch : journal of contextual economics
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
The econometrics journal
1
The review of economics and statistics
1
Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
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ECONIS (ZBW)
23
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1
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:
2
The cult of statistical significance : what economists should and should not do to make their data talk
Krämer, Walter
- In:
Schmollers Jahrbuch : journal of contextual economics
131
(
2011
)
3
,
pp. 455-468
Persistent link: https://www.econbiz.de/10009372977
Saved in:
3
Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian
;
Krämer, Walter
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 406-417
Persistent link: https://www.econbiz.de/10003209171
Saved in:
4
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:
5
Some simple LM tests against multiple changes of variance in linear regression
Liebscher, Stefan
;
Krämer, Walter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
1
,
pp. 33-40
Persistent link: https://www.econbiz.de/10001473469
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
Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 141-147
Persistent link: https://www.econbiz.de/10001211365
Saved in:
9
The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
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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