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type_genre:"Article in journal"
~person:"Godfrey, L. G."
~person:"King, Maxwell L."
~person:"Krämer, Walter"
~subject:"Estimation theory"
~subject:"Finanzmarkt"
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Estimation theory
Finanzmarkt
Theorie
85
Theory
85
Schätztheorie
48
Statistical theory
21
Statistische Methodenlehre
21
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12
Statistischer Test
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Article in journal
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Godfrey, L. G.
King, Maxwell L.
Krämer, Walter
Phillips, Peter C. B.
33
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Li, Qi
26
Baltagi, Badi H.
23
McAleer, Michael
23
Pesaran, M. Hashem
22
Ohtani, Kazuhiro
21
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20
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19
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14
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13
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13
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Hill, Rufus Carter
12
Imbens, Guido
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Economics letters
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ECONIS (ZBW)
51
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1
Statistische Besonderheiten von Finanzzeitreihen
Krämer, Walter
- In:
Jahrbücher für Nationalökonomie und Statistik
222
(
2002
)
2
,
pp. 210-229
Persistent link: https://www.econbiz.de/10001655211
Saved in:
2
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:
3
Tests of non-nested regression models : some results on small sample behaviour and the bootstrap
Godfrey, L. G.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001234512
Saved in:
4
Hausman tests for autocorrelation in the presence of lagged dependent variables : some further results
Godfrey, L. G.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 197-207
Persistent link: https://www.econbiz.de/10001234580
Saved in:
5
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:
6
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:
7
Diagnostic checks for single-equation error-correction and autoregressive distributed lag models
Gerrard, W. J.
- In:
The Manchester School
66
(
1998
)
2
,
pp. 222-237
Persistent link: https://www.econbiz.de/10001238923
Saved in:
8
Modified Wald test for regression disturbances
Laskar, Mizan R.
- In:
Economics letters
56
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
Saved in:
9
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Rahman, Shahidur
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001228498
Saved in:
10
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
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