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type_genre:"Article in journal"
~person:"Krämer, Walter"
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"Regression analysis"
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Cointegration
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Theorie
38
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38
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18
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4
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4
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4
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Article
21
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Article in journal
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21
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Krämer, Walter
Phillips, Peter C. B.
58
Andrews, Donald W. K.
35
Lütkepohl, Helmut
32
Baltagi, Badi H.
30
Li, Qi
29
Newey, Whitney K.
27
Ohtani, Kazuhiro
27
Pesaran, M. Hashem
27
Saikkonen, Pentti
27
McAleer, Michael
26
Robinson, Peter M.
25
Johansen, Søren
23
Giles, David E. A.
22
Linton, Oliver
22
Horowitz, Joel
21
Ullah, Aman
20
Godfrey, L. G.
19
Granger, C. W. J.
19
Lee, Lung-fei
19
Franses, Philip Hans
18
Gouriéroux, Christian
18
Hendry, David F.
18
King, Maxwell L.
18
Ghysels, Eric
17
Hahn, Jinyong
17
Hassler, Uwe
17
Wooldridge, Jeffrey M.
17
Bai, Jushan
16
Haldrup, Niels
16
Hansen, Bruce E.
16
Park, Joon Y.
16
Smith, Richard J.
16
Srivastava, Virendra K.
16
Swanson, Norman R.
16
Dufour, Jean-Marie
15
Kelejian, Harry H.
15
Leybourne, Stephen James
15
Schmidt, Peter
15
White, Halbert
15
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Economics letters
7
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
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2
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2
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2
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
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:
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
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:
8
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:
9
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:
10
Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances
Baltagi, Badi H.
- In:
Statistical papers
35
(
1994
)
4
,
pp. 323-328
Persistent link: https://www.econbiz.de/10001173328
Saved in:
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