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type_genre:"Article in journal"
~person:"Krämer, Walter"
~subject:"Cointegration"
~subject:"Estimation theory"
~subject:"Wahrscheinlichkeitsrechnung"
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Cointegration
Estimation theory
Wahrscheinlichkeitsrechnung
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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Article in journal
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Krämer, Walter
Phillips, Peter C. B.
51
Andrews, Donald W. K.
32
Lütkepohl, Helmut
32
Newey, Whitney K.
27
Saikkonen, Pentti
27
Baltagi, Badi H.
26
Li, Qi
26
Pesaran, M. Hashem
26
McAleer, Michael
24
Robinson, Peter M.
24
Johansen, Søren
23
Ohtani, Kazuhiro
21
Giles, David E. A.
20
Granger, C. W. J.
19
Gouriéroux, Christian
18
Hendry, David F.
18
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18
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17
King, Maxwell L.
17
Lee, Lung-fei
17
Schmidt, Peter
17
Ullah, Aman
17
Haldrup, Niels
16
Hassler, Uwe
16
Kelejian, Harry H.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Linton, Oliver
15
Smith, Richard J.
15
Bai, Jushan
14
Bera, Anil K.
14
Gallant, A. Ronald
14
Gil-Alaña, Luis A.
14
Rahbek, Anders
14
Swanson, Norman R.
14
Banerjee, Anindya
13
Ghysels, Eric
13
Godfrey, L. G.
13
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Economics letters
8
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
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2
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1
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1
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1
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ECONIS (ZBW)
22
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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
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter
- In:
Journal of forecasting
25
(
2006
)
3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003318082
Saved in:
3
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:
4
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:
5
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:
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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