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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~language:"eng"
~person:"Krämer, Walter"
~source:"econis"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Experiment"
~subject:"Regressionsanalyse"
~subject:"Risiko"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Krämer, Walter
Phillips, Peter C. B.
41
Li, Qi
28
Linton, Oliver
28
Lee, Lung-fei
27
Su, Liangjun
25
Chen, Songnian
24
Baltagi, Badi H.
22
Robinson, Peter M.
19
Cai, Zongwu
18
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18
Gao, Jiti
18
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16
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16
Wooldridge, Jeffrey M.
16
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15
Hahn, Jinyong
15
Ullah, Aman
15
Aït-Sahalia, Yacine
14
Carroll, Raymond J.
14
Chen, Xiaohong
14
Kumbhakar, Subal
14
Sun, Yixiao
14
Sutter, Matthias
14
White, Halbert
14
Andrews, Donald W. K.
13
Francq, Christian
13
Gupta, Rangan
13
Ohtani, Kazuhiro
13
Taylor, Robert
13
Bai, Jushan
12
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12
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12
Lewbel, Arthur
12
Leybourne, Stephen James
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12
Schmidt, Peter
12
Tu, Yundong
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Applied economics letters
Economics letters
Journal of common market studies : JCMS
Journal of econometrics
Journal of the American Statistical Association : JASA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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1
Statistical methods in finance and capital market theory
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
5
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:
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
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:
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
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
A new test for structural stability in the linear regression model
Ploberger, Werner
- In:
Journal of econometrics
2
(
1989
),
pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
Saved in:
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