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Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2012) 3, pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
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The Dickey-Fuller test for exponential random walks
Davies, Paul L.; Krämer, Walter - In: Econometric theory 19 (2003) 5, pp. 865-877
Persistent link: https://www.econbiz.de/10001802826
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The local power of the cusum and cusum of squares tests
Ploberger, Werner - In: Econometric theory 6 (1990) 3, pp. 335-347
Persistent link: https://www.econbiz.de/10001118100
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THE DICKEY-FULLER TEST FOR EXPONENTIAL RANDOM WALKS
Davies, P.L.; Krämer, W. - In: Econometric theory 19 (2003) 5, pp. 865-878
Persistent link: https://www.econbiz.de/10006967468
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TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2011) 3, pp. 570-590
Persistent link: https://www.econbiz.de/10009968678
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A Mixed-Error Component Model
Baltagi, Badi H.; Krämer, Walter - In: Econometric theory 11 (1995) 1, pp. 192
Persistent link: https://www.econbiz.de/10007009221