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A simple and focused backtest of value at risk
Krämer, Walter; Wied, Dominik - In: Economics letters 137 (2015), pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
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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
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Spurious persistence in stochastic volatility
Messow, Philip; Krämer, Walter - In: Economics letters 121 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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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
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Chaos and the compass rose
Krämer, Walter - In: Economics letters 54 (1997) 2, pp. 113-118
Persistent link: https://www.econbiz.de/10001222070
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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
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Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
Busse, Ralf - In: Economics letters 45 (1994) 3, pp. 267-271
Persistent link: https://www.econbiz.de/10001165793
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Range vs. maximum in the OLS-based version of the CUSUM test
Krämer, Walter - In: Economics letters 40 (1992) 4, pp. 379-381
Persistent link: https://www.econbiz.de/10001151316
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The Lorenz-ordering of Singh-Maddala income distributions
Wilfling, Bernd - In: Economics letters 43 (1993) 1, pp. 53-57
Persistent link: https://www.econbiz.de/10001151865
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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