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~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Economics letters"
~person:"Krämer, Walter"
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Krämer, Walter
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Economic theory : official journal of the Society for the Advancement of Economic Theory
Economics letters
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
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ECONIS (ZBW)
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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
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
Saved in:
3
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
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
Chaos and the compass rose
Krämer, Walter
- In:
Economics letters
54
(
1997
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10001222070
Saved in:
6
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:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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:
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