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Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - In: The econometrics journal 8 (2005) 3, pp. 406-417
Persistent link: https://www.econbiz.de/10003209171
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Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - In: The econometrics journal 8 (2005) 3, pp. 406-417
Persistent link: https://www.econbiz.de/10007429835
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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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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
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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
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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
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A cautionary note on computing conditional from unconditional correlations
Krämer, Jonas; Krämer, Walter - In: Economics letters 111 (2011) 2, pp. 176-179
Persistent link: https://www.econbiz.de/10009242381
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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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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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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