Similar Search Results - EconBiz

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

Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances

Krämer, Walter - 1997

Persistent link: https://www.econbiz.de/10010467730

OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances

Krämer, Walter; Mármol, Francesc - 1998

We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR (p) disturbances and a wide range of trending regressors_ and that OLS based statistical inference is still meaningful after proper adjustment of the test statistics.

Persistent link: https://www.econbiz.de/10010438767

Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances

Krämer, Walter - In: Econometrics in theory and practice : Festschrift for …, (pp. 137-142). 1998

Persistent link: https://www.econbiz.de/10001301449

Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression

Krämer, Walter - 2002

Persistent link: https://www.econbiz.de/10001742242

Some simple LM tests against multiple changes of variance in linear regression

Liebscher, Stefan; Krämer, Walter - In: Allgemeines statistisches Archiv : AStA ; journal of … 84 (2000) 1, pp. 33-40

Persistent link: https://www.econbiz.de/10001473469

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

A modification of the CUSUM test in the linear regression model with lagged dependent variables

Krämer, Walter - 1987

Persistent link: https://www.econbiz.de/10001383153

OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances

Krämer, Walter; Mármol, Francesc - 1999

Persistent link: https://www.econbiz.de/10001398379

Essays on cointegrating polynomial regressions with applications to the EKC

Grabarczyk, Peter - 2017

Persistent link: https://www.econbiz.de/10012795086

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