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Peaks or tails - what distinguished financial data?

Krämer, Walter; Runde, Ralf - 1996

Persistent link: https://www.econbiz.de/10000959254

Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler

Schipp, Bernhard (ed.); Trenkler, Götz (honouree); … - 2009

Persistent link: https://www.econbiz.de/10003757695

Large-scale disasters and the insurance industry

Krämer, Walter (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003647290

More on the F-test under nonspherical disturbances

Krämer, Walter; Hanck, Christoph - In: Statistical inference, econometric analysis and matrix …, (pp. 179-184). 2009

Persistent link: https://www.econbiz.de/10003780986

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

More on the F-test under nonspherical disturbances

Krämer, Walter; Hanck, Christoph - 2008

We show that the F-test can be both liberal and conservative in the context of a particular type of nonspherical behaviour induced by spatial autocorrelation, and that the conservative variant is more likely to occur for extreme values of the spatial autocorrelation parameter. In particular, it...