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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~person:"Krämer, Walter"
~type_genre:"Article in journal"
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Estimation theory
Statistische Methodenlehre
Theorie
38
Theory
38
Schätztheorie
18
Börsenkurs
4
Probability theory
4
Share price
4
Statistical test
4
Statistical theory
4
Statistischer Test
4
Time series analysis
4
Wahrscheinlichkeitsrechnung
4
Zeitreihenanalyse
4
Capital income
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Cointegration
2
Deutschland
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Einheitswurzeltest
2
Germany
2
Kointegration
2
Regression analysis
2
Regressionsanalyse
2
Unit root test
2
1871-1979
1
Autocorrelation
1
Autokorrelation
1
Backtesting
1
CAPM
1
Causality analysis
1
Chaos theory
1
Chaostheorie
1
Chemical industry
1
Chemieindustrie
1
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Type of publication
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Article
20
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
20
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
18
German
2
Author
All
Krämer, Walter
Andrews, Donald W. K.
33
Phillips, Peter C. B.
33
Li, Qi
30
Newey, Whitney K.
29
Pesaran, M. Hashem
28
Baltagi, Badi H.
27
Ohtani, Kazuhiro
22
Gouriéroux, Christian
21
Granger, C. W. J.
21
King, Maxwell L.
21
McAleer, Michael
21
Giles, David E. A.
19
Lee, Lung-fei
19
Perron, Pierre
19
Horowitz, Joel
18
Robinson, Peter M.
18
Schmidt, Peter
17
Ullah, Aman
17
Smith, Richard J.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Godfrey, L. G.
15
Hahn, Jinyong
15
Kelejian, Harry H.
15
Rilstone, Paul
15
Steel, Mark F. J.
15
White, Halbert
15
Franses, Philip Hans
14
Ghysels, Eric
14
Lütkepohl, Helmut
14
Bai, Jushan
13
Koop, Gary
13
Diebold, Francis X.
12
Donald, Stephen G.
12
Heckman, James J.
12
Hendry, David F.
12
Hill, Rufus Carter
12
Hsiao, Cheng
12
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Published in...
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Economics letters
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Econometric theory
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Schmollers Jahrbuch : journal of contextual economics
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
The review of economics and statistics
1
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Source
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ECONIS (ZBW)
20
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20
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1
The cult of statistical significance : what economists should and should not do to make their data talk
Krämer, Walter
- In:
Schmollers Jahrbuch : journal of contextual economics
131
(
2011
)
3
,
pp. 455-468
Persistent link: https://www.econbiz.de/10009372977
Saved in:
2
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
3
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:
4
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
5
Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 141-147
Persistent link: https://www.econbiz.de/10001211365
Saved in:
6
The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
Saved in:
7
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:
8
Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances
Baltagi, Badi H.
- In:
Statistical papers
35
(
1994
)
4
,
pp. 323-328
Persistent link: https://www.econbiz.de/10001173328
Saved in:
9
The CUSUM test with OLS residuals
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 271-285
Persistent link: https://www.econbiz.de/10001124370
Saved in:
10
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:
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