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subject:"Großbritannien"
~person:"Krämer, Walter"
~subject:"Statistical distribution"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Statistical distribution
Theorie
Estimation theory
56
Schätztheorie
56
Theory
24
Time series analysis
8
Zeitreihenanalyse
8
Deutschland
7
Germany
7
Regression analysis
7
Regressionsanalyse
7
Börsenkurs
6
Share price
6
ARCH model
5
ARCH-Modell
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Autocorrelation
4
Autokorrelation
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Räumliche Interaktion
4
Spatial interaction
4
Structural change
4
Strukturwandel
4
Capital income
3
Kapitaleinkommen
3
Markov chain
3
Markov-Kette
3
Regional economics
3
Regionalökonomik
3
Schätzmethodik und Testmethodik
3
Statistical test
3
Statistik
3
Statistischer Test
3
structural change
3
Correlation
2
Dividend
2
Dividende
2
Korrelation
2
Macroeconometrics
2
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1
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Article
21
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5
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Article in journal
19
Aufsatz in Zeitschrift
19
Graue Literatur
3
Non-commercial literature
3
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2
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Book section
2
Working Paper
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1
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1
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1
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1
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Language
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English
23
German
3
Author
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Krämer, Walter
Härdle, Wolfgang
77
Phillips, Peter C. B.
66
Pesaran, M. Hashem
58
Gouriéroux, Christian
51
McAleer, Michael
45
Andrews, Donald W. K.
44
Newey, Whitney K.
44
Franses, Philip Hans
43
Swanson, Norman R.
40
Giles, David E. A.
37
Imbens, Guido
36
Robinson, Peter M.
32
Horowitz, Joel
31
Heckman, James J.
30
Baltagi, Badi H.
28
Kohn, Robert
28
Diebold, Francis X.
27
Li, Qi
27
Ullah, Aman
27
Bera, Anil K.
26
Brännäs, Kurt
26
Dufour, Jean-Marie
26
King, Maxwell L.
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
Zakoïan, Jean-Michel
26
Granger, C. W. J.
25
Winkelmann, Rainer
25
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Wooldridge, Jeffrey M.
24
Kleibergen, Frank
23
Steel, Mark F. J.
23
White, Halbert
23
Hahn, Jinyong
22
Robert, Christian P.
22
Smith, Richard J.
22
Srivastava, Virendra K.
22
Angrist, Joshua D.
21
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Universität Dortmund
1
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
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Econometric analysis of financial markets
1
Econometric reviews
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
Studies in empirical economics
1
The review of economics and statistics
1
Universität Dortmund / Research Paper
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ECONIS (ZBW)
26
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1
A simple nonparametric test for structural change in joint tail probabilities
Krämer, Walter
;
Kampen, Maarten van
-
2009
Persistent link: https://www.econbiz.de/10008827090
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
Saved in:
9
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:
10
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:
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