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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Krämer, Walter"
~subject:"Monte Carlo simulation"
~subject:"Stichprobenerhebung"
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Search: subject_exact:"Estimation theory"
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Subject
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Prognoseverfahren
Theorie
Monte Carlo simulation
Stichprobenerhebung
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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Type of publication
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Article
21
Book / Working Paper
4
Type of publication (narrower categories)
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Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
Working Paper
1
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Language
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English
22
German
3
Author
All
Krämer, Walter
Pesaran, M. Hashem
72
Härdle, Wolfgang
70
Phillips, Peter C. B.
68
Swanson, Norman R.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
48
Franses, Philip Hans
46
Newey, Whitney K.
46
Baltagi, Badi H.
43
Imbens, Guido
40
McAleer, Michael
37
Giles, David E. A.
36
Horowitz, Joel
35
Koop, Gary
34
Dufour, Jean-Marie
33
Heckman, James J.
33
Diebold, Francis X.
31
Marcellino, Massimiliano
31
Robinson, Peter M.
31
Kapetanios, George
30
Kohn, Robert
30
Lechner, Michael
30
Ullah, Aman
30
King, Maxwell L.
29
Bera, Anil K.
27
Brännäs, Kurt
27
Wooldridge, Jeffrey M.
27
Zakoïan, Jean-Michel
27
Corradi, Valentina
26
Ghysels, Eric
26
Li, Qi
26
Ohtani, Kazuhiro
26
Robert, Christian P.
26
Winkelmann, Rainer
26
Granger, C. W. J.
25
Linton, Oliver
25
Lucas, André
25
White, Halbert
25
Hahn, Jinyong
24
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Institution
All
Universität Dortmund
1
Published in...
All
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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
1
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ECONIS (ZBW)
25
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1
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:
2
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:
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
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
6
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:
7
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
Saved in:
8
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:
9
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:
10
Some pitfalls in using empirical autocorrelations to test for zero correlation among common stock returns
Krämer, Walter
- In:
Econometric analysis of financial markets
,
(pp. 1-10)
.
1994
Persistent link: https://www.econbiz.de/10001284440
Saved in:
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