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type:"article"
type_genre:"Bibliography included"
~person:"Krämer, Walter"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
30
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30
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3
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3
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Krämer, Walter
Phillips, Peter C. B.
90
Lee, Lung-fei
64
Li, Qi
59
Baltagi, Badi H.
57
Linton, Oliver
55
Andrews, Donald W. K.
50
Newey, Whitney K.
47
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
Chen, Songnian
35
Gao, Jiti
35
McAleer, Michael
35
Simar, Léopold
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Perron, Pierre
32
Fan, Yanqin
30
Hsiao, Cheng
30
Lütkepohl, Helmut
30
Bai, Jushan
29
Cai, Zongwu
29
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
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26
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26
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Economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
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ECONIS (ZBW)
30
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1
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik
;
Krämer, Walter
;
Dehling, Herold
- In:
Econometric theory
28
(
2012
)
3
,
pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
Saved in:
2
A Hausman test for non-ignorability
Bücker, Michael
;
Krämer, Walter
;
Arnold, Matthias
- In:
Economics letters
114
(
2012
)
1
,
pp. 23-25
Persistent link: https://www.econbiz.de/10009515855
Saved in:
3
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:
4
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
Saved in:
5
Long memory with Markov-Switching GARCH
Krämer, Walter
- In:
Economics letters
99
(
2008
)
2
,
pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
Saved in:
6
Structural change and estimated persistence in the GARCH(1,1)-model
Krämer, Walter
;
Azamo, Baudouin Tameze
- In:
Economics letters
97
(
2007
)
1
,
pp. 17-23
Persistent link: https://www.econbiz.de/10003575201
Saved in:
7
Remark on pseudo-generalized least squares
Groß, Jürgen
;
Puntanen, Simo
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 131-133
Persistent link: https://www.econbiz.de/10001455674
Saved in:
8
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:
9
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:
10
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:
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