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subject:"Theorie"
subject:"Prognoseverfahren"
~subject:"Volatility"
~person:"Krämer, Walter"
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Search: subject_exact:"Estimation theory"
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Subject
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Theorie
Prognoseverfahren
Volatility
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
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2
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Article
21
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4
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19
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19
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2
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2
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2
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English
22
German
3
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Krämer, Walter
Härdle, Wolfgang
72
Phillips, Peter C. B.
68
Pesaran, M. Hashem
64
Swanson, Norman R.
59
Gouriéroux, Christian
53
Franses, Philip Hans
47
Andrews, Donald W. K.
44
McAleer, Michael
42
Newey, Whitney K.
42
Baltagi, Badi H.
37
Diebold, Francis X.
37
Teräsvirta, Timo
36
Giles, David E. A.
35
Imbens, Guido
35
Koopman, Siem Jan
33
Koop, Gary
32
Linton, Oliver
32
Heckman, James J.
31
Zakoïan, Jean-Michel
31
Robinson, Peter M.
30
Ullah, Aman
30
Horowitz, Joel
29
King, Maxwell L.
28
Lucas, André
28
Marcellino, Massimiliano
28
Corradi, Valentina
27
Dufour, Jean-Marie
27
Kohn, Robert
27
Brännäs, Kurt
26
Ghysels, Eric
26
Granger, C. W. J.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Winkelmann, Rainer
26
Bera, Anil K.
25
Monfort, Alain
25
Francq, Christian
24
Hendry, David F.
24
Kapetanios, George
24
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Universität Dortmund
1
Published in...
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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
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ECONIS (ZBW)
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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:
11
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:
12
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:
13
Bias of s2 in the linear regression model with correlated errors
Kiviet, J. F.
- In:
The review of economics and statistics
74
(
1992
)
2
,
pp. 362-365
Persistent link: https://www.econbiz.de/10001129397
Saved in:
14
Modellspezifikationstests in der Ökonometrie
Krämer, Walter
- In:
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
42
(
1991
)
4
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001119410
Saved in:
15
Consistency of s 2 in the linear regression model with correlated errors
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
16
(
1991
)
3
,
pp. 375-377
Persistent link: https://www.econbiz.de/10001109543
Saved in:
16
Die Autokorrelation von Aktienkursen
Krämer, Walter
;
Runde, Ralf
-
1990
Persistent link: https://www.econbiz.de/10000854739
Saved in:
17
The local power of the cusum and cusum of squares tests
Ploberger, Werner
- In:
Econometric theory
6
(
1990
)
3
,
pp. 335-347
Persistent link: https://www.econbiz.de/10001118100
Saved in:
18
On the robustness of the f-test to autocorrelation among disturbances
Krämer, Walter
- In:
Economics letters
1
(
1989
),
pp. 37-40
Persistent link: https://www.econbiz.de/10001068818
Saved in:
19
A new test for structural stability in the linear regression model
Ploberger, Werner
- In:
Journal of econometrics
2
(
1989
),
pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
Saved in:
20
Econometrics of structural change
Krämer, Walter
(
ed.
)
-
1989
Persistent link: https://www.econbiz.de/10014002704
Saved in:
21
Testing for structural change in dynamic models
Krämer, Walter
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
6
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10001059824
Saved in:
22
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter
-
1987
Persistent link: https://www.econbiz.de/10001383153
Saved in:
23
Mean adjustment and the CUSUM test for structural change
Ploberger, Werner
- In:
Economics letters
3
(
1987
),
pp. 255-258
Persistent link: https://www.econbiz.de/10001038834
Saved in:
24
Der F-Test bei Polynomregression und Autokorrelation
Krämer, Walter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
71
(
1987
)
4
,
pp. 319-324
Persistent link: https://www.econbiz.de/10001042426
Saved in:
25
Testing for autocorrelation among common stock returns
Krämer, Walter
Persistent link: https://www.econbiz.de/10001279108
Saved in:
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