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subject:"Theory"
person:"White, Halbert"
~person:"Krämer, Walter"
~isPartOf:"Economics letters"
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Theory
Estimation theory
13
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White, Halbert
Krämer, Walter
Giles, David E. A.
8
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6
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4
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4
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4
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Economics letters
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Discussion paper / Department of Economics, University of California San Diego
4
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3
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2
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Econometric analysis of financial markets
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Forschungsbericht / Universität Dortmund, Fachbereich Statistik
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Maximum likelihood estimation of misspecified models : twenty years later
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RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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
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