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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"Economics letters"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Krämer, Walter"
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Estimation theory
Schätztheorie
12
Theorie
5
Theory
5
ARCH model
2
ARCH-Modell
2
Regression analysis
2
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2
Autocorrelation
1
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1
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12
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Krämer, Walter
Gao, Jiti
63
Peng, Bin
24
Hyndman, Rob J.
19
Robert, Christian P.
19
Martin, Gael M.
16
Poskitt, Donald Stephen
16
Gouriéroux, Christian
13
King, Maxwell L.
13
Baltagi, Badi H.
11
Pesaran, M. Hashem
11
Zhang, Xibin
11
Cheng, Tingting
10
Frazier, David T.
10
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
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10
Yang, Yanrong
10
Dong, Chaohua
9
Giles, David E. A.
9
Yan, Yayi
9
Forchini, Giovanni
8
Zakoïan, Jean-Michel
8
Guégan, Dominique
7
Hassler, Uwe
7
Henderson, Daniel J.
7
Kapetanios, George
7
Kumbhakar, Subal
7
Li, Qi
7
Linton, Oliver
7
Monfort, Alain
7
Parmeter, Christopher F.
7
Silvapulle, Mervyn J.
7
Stengos, Thanasēs
7
Tu, Yundong
7
Westerlund, Joakim
7
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6
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6
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6
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Economics letters
IZA Discussion Paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
2
Econometric reviews
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
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CESifo working papers
1
Econometric analysis of financial markets
1
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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
Studies in empirical economics
1
The review of economics and statistics
1
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ECONIS (ZBW)
12
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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