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subject:"EU countries"
~person:"Krämer, Walter"
~subject:"Schätztheorie"
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Subject
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EU countries
Schätztheorie
Theorie
84
Theory
84
Estimation theory
24
Statistical test
15
Statistischer Test
15
Time series analysis
13
Zeitreihenanalyse
13
Forecasting model
11
Prognoseverfahren
11
Probability theory
9
Wahrscheinlichkeitsrechnung
9
Börsenkurs
8
Einheitswurzeltest
8
Share price
8
Unit root test
8
Deutschland
7
Germany
7
Statistical theory
7
Statistische Methodenlehre
7
Structural break
7
Strukturbruch
7
Theorie (STW)
7
Cointegration
6
Kointegration
6
Regression analysis
6
Regressionsanalyse
6
Capital income
5
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Financial market
5
Finanzmarkt
5
Kapitaleinkommen
5
Random Walk
5
Random walk
5
Autocorrelation
4
Autokorrelation
4
Credit rating
4
Credit risk
4
Criticism
4
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Article
20
Book / Working Paper
4
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Article in journal
18
Aufsatz in Zeitschrift
18
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
21
German
3
Author
All
Krämer, Walter
Härdle, Wolfgang
73
De Grauwe, Paul
63
Pesaran, M. Hashem
61
Phillips, Peter C. B.
54
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Casella, Alessandra
32
Haufler, Andreas
32
Coenen, Günter
30
Heckman, James J.
30
Marcellino, Massimiliano
30
Robinson, Peter M.
30
Artus, Patrick
29
Horowitz, Joel
29
Svensson, Lars E. O.
29
Baltagi, Badi H.
28
Hagen, Jürgen von
28
Diebold, Francis X.
27
Welfens, Paul J. J.
27
King, Maxwell L.
26
Li, Qi
26
Lucas, André
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
Beetsma, Roel
25
Brännäs, Kurt
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Belke, Ansgar
24
Bera, Anil K.
24
Hughes Hallett, Andrew
24
Angrist, Joshua D.
23
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Institution
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Universität Dortmund
1
Published in...
All
Economics letters
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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)
24
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24
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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
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:
6
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
Saved in:
7
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:
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
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:
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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