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type_genre:"Article in journal"
~person:"Krämer, Walter"
~subject:"Cointegration"
~subject:"Estimation theory"
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Cointegration
Estimation theory
Theorie
38
Theory
38
Schätztheorie
18
Börsenkurs
4
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4
Share price
4
Statistical test
4
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Article
20
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Article in journal
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Krämer, Walter
Phillips, Peter C. B.
45
Andrews, Donald W. K.
32
Lütkepohl, Helmut
32
Newey, Whitney K.
27
Saikkonen, Pentti
27
Baltagi, Badi H.
26
Pesaran, M. Hashem
26
Li, Qi
25
McAleer, Michael
24
Robinson, Peter M.
24
Johansen, Søren
23
Ohtani, Kazuhiro
21
Giles, David E. A.
20
Granger, C. W. J.
19
Gouriéroux, Christian
18
Hendry, David F.
18
Horowitz, Joel
18
Franses, Philip Hans
17
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Haldrup, Niels
16
Hassler, Uwe
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Kelejian, Harry H.
15
Schmidt, Peter
15
Smith, Richard J.
15
Bai, Jushan
14
Linton, Oliver
14
Swanson, Norman R.
14
Bera, Anil K.
13
Gil-Alaña, Luis A.
13
Godfrey, L. G.
13
Pagan, Adrian R.
13
Rahbek, Anders
13
Rilstone, Paul
13
Banerjee, Anindya
12
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Economics letters
7
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
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1
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1
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ECONIS (ZBW)
20
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1
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
;
Krämer, Walter
- In:
Economics letters
91
(
2006
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
Saved in:
2
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter
;
Mármol, Francesc
- In:
Economics letters
82
(
2004
)
1
,
pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
Saved in:
3
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:
4
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:
5
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:
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
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
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:
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