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~person:"Krämer, Walter"
~subject:"Kointegration"
~subject:"Theory"
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Search: subject:"Estimation theory"
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Kointegration
Theory
Estimation theory
56
Schätztheorie
56
Theorie
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
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Regionalökonomik
3
Schätzmethodik und Testmethodik
3
Statistical test
3
Statistik
3
Statistischer Test
3
structural change
3
Correlation
2
Dividend
2
Dividende
2
Korrelation
2
Macroeconometrics
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1
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Article
20
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5
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Article in journal
18
Aufsatz in Zeitschrift
18
Graue Literatur
3
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3
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2
Book section
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English
22
German
3
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Krämer, Walter
Phillips, Peter C. B.
94
Härdle, Wolfgang
68
Pesaran, M. Hashem
61
Gouriéroux, Christian
50
Franses, Philip Hans
45
Andrews, Donald W. K.
44
Newey, Whitney K.
42
Swanson, Norman R.
37
Johansen, Søren
36
McAleer, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Robinson, Peter M.
34
Heckman, James J.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Granger, C. W. J.
28
Li, Qi
28
Diebold, Francis X.
27
Hsiao, Cheng
27
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Dufour, Jean-Marie
25
Kohn, Robert
25
Lütkepohl, Helmut
25
Bera, Anil K.
24
Haldrup, Niels
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Gao, Jiti
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Ghysels, Eric
22
Lee, Lung-fei
22
Robert, Christian P.
22
Srivastava, Virendra K.
22
Stock, James H.
22
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Universität Dortmund
1
Published in...
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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)
25
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1
Essays on cointegrating polynomial regressions with applications to the EKC
Grabarczyk, Peter
-
2017
Persistent link: https://www.econbiz.de/10012795086
Saved in:
2
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:
3
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:
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
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:
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