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Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Kramer, Walter; Hassler, Uwe - In: Economics Letters 60 (1998) 3, pp. 285-290
Persistent link: https://www.econbiz.de/10005095467
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Range vs. maximum in the OLS-based version of the CUSUM test
Kramer, Walter; Schotman, Peter - In: Economics Letters 40 (1992) 4, pp. 379-381
Persistent link: https://www.econbiz.de/10005355693
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Mean adjustment and the CUSUM test for structural change
Ploberger, Werner; Kramer, Walter - In: Economics Letters 25 (1987) 3, pp. 255-258
Persistent link: https://www.econbiz.de/10005355880
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On studentizing a test for structural change
Ploberger, Werner; Kramer, Walter - In: Economics Letters 20 (1986) 4, pp. 341-344
Persistent link: https://www.econbiz.de/10005158722
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A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Kramer, Walter; Baltagi, Badi - In: Economics Letters 50 (1996) 1, pp. 13-17
Persistent link: https://www.econbiz.de/10005296244
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Fractional integration and the augmented Dickey-Fuller Test
Kramer, Walter - In: Economics Letters 61 (1998) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10005296408
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The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp; Kramer, Walter - In: Economics Letters 91 (2006) 3, pp. 321-324
Persistent link: https://www.econbiz.de/10005296594
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Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
Busse, Ralf; Jeske, Roland; Kramer, Walter - In: Economics Letters 45 (1994) 3, pp. 267-271
Persistent link: https://www.econbiz.de/10005296832
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A Hausman test with trending data
Kramer, Walter - In: Economics Letters 19 (1985) 4, pp. 323-325
Persistent link: https://www.econbiz.de/10005307287
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The Lorenz-ordering of Singh-Maddala income distributions
Wilfling, Bernd; Kramer, Walter - In: Economics Letters 43 (1993) 1, pp. 53-57
Persistent link: https://www.econbiz.de/10005270471