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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
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Consistency of s 2 in the linear regression model with correlated errors
Krämer, Walter - In: Empirical economics : a journal of the Institute for … 16 (1991) 3, pp. 375-377
Persistent link: https://www.econbiz.de/10001109543
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On the origins of high persistence in GARCH-models
Krämer, Walter; Tameze Azamo, Baudouin; Christou, … - 2009
Persistent link: https://www.econbiz.de/10008839631
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On the origin of high persistence in GARCH-models
Krämer, Walter; Tameze, Baudouin; Christou, Konstantinos - In: Economics letters 114 (2012) 1, pp. 72-75
Persistent link: https://www.econbiz.de/10009517280