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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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Long memory vs. structural change in financial time series
Krämer, Walter; Sibbertsen, Philipp; Kleiber, Christian - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10001650471
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Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - In: The econometrics journal 8 (2005) 3, pp. 406-417
Persistent link: https://www.econbiz.de/10003209171