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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
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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742242
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The robustness of the F-test to spatial autocorrelation among regression disturbances
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742293
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The relative efficiency of the first difference estimator in linear models with highly corelated errors
Krämer, Walter - In: Methods of operations research 47 (1983), pp. 65-74
Persistent link: https://www.econbiz.de/10003607448
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OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances
Krämer, Walter; Mármol, Francesc - 1999
Persistent link: https://www.econbiz.de/10001398379
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Some simple LM tests against multiple changes of variance in linear regression
Liebscher, Stefan; Krämer, Walter - In: Allgemeines statistisches Archiv : AStA ; journal of … 84 (2000) 1, pp. 33-40
Persistent link: https://www.econbiz.de/10001473469
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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
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The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph; Krämer, Walter - In: Economics letters 110 (2011) 1, pp. 67-70
Persistent link: https://www.econbiz.de/10009241559
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The robustness of the F-test to spatial autocorrelation among regression disturbances
Krämer, Walter - 2002 - Version December 2002
It is shown that the null distribution of the F-test in a linear regression is rather non-robust to spatial autocorrelation among the regression disturbances. In particular, the true size of the test tends to either zero or unity when the spatial autocorrelation coefficient approaches the...
Persistent link: https://www.econbiz.de/10009770521