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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

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

The robustness of the F-test to spatial autocorrelation among regression disturbances

Krämer, Walter - 2002

Persistent link: https://www.econbiz.de/10001742293

Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances

Krämer, Walter - 1997

Persistent link: https://www.econbiz.de/10010467730

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

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

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

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

Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression

Krämer, Walter - 2002 - Version August 2002

The paper considers tests against for autocorrelation among the disturbances in linear regression models that can be expressed as ratios of quadratic forms. It shows that such tests are in general not unbiased and that power can even drop to zero for certain regressors and spatial weight...

Persistent link: https://www.econbiz.de/10009770908

Reject inference in consumer credit scoring with nonignorable missing data

Bücker, Michael; Kampen, Maarten W. van; Krämer, Walter - In: Journal of banking & finance 37 (2013) 3, pp. 1040-1045

Persistent link: https://www.econbiz.de/10009708713