Access Statistics for Walter Krämer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"True Believers" or Numerical Terrorism at the Nuclear Power Plant 0 0 0 33 1 1 9 171
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 1 6 0 1 15 49
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 1 17 429
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 1 1 11 29
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 0 0 14 85
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 1 15 49
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 0 1 11 45
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 2 3 23 90
Diagnostic checking in linear processes with infinit variance 0 0 0 1 2 3 7 22
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 0 6 34
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 0 0 12 796
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 1 1 16 60
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 0 25 0 0 16 128
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 0 0 5 19
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 0 0 6 234
Fractional integration and the augmented dickey-fuller test 0 0 1 23 0 0 8 106
How to OverREACH oneself - a Critical View on the EU Commission's Estimate of the Health Benefits of its New Chemicals Policy 0 0 0 18 0 0 8 145
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 1 38 0 0 13 211
Kointegration von Aktienkursen 0 0 0 8 1 1 13 43
Large - scaledisasters and the insurance industry 0 0 0 17 0 0 6 125
Large-Scale Disasters and the Insurance Industry 0 0 0 93 0 0 4 337
Large-scale disasters and the insurance industry 0 0 0 10 0 0 5 80
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 0 0 6 65
Long Memory with Markov-Switching GARCH 0 0 0 80 0 0 8 184
Long memory vs. structural change in financial time series 0 0 1 31 1 1 11 116
Long memory with Markov-Switching GARCH 0 0 0 7 1 2 11 75
Long memory with Markov-Switching GARCH 0 0 0 83 0 0 6 246
More on the F-test under nonspherical disturbances 0 0 1 6 0 0 7 66
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 0 5 46
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 0 0 5 56
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 0 0 7 731
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 0 0 17 126
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 0 0 6 150
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 0 1 14 217
On computing the Hausman Test 0 0 0 0 0 0 5 581
On the ordering of probability forecasts 0 0 0 2 0 0 10 29
On the ordering of probability forecasts 0 0 0 13 0 0 11 165
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 0 1 8 255
Peaks or tails: What distinguishes financial data? 0 0 0 1 1 1 5 28
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 0 1 18 89
Software-Katalog Statistik/Ökonometrie 0 0 0 0 0 1 7 272
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 0 0 13 132
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 0 0 9 32
Statistische Besonderheiten von Finanzmarktdaten 0 0 1 11 0 0 7 62
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 63 1 3 25 138
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 0 1 15 76
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 0 0 12 411
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 1 1 15 65
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 2 2 15 26
Testing and dating of structural changes in practice 0 0 0 73 2 3 20 228
Testing for structural change in the presence of long memory 0 0 1 13 1 1 16 56
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 0 1 13 72
The Cult of Statistical Significance 0 0 0 59 1 2 11 197
The Dickey-Fuller-test for exponential random walks 0 0 0 4 1 1 8 37
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 1 177 0 0 11 613
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 0 0 15 89
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 1 247 2 2 25 547
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 0 12 34
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 0 7 54
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 0 0 3 38
The weak Pareto law and regular variation in the tails 0 0 0 5 0 0 7 42
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 0 0 12 145
Total Working Papers 0 0 10 1,758 23 39 678 9,878

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hausman test for non-ignorability 0 0 0 18 0 0 15 83
A Hausman test with trending data 0 0 0 4 0 0 7 41
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 0 1 13 363
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 0 0 14 130
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 0 2 8 102
A new test for structural stability in the linear regression model 0 1 3 468 2 4 20 1,123
A simple and focused backtest of value at risk 0 0 0 26 0 1 7 103
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 0 2 13 90
A trend-resistant test for structural change based on OLS residuals 0 0 1 64 1 2 10 212
An introduction to computational statistics -- Regression analysis: Robert I. Jennrich (1995): prentice hall, ISBN 0-13-454810-8, [pound sign] 22.95, pp. 364 1 1 1 70 2 3 4 294
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 101 0 1 9 358
Asymmetry in the distribution of daily stock returns 0 0 0 5 1 2 14 39
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 1 14 223
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 2 17 326
Book reviews 0 0 0 1 0 0 8 44
Book reviews 0 0 0 3 0 0 8 90
Chaos and the compass rose 0 0 0 31 0 1 10 227
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 1 2 11 52
Computational pitfalls of the Hausman test 0 0 0 23 0 1 11 85
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 2 7 115
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 1 8 0 0 4 30
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 0 7 30
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 0 3 55
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 0 1 9 101
Diagnostic Checking in Practice 0 1 1 29 0 1 5 82
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 0 15 0 0 6 86
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 0 8 0 1 10 47
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 1 2 5 18
Editorial 0 0 0 0 0 1 6 7
Editorial 0 0 0 0 0 0 4 7
Editorial 0 0 0 0 0 0 6 7
Editorial 0 0 0 0 0 0 8 10
Editorial 0 0 0 4 0 0 3 30
Editorial 0 0 0 0 0 0 10 13
Editorial 0 0 0 0 0 1 4 6
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 0 0 9 124
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 0 1 9 33
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 1 1 6 155
Finite sample power of linear regression autocorrelation tests 0 0 0 51 0 1 5 233
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 1 2 13 476
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 1 5 17 364
Geschlossene Gesellschaft 0 0 0 3 0 0 7 22
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 0 0 6 44
Hans Wolfgang Brachinger 0 0 0 0 1 1 8 30
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 0 0 11 23
Interview Gert Wagner 0 0 0 2 1 1 13 21
Interview Wilrich 0 0 0 0 1 1 6 27
Interview mit Almut Steger 0 0 3 6 1 3 21 32
Interview mit Christine Müller 0 0 0 4 1 1 2 17
Interview mit Gerd Hansen 0 0 0 1 1 2 14 24
Interview mit Gerhard Arminger 0 0 0 1 1 1 11 18
Interview mit Göran Kauermann 0 0 1 3 1 4 9 41
Interview mit Günter Bamberg 0 0 0 0 0 0 7 29
Interview mit Hans Schneeweiß 0 0 0 3 1 1 9 42
Interview mit Heinz Grohmann 0 0 1 4 0 0 10 41
Interview mit Helmut Lütkepohl 0 0 1 12 1 1 11 46
Interview mit Joachim Frohn 0 0 0 8 0 1 6 70
Interview mit Manfred Deistler 0 0 0 0 1 1 6 12
Interview mit Nanny Wermuth 0 0 0 2 1 1 8 35
Interview mit Ralf Münnich 0 0 0 1 1 2 12 16
Interview mit Stefan Mittnik 0 0 0 1 1 1 10 14
Interview mit Ulrich Rendtel 0 0 0 1 1 1 9 26
Interview mit Ursula Gather 0 0 0 2 0 0 9 42
Interview mit Volker Mammitzsch 0 0 0 2 0 0 5 29
Interview mit Wolfgang Schmid 0 0 0 3 1 3 10 28
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 1 2 6 58
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 1 3 31 1,535 1 7 69 3,413
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 57 57 63 67
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 0 3 12 63
Kahneman, D. (2011): Thinking, Fast and Slow 1 4 16 76 4 14 94 308
Kointegration von Aktienkursen 0 0 0 1 0 0 8 12
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 1 2 10 33
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 0 1 10 56
Lenin und die Volkszählung in Russland 1920 0 0 0 7 0 0 12 113
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 0 0 15 588
Long memory with Markov-Switching GARCH 0 0 0 17 1 1 11 92
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 1 10 93
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 0 0 2 37
Nachruf Almut Steger 0 0 0 0 0 1 2 2
Nachruf Heinz Grohmann 0 0 1 2 1 1 10 25
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 1 2 13 60
Note Short-term predictability of German stock returns 0 0 0 113 0 0 9 543
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 0 0 12 221
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 0 1 6 49
On assessing the relative performance of default predictions 0 0 0 2 0 0 8 17
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 0 2 12 102
On studentizing a test for structural change 0 0 1 49 0 0 7 144
On the consequences of trend for simultaneous equation estimation 0 0 0 6 0 0 3 59
On the origin of high persistence in GARCH-models 0 0 0 7 0 1 12 63
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 0 0 6 106
Peaks or tails - What distinguishes financial data? 0 0 0 38 0 1 5 231
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 1 9 30
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 6 8 16 1,514 18 30 136 4,151
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 0 0 8 36
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 0 0 7 75
Recursive computation of piecewise constant volatilities 0 0 0 15 0 0 15 67
Reject inference in consumer credit scoring with nonignorable missing data 0 0 2 77 0 3 16 316
Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis 0 0 0 1 0 0 3 17
Signal processing with alpha-stable distributions and applications: C.L. Nikias and Min Shoa (1995): Wiley, ISBN 0-471-10647-x, [pound sign] 50.00, pp. 168 1 3 9 610 2 5 20 1,148
Skill Scores and modified Lorenz domination in default forecasts 0 0 1 3 0 0 6 26
Spurious persistence in stochastic volatility 0 0 0 12 0 0 10 66
Statistik im Sozialismus 0 0 0 2 2 4 13 29
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 0 61 0 0 8 168
Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives 0 0 0 7 0 1 6 37
Stochastic Properties of German Stock Returns 0 0 0 0 0 0 12 174
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 0 1 21 1,125
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 0 0 14 155
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 1 1 11 18
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 39 1 4 24 194
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 1 1 2 33 1 1 12 125
Testing and dating of structural changes in practice 0 0 2 110 0 3 20 433
Testing for Structural Change in Dynamic Models 0 0 3 297 0 0 13 764
Testing for Structural Changes in the Presence of Long Memory 0 0 0 35 0 1 15 138
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 0 1 9 77
The CUSUM Test with OLS Residuals 0 3 12 2,033 0 10 51 6,747
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 0 33 0 1 12 154
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 66 0 1 22 209
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 0 0 4 196
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 0 1 6 69
The analysis of time-series: C. Chattfield (1996): An introduction, 5th ed. Chapman & Hall, ISBN 0-412-71640-2, pp. 283, [pound sign] 18.99 0 0 0 26 0 2 8 97
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 0 1 9 59
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 0 0 8 93
The power of the Durbin-Watson test for regressions without an intercept 1 1 2 84 1 3 10 271
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 0 0 11 120
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 1 25 0 0 7 81
Time Series Analysis -- Nonstationary and noninvertible distribution theory: Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00 0 0 0 59 0 0 2 174
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 0 0 38 0 0 8 121
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 1 1 8 34
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 0 0 9 24
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 0 0 9 19
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 0 0 7 12
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 0 1 3 22
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 1 1 9 34
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 2 9 34
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 35 0 0 6 111
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 0 0 8 96
Total Journal Articles 12 26 117 8,960 122 247 1,650 31,444
3 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Statistik für alle 0 0 0 0 0 2 5 5
Total Books 0 0 0 0 0 2 5 5

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Almut Steger 0 0 0 0 0 1 6 6
Ausbildung als zentrale Aufgabe 0 0 0 0 0 0 2 2
Bernd Fitzenberger 0 0 0 0 0 0 1 1
Christine Müller 0 0 0 0 0 1 5 5
Die Statistik des Lottospiels 0 0 0 0 0 1 3 3
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 0 0 8 8
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 0 0 1 1
Einleitung 0 0 0 0 0 0 5 5
Einleitung 0 0 0 0 0 0 4 4
Einleitung 0 0 0 0 1 1 4 4
Einleitung 0 0 0 0 0 0 1 1
Georg Thiel 0 0 0 0 0 1 7 7
Gerd Hansen 0 0 0 0 0 3 8 8
Gerhard Arminger 0 0 0 0 1 1 3 3
Gert Wagner 0 0 0 0 0 0 3 3
Göran Kauermann 0 0 0 0 0 0 2 2
Günter Bamberg 0 0 0 0 1 1 6 6
Hans Schneeweiß 0 0 0 0 0 0 6 6
Heinz Grohmann 0 0 0 0 0 0 1 1
Helmut Lütkepohl 0 0 0 0 0 0 6 6
Joachim Frohn 0 0 0 0 6 9 16 16
Karl Mosler 0 0 0 0 0 0 4 4
Katharina Morik 0 0 0 0 0 1 6 6
Katharina Schüller 0 0 0 0 0 0 3 3
Manfred Deistler 0 0 0 0 0 0 4 4
Mit Statistik an die Börse 0 0 0 0 0 1 1 1
More on the F-test under Nonspherical Disturbances 0 0 1 1 0 0 3 3
Nanny Wermuth 0 0 0 0 1 2 7 7
Peter Theodor Wilrich 0 0 0 0 2 2 2 2
Ralf Münnich 0 0 0 0 0 3 11 11
Statistik für alle 0 0 0 0 0 0 2 2
Stefan Mittnik 0 0 0 0 1 2 5 5
Ulrich Rendtel 0 0 0 0 0 0 3 3
Ursula Gather 0 0 0 0 0 0 6 6
Volker Mammitzsch 0 0 0 0 0 1 5 5
Walter Radermacher 0 0 0 0 1 3 12 12
Warum leben Novemberkinder länger? 0 0 0 0 0 0 2 2
Wolfgang Härdle 0 0 0 0 0 1 6 6
Wolfgang Schmid 0 0 0 0 0 1 6 6
Total Chapters 0 0 1 1 14 36 186 186

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10