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 5 6 9 169
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 0 5 5 10 13 44
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 4 6 7 419
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 0 0 4 22
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 3 5 6 76
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 4 5 6 39
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 6 8 10 42
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 3 6 7 74
Diagnostic checking in linear processes with infinit variance 0 0 0 1 1 2 3 17
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 1 6 32
Efficiency, Equity, and Generalized Lorenz Dominance 0 1 1 192 2 5 9 791
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 5 6 7 51
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 1 25 6 11 14 124
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 2 2 2 16
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 2 4 6 233
Fractional integration and the augmented dickey-fuller test 0 1 1 23 1 3 8 103
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 5 5 5 142
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 4 37 9 10 14 208
Kointegration von Aktienkursen 0 0 0 8 6 7 7 37
Large - scaledisasters and the insurance industry 0 0 0 17 3 4 5 123
Large-Scale Disasters and the Insurance Industry 0 0 0 93 1 3 5 336
Large-scale disasters and the insurance industry 0 0 0 10 1 2 2 77
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 3 3 3 62
Long Memory with Markov-Switching GARCH 0 0 0 80 3 3 6 182
Long memory vs. structural change in financial time series 1 1 1 31 3 7 9 112
Long memory with Markov-Switching GARCH 0 0 0 83 1 4 4 244
Long memory with Markov-Switching GARCH 0 0 0 7 3 6 6 70
More on the F-test under nonspherical disturbances 0 0 0 5 1 1 1 60
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 2 2 3 44
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 2 3 4 55
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 2 5 6 729
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 8 10 13 122
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 1 4 4 148
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 2 5 5 208
On computing the Hausman Test 0 0 0 0 1 1 1 577
On the ordering of probability forecasts 0 0 0 2 4 5 9 27
On the ordering of probability forecasts 0 0 0 13 4 10 10 164
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 0 5 6 252
Peaks or tails: What distinguishes financial data? 0 0 0 1 1 3 3 26
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 10 11 12 82
Software-Katalog Statistik/Ökonometrie 0 0 0 0 3 4 4 269
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 4 7 8 127
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 5 5 6 29
Statistische Besonderheiten von Finanzmarktdaten 1 1 1 11 2 3 5 58
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 1 63 7 11 15 126
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 5 9 11 70
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 5 10 11 410
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 0 1 2 12
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 5 5 8 57
Testing and dating of structural changes in practice 0 0 0 73 3 10 11 219
Testing for structural change in the presence of long memory 0 1 1 13 1 6 9 48
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 3 4 6 65
The Cult of Statistical Significance 0 0 0 59 1 4 5 190
The Dickey-Fuller-test for exponential random walks 0 0 0 4 3 4 5 33
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 176 4 5 5 607
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 7 9 10 84
The cult of statistical significance. What economists should and should not do to make their data talk 0 1 1 247 7 11 15 533
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 4 7 8 29
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 2 3 5 50
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 0 0 0 35
The weak Pareto law and regular variation in the tails 0 0 1 5 2 4 5 39
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 3 7 7 140
Total Working Papers 2 6 13 1,754 201 328 421 9,569

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 4 5 7 75
A Hausman test with trending data 0 0 0 4 2 5 7 39
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 3 4 11 357
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 6 8 9 124
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 1 3 4 97
A new test for structural stability in the linear regression model 0 0 1 465 2 8 9 1,111
A simple and focused backtest of value at risk 0 0 0 26 3 3 4 99
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 3 7 11 84
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 2 3 8 206
An introduction to computational statistics -- Regression analysis: Robert I. Jennrich (1995): prentice hall, ISBN 0-13-454810-8, [pound sign] 22.95, pp. 364 0 0 0 69 0 0 2 290
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 1 2 101 2 5 7 355
Asymmetry in the distribution of daily stock returns 0 0 0 5 2 7 9 33
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 7 10 12 220
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 3 4 4 313
Book reviews 0 0 0 3 3 5 6 88
Book reviews 0 0 0 1 1 4 7 43
Chaos and the compass rose 0 0 0 31 3 4 7 222
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 3 4 8 47
Computational pitfalls of the Hausman test 0 0 0 23 3 5 9 81
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 1 3 3 111
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 0 7 1 2 2 28
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 2 2 2 25
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 0 0 52
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 1 2 2 94
Diagnostic Checking in Practice 0 0 0 28 0 0 4 79
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 1 15 3 3 5 83
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 1 8 5 7 8 44
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 1 2 2 15
Editorial 0 0 0 0 1 1 3 4
Editorial 0 0 0 0 4 4 5 5
Editorial 0 0 0 4 1 1 2 29
Editorial 0 0 0 0 3 3 4 4
Editorial 0 0 0 0 2 2 3 5
Editorial 0 0 0 0 1 3 5 8
Editorial 0 0 0 0 6 6 6 8
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 2 4 7 120
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 2 3 3 27
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 3 3 5 152
Finite sample power of linear regression autocorrelation tests 0 0 0 51 1 2 2 230
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 3 6 7 470
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 5 8 9 356
Geschlossene Gesellschaft 0 0 0 3 0 1 4 19
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 2 3 3 41
Hans Wolfgang Brachinger 0 0 0 0 3 3 4 25
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 7 8 10 21
Interview Gert Wagner 0 0 0 2 3 7 7 15
Interview Wilrich 0 0 0 0 1 3 4 24
Interview mit Almut Steger 0 2 3 6 0 5 14 25
Interview mit Christine Müller 0 0 1 4 1 1 2 16
Interview mit Gerd Hansen 0 0 0 1 5 6 9 17
Interview mit Gerhard Arminger 0 0 0 1 1 5 7 13
Interview mit Göran Kauermann 0 1 1 3 1 3 3 35
Interview mit Günter Bamberg 0 0 0 0 2 3 4 26
Interview mit Hans Schneeweiß 0 0 1 3 2 4 10 40
Interview mit Heinz Grohmann 0 0 1 4 3 6 7 38
Interview mit Helmut Lütkepohl 1 1 1 12 5 5 6 40
Interview mit Joachim Frohn 0 0 0 8 0 1 3 66
Interview mit Manfred Deistler 0 0 0 0 0 1 3 9
Interview mit Nanny Wermuth 0 0 0 2 3 4 4 31
Interview mit Ralf Münnich 0 0 1 1 2 6 10 11
Interview mit Stefan Mittnik 0 0 0 1 4 6 6 10
Interview mit Ulrich Rendtel 0 0 0 1 7 8 8 25
Interview mit Ursula Gather 0 0 0 2 1 2 2 35
Interview mit Volker Mammitzsch 0 0 0 2 1 4 5 29
Interview mit Wolfgang Schmid 0 0 0 3 3 4 5 23
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 0 3 5 55
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 5 11 51 1,525 9 22 96 3,380
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 0 3 5 7
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 1 1 10 2 4 5 56
Kahneman, D. (2011): Thinking, Fast and Slow 2 3 8 64 16 27 50 243
Kointegration von Aktienkursen 0 0 0 1 3 4 5 9
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 6 7 7 30
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 1 1 6 4 5 6 52
Lenin und die Volkszählung in Russland 1920 0 0 0 7 7 8 8 109
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 4 7 9 581
Long memory with Markov-Switching GARCH 0 0 0 17 7 7 9 89
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 3 5 86
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 2 2 3 37
Nachruf Heinz Grohmann 0 0 1 2 2 4 7 21
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 4 4 7 53
Note Short-term predictability of German stock returns 0 0 0 113 2 3 5 539
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 6 6 6 215
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 0 3 4 47
On assessing the relative performance of default predictions 0 0 0 2 2 4 4 13
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 5 6 7 97
On studentizing a test for structural change 0 1 2 49 1 3 6 140
On the consequences of trend for simultaneous equation estimation 0 0 0 6 1 1 5 58
On the origin of high persistence in GARCH-models 0 0 0 7 4 6 7 57
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 3 3 4 103
Peaks or tails - What distinguishes financial data? 0 0 0 38 1 1 2 227
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 4 6 7 28
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 1 2 13 1,502 9 31 77 4,056
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 4 4 6 34
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 2 4 5 72
Recursive computation of piecewise constant volatilities 0 0 0 15 3 8 11 61
Reject inference in consumer credit scoring with nonignorable missing data 0 0 1 75 3 4 8 305
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 1 2 16
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 9 605 5 8 17 1,137
Skill Scores and modified Lorenz domination in default forecasts 0 0 1 3 3 4 6 26
Spurious persistence in stochastic volatility 0 0 0 12 3 4 11 62
Statistik im Sozialismus 0 0 0 2 2 5 9 22
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 3 61 2 2 8 163
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 3 3 3 34
Stochastic Properties of German Stock Returns 0 0 0 0 5 8 11 171
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 4 8 11 1,112
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 9 11 11 152
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 5 7 7 14
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 1 1 39 6 14 16 185
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 1 1 32 4 7 7 120
Testing and dating of structural changes in practice 0 0 2 109 5 6 16 422
Testing for Structural Change in Dynamic Models 0 2 5 296 4 7 14 759
Testing for Structural Changes in the Presence of Long Memory 0 0 3 35 5 8 16 133
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 2 3 6 73
The CUSUM Test with OLS Residuals 1 2 6 2,026 4 10 31 6,717
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 1 33 4 5 11 149
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 0 65 4 8 18 198
The Lorenz-ordering of Singh-Maddala income distributions 0 0 2 63 1 2 5 194
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 4 4 4 67
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 3 3 3 92
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 3 5 5 55
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 1 2 5 87
The power of the Durbin-Watson test for regressions without an intercept 0 0 1 82 1 2 7 264
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 5 9 12 120
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 0 24 0 1 1 75
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 2 2 3 174
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 0 0 38 3 3 4 117
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 2 3 3 29
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 4 5 7 21
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 2 3 3 13
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 3 3 5 10
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 1 1 3 20
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 3 3 3 28
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 2 4 7 29
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 35 2 4 5 109
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 2 3 4 92
Total Journal Articles 11 33 127 8,898 397 654 1,081 30,588
3 registered items for which data could not be found

Book File Downloads Abstract Views
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Statistik für alle 0 0 0 0 1 1 1 1
Total Books 0 0 0 0 1 1 1 1

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 1 1 1 1
Ausbildung als zentrale Aufgabe 0 0 0 0 1 1 1 1
Bernd Fitzenberger 0 0 0 0 0 0 0 0
Christine Müller 0 0 0 0 1 1 1 1
Die Statistik des Lottospiels 0 0 0 0 0 0 0 0
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 1 1 1 1
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 1 1 1 1
Georg Thiel 0 0 0 0 0 0 0 0
Gerd Hansen 0 0 0 0 0 0 0 0
Gerhard Arminger 0 0 0 0 0 0 0 0
Gert Wagner 0 0 0 0 0 1 1 1
Göran Kauermann 0 0 0 0 0 0 0 0
Günter Bamberg 0 0 0 0 0 0 0 0
Hans Schneeweiß 0 0 0 0 0 0 0 0
Heinz Grohmann 0 0 0 0 0 0 0 0
Helmut Lütkepohl 0 0 0 0 1 1 1 1
Joachim Frohn 0 0 0 0 3 3 3 3
Karl Mosler 0 0 0 0 0 1 1 1
Katharina Morik 0 0 0 0 2 2 2 2
Katharina Schüller 0 0 0 0 0 0 0 0
Manfred Deistler 0 0 0 0 0 0 0 0
Mit Statistik an die Börse 0 0 0 0 0 0 0 0
More on the F-test under Nonspherical Disturbances 0 0 0 0 0 0 0 0
Nanny Wermuth 0 0 0 0 1 1 1 1
Peter Theodor Wilrich 0 0 0 0 0 0 0 0
Ralf Münnich 0 0 0 0 0 0 0 0
Statistik für alle 0 0 0 0 1 1 1 1
Stefan Mittnik 0 0 0 0 1 1 1 1
Ulrich Rendtel 0 0 0 0 0 0 0 0
Ursula Gather 0 0 0 0 0 0 0 0
Volker Mammitzsch 0 0 0 0 2 2 2 2
Walter Radermacher 0 0 0 0 3 3 3 3
Warum leben Novemberkinder länger? 0 0 0 0 1 1 1 1
Wolfgang Härdle 0 0 0 0 0 0 0 0
Wolfgang Schmid 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 20 22 22 22

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Statistics updated 2026-02-12