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 0 0 8 170
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 1 6 0 1 16 49
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 2 17 429
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 0 0 10 28
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 0 1 14 85
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 1 15 48
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 1 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 1 2 21 88
Diagnostic checking in linear processes with infinit variance 0 0 0 1 1 1 6 20
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 0 7 34
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 0 2 12 796
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 0 1 15 59
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 0 0 12 42
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 1 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 0 0 12 115
Long memory with Markov-Switching GARCH 0 0 0 83 0 0 6 246
Long memory with Markov-Switching GARCH 0 0 0 7 0 1 10 74
More on the F-test under nonspherical disturbances 0 1 1 6 0 1 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 46 0 0 7 731
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 0 0 5 56
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 2 14 217
On computing the Hausman Test 0 0 0 0 0 1 5 581
On the ordering of probability forecasts 0 0 0 13 0 0 11 165
On the ordering of probability forecasts 0 0 0 2 0 1 10 29
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 0 0 4 27
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 1 2 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 8 62
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 63 0 3 25 137
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 1 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 1 0 0 13 24
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 0 0 14 64
Testing and dating of structural changes in practice 0 0 0 73 0 1 18 226
Testing for structural change in the presence of long memory 0 0 1 13 0 2 15 55
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 1 3 13 72
The Cult of Statistical Significance 0 0 0 59 0 1 10 196
The Dickey-Fuller-test for exponential random walks 0 0 0 4 0 0 7 36
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 0 0 15 89
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 1 177 0 1 11 613
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 1 247 0 2 23 545
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 2 12 34
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 1 8 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 1 12 145
Total Working Papers 0 1 10 1,758 6 41 664 9,855

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 2 2 8 102
A new test for structural stability in the linear regression model 0 2 3 468 0 4 18 1,121
A simple and focused backtest of value at risk 0 0 0 26 1 1 7 103
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 2 2 14 90
A trend-resistant test for structural change based on OLS residuals 0 1 1 64 0 2 9 211
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 1 1 2 292
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 101 1 1 9 358
Asymmetry in the distribution of daily stock returns 0 0 0 5 0 1 13 38
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 1 1 10 227
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 1 3 10 51
Computational pitfalls of the Hausman test 0 0 0 23 1 1 11 85
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 2 2 7 115
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 1 8 0 1 4 30
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 1 7 30
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 1 3 55
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 1 3 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 1 6 86
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 1 8 1 2 11 47
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 0 1 4 17
Editorial 0 0 0 0 1 2 6 7
Editorial 0 0 0 0 0 0 6 7
Editorial 0 0 0 0 0 0 4 7
Editorial 0 0 0 0 0 0 8 10
Editorial 0 0 0 0 0 1 10 13
Editorial 0 0 0 4 0 0 3 30
Editorial 0 0 0 0 1 2 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 1 2 9 33
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 0 1 5 154
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 12 475
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 3 4 16 363
Geschlossene Gesellschaft 0 0 0 3 0 1 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 0 0 8 29
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 0 0 11 23
Interview Gert Wagner 0 0 0 2 0 2 12 20
Interview Wilrich 0 0 0 0 0 0 5 26
Interview mit Almut Steger 0 0 3 6 2 3 20 31
Interview mit Christine Müller 0 0 0 4 0 0 1 16
Interview mit Gerd Hansen 0 0 0 1 0 1 14 23
Interview mit Gerhard Arminger 0 0 0 1 0 2 11 17
Interview mit Göran Kauermann 0 0 1 3 2 3 8 40
Interview mit Günter Bamberg 0 0 0 0 0 0 7 29
Interview mit Hans Schneeweiß 0 0 0 3 0 1 9 41
Interview mit Heinz Grohmann 0 0 1 4 0 0 10 41
Interview mit Helmut Lütkepohl 0 0 1 12 0 1 10 45
Interview mit Joachim Frohn 0 0 0 8 1 1 6 70
Interview mit Manfred Deistler 0 0 0 0 0 1 5 11
Interview mit Nanny Wermuth 0 0 0 2 0 0 7 34
Interview mit Ralf Münnich 0 0 0 1 0 1 11 15
Interview mit Stefan Mittnik 0 0 0 1 0 0 9 13
Interview mit Ulrich Rendtel 0 0 0 1 0 0 8 25
Interview mit Ursula Gather 0 0 0 2 0 2 9 42
Interview mit Volker Mammitzsch 0 0 0 2 0 0 5 29
Interview mit Wolfgang Schmid 0 0 0 3 1 3 9 27
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 1 1 5 57
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 33 1,534 2 10 77 3,412
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 0 0 7 10
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 2 4 12 63
Kahneman, D. (2011): Thinking, Fast and Slow 0 4 15 75 1 16 92 304
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 1 9 32
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 1 1 10 56
Lenin und die Volkszählung in Russland 1920 0 0 0 7 0 1 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 0 0 10 91
Mean adjustment and the CUSUM test for structural change 0 0 0 23 1 2 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 0 0 9 24
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 1 2 12 59
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 1 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 2 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 1 2 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 1 2 5 231
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 1 2 9 30
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 1 2 10 1,508 6 25 123 4,133
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 8 75
Recursive computation of piecewise constant volatilities 0 0 0 15 0 1 16 67
Reject inference in consumer credit scoring with nonignorable missing data 0 0 2 77 2 3 17 316
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 0 3 9 609 0 4 20 1,146
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 1 3 12 27
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 1 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 1 1 21 1,125
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 0 1 14 155
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 0 0 10 17
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 39 2 5 23 193
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 1 32 0 1 11 124
Testing and dating of structural changes in practice 0 0 3 110 2 4 22 433
Testing for Structural Change in Dynamic Models 0 0 4 297 0 0 14 764
Testing for Structural Changes in the Presence of Long Memory 0 0 0 35 1 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 2 5 12 2,033 4 17 52 6,747
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 0 33 1 1 12 154
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 66 0 2 24 209
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 0 1 4 196
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 1 2 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 2 2 8 97
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 1 1 9 59
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 0 1 8 93
The power of the Durbin-Watson test for regressions without an intercept 0 0 2 83 1 2 11 270
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 0 0 7 33
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 2 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 1 1 4 22
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 1 8 33
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 1 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 4 21 113 8,948 71 207 1,566 31,322
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 2 2 5 5
Total Books 0 0 0 0 2 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 1 2 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 3 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 1 1
Einleitung 0 0 0 0 0 2 5 5
Einleitung 0 0 0 0 0 0 3 3
Einleitung 0 0 0 0 0 0 4 4
Georg Thiel 0 0 0 0 0 1 7 7
Gerd Hansen 0 0 0 0 1 5 8 8
Gerhard Arminger 0 0 0 0 0 1 2 2
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 0 0 5 5
Hans Schneeweiß 0 0 0 0 0 3 6 6
Heinz Grohmann 0 0 0 0 0 0 1 1
Helmut Lütkepohl 0 0 0 0 0 1 6 6
Joachim Frohn 0 0 0 0 2 4 10 10
Karl Mosler 0 0 0 0 0 1 4 4
Katharina Morik 0 0 0 0 1 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 1 1 1 0 2 3 3
Nanny Wermuth 0 0 0 0 0 1 6 6
Peter Theodor Wilrich 0 0 0 0 0 0 0 0
Ralf Münnich 0 0 0 0 0 5 11 11
Statistik für alle 0 0 0 0 0 0 2 2
Stefan Mittnik 0 0 0 0 1 1 4 4
Ulrich Rendtel 0 0 0 0 0 1 3 3
Ursula Gather 0 0 0 0 0 3 6 6
Volker Mammitzsch 0 0 0 0 0 1 5 5
Walter Radermacher 0 0 0 0 0 3 11 11
Warum leben Novemberkinder länger? 0 0 0 0 0 0 2 2
Wolfgang Härdle 0 0 0 0 0 2 6 6
Wolfgang Schmid 0 0 0 0 0 3 6 6
Total Chapters 0 1 1 1 6 49 172 172

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