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 3 4 11 174
A Neglected Semi-Stylized Fact of Daily Stock Returns 1 1 2 7 3 3 18 52
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 0 16 429
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 2 4 10 32
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 2 2 16 87
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 2 16 50
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 4 5 16 50
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 0 2 22 90
Diagnostic checking in linear processes with infinit variance 0 0 0 1 2 5 10 25
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 3 3 6 37
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 0 2 12 798
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 1 2 16 61
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 0 25 2 2 17 130
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 1 1 6 20
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 1 1 6 235
Fractional integration and the augmented dickey-fuller test 0 0 1 23 2 4 10 110
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 3 3 11 148
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 1 38 1 1 14 212
Kointegration von Aktienkursen 0 0 0 8 3 4 16 46
Large - scaledisasters and the insurance industry 0 0 0 17 3 3 9 128
Large-Scale Disasters and the Insurance Industry 0 0 0 93 0 1 5 338
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 1 1 7 66
Long Memory with Markov-Switching GARCH 0 0 0 80 2 2 7 186
Long memory vs. structural change in financial time series 0 0 1 31 3 4 14 119
Long memory with Markov-Switching GARCH 0 0 0 83 3 3 9 249
Long memory with Markov-Switching GARCH 0 0 0 7 2 4 14 78
More on the F-test under nonspherical disturbances 0 0 1 6 2 3 10 69
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 2 2 6 48
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 3 3 10 734
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 0 0 4 56
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 0 0 14 126
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 2 5 11 155
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 2 2 16 219
On computing the Hausman Test 0 0 0 0 2 3 8 584
On the ordering of probability forecasts 0 0 0 2 0 0 7 29
On the ordering of probability forecasts 0 0 0 13 3 3 14 168
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 1 1 9 256
Peaks or tails: What distinguishes financial data? 0 0 0 1 2 3 7 30
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 4 4 22 93
Software-Katalog Statistik/Ökonometrie 0 0 0 0 1 2 9 274
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 2 3 15 135
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 3 3 11 35
Statistische Besonderheiten von Finanzmarktdaten 0 0 1 11 1 1 8 63
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 63 2 3 25 140
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 0 0 15 76
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 2 3 14 414
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 1 2 14 66
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 2 4 17 28
Testing and dating of structural changes in practice 0 0 0 73 0 2 19 228
Testing for structural change in the presence of long memory 0 0 1 13 1 3 16 58
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 0 0 11 72
The Cult of Statistical Significance 0 0 0 59 1 2 12 198
The Dickey-Fuller-test for exponential random walks 0 0 0 4 3 4 11 40
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 0 0 14 89
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 1 177 1 1 12 614
The cult of statistical significance. What economists should and should not do to make their data talk 1 1 2 248 6 11 34 556
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 1 1 13 35
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 2 3 10 57
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 2 2 5 40
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 1 2 14 147
Total Working Papers 2 2 12 1,760 103 149 763 10,004

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 2 2 15 85
A Hausman test with trending data 0 0 0 4 1 1 8 42
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 1 2 12 365
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 0 3 17 133
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 2 2 10 104
A new test for structural stability in the linear regression model 0 0 3 468 2 4 22 1,125
A simple and focused backtest of value at risk 0 0 0 26 4 4 11 107
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 0 0 13 90
A trend-resistant test for structural change based on OLS residuals 0 0 1 64 0 1 9 212
An introduction to computational statistics -- Regression analysis: Robert I. Jennrich (1995): prentice hall, ISBN 0-13-454810-8, [pound sign] 22.95, pp. 364 0 2 2 71 3 7 9 299
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 101 1 1 9 359
Asymmetry in the distribution of daily stock returns 0 0 0 5 2 3 15 41
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 0 13 223
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 2 2 19 328
Book reviews 0 0 0 1 2 2 7 46
Book reviews 0 0 0 3 2 2 9 92
Chaos and the compass rose 0 0 0 31 1 1 10 228
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 2 3 11 54
Computational pitfalls of the Hausman test 0 0 0 23 1 1 10 86
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 0 7 115
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 1 8 3 3 7 33
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 1 1 8 31
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 1 1 4 56
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 1 1 10 102
Diagnostic Checking in Practice 0 0 1 29 3 3 6 85
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 0 15 2 2 8 88
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 0 8 1 1 11 48
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 1 2 6 19
Editorial 0 0 0 0 0 0 8 13
Editorial 0 0 0 0 1 1 7 8
Editorial 0 0 0 0 1 1 4 7
Editorial 0 0 0 0 0 0 6 7
Editorial 0 0 0 0 0 0 4 7
Editorial 0 0 0 0 2 2 10 12
Editorial 0 0 0 4 1 1 3 31
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 1 1 22 1 2 10 126
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 2 2 11 35
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 0 1 6 155
Finite sample power of linear regression autocorrelation tests 0 0 0 51 3 3 8 236
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 2 3 14 478
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 0 3 18 366
Geschlossene Gesellschaft 1 1 1 4 2 2 6 24
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 0 1 7 45
Hans Wolfgang Brachinger 0 0 0 0 1 3 10 32
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 2 2 12 25
Interview Gert Wagner 0 0 0 2 1 2 14 22
Interview Wilrich 0 0 0 0 4 5 10 31
Interview mit Almut Steger 0 0 2 6 2 3 14 34
Interview mit Christine Müller 0 0 0 4 1 2 3 18
Interview mit Gerd Hansen 0 0 0 1 0 1 13 24
Interview mit Gerhard Arminger 0 0 0 1 3 4 13 21
Interview mit Göran Kauermann 0 0 1 3 1 2 10 42
Interview mit Günter Bamberg 0 0 0 0 1 3 9 32
Interview mit Hans Schneeweiß 0 0 0 3 1 2 7 43
Interview mit Heinz Grohmann 0 0 0 4 3 3 12 44
Interview mit Helmut Lütkepohl 0 0 1 12 0 1 11 46
Interview mit Joachim Frohn 0 0 0 8 1 1 6 71
Interview mit Manfred Deistler 0 0 0 0 2 3 6 14
Interview mit Nanny Wermuth 0 0 0 2 2 4 11 38
Interview mit Ralf Münnich 0 0 0 1 3 4 14 19
Interview mit Stefan Mittnik 0 0 0 1 2 3 12 16
Interview mit Ulrich Rendtel 0 0 0 1 0 2 10 27
Interview mit Ursula Gather 0 0 0 2 3 4 13 46
Interview mit Volker Mammitzsch 0 0 0 2 2 3 7 32
Interview mit Wolfgang Schmid 0 0 0 3 2 3 11 30
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 0 1 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 23 1,537 2 5 59 3,417
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 1 58 64 68
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 0 0 11 63
Kahneman, D. (2011): Thinking, Fast and Slow 1 2 16 77 6 14 102 318
Kointegration von Aktienkursen 0 0 0 1 2 2 9 14
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 4 5 14 37
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 2 2 11 58
Lenin und die Volkszählung in Russland 1920 0 0 0 7 2 3 15 116
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 2 2 16 590
Long memory with Markov-Switching GARCH 0 0 0 17 2 4 13 95
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 0 10 93
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 3 3 5 40
Nachruf Almut Steger 0 0 0 0 4 4 6 6
Nachruf Heinz Grohmann 0 0 0 2 1 3 10 27
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 0 1 11 60
Note Short-term predictability of German stock returns 0 0 0 113 2 3 10 546
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 1 1 13 222
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 2 2 7 51
On assessing the relative performance of default predictions 0 0 0 2 1 1 9 18
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 2 2 13 104
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 1 1 3 60
On the origin of high persistence in GARCH-models 0 0 0 7 0 0 12 63
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 2 3 9 109
Peaks or tails - What distinguishes financial data? 0 0 0 38 5 5 10 236
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 2 2 10 32
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 0 13 21 1,521 6 35 143 4,168
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 5 6 12 42
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 2 2 9 77
Recursive computation of piecewise constant volatilities 0 0 0 15 2 3 17 70
Reject inference in consumer credit scoring with nonignorable missing data 0 0 2 77 0 0 15 316
Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis 0 0 0 1 1 1 3 18
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 2 9 611 4 6 23 1,152
Skill Scores and modified Lorenz domination in default forecasts 0 0 0 3 1 2 6 28
Spurious persistence in stochastic volatility 0 0 0 12 1 1 9 67
Statistik im Sozialismus 0 0 0 2 2 5 15 32
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 0 61 0 0 7 168
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 2 2 8 39
Stochastic Properties of German Stock Returns 0 0 0 0 1 1 12 175
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 6 8 29 1,133
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 3 4 18 159
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 0 2 12 19
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 39 3 7 29 200
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 1 2 3 34 2 3 14 127
Testing and dating of structural changes in practice 1 1 2 111 1 2 19 435
Testing for Structural Change in Dynamic Models 1 2 5 299 3 5 17 769
Testing for Structural Changes in the Presence of Long Memory 0 1 1 36 2 3 16 141
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 2 2 9 79
The CUSUM Test with OLS Residuals 7 7 16 2,040 13 14 54 6,761
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 0 33 8 8 18 162
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 66 2 2 21 211
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 1 1 5 197
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 2 3 9 72
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 10 99
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 1 1 10 60
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 3 3 11 96
The power of the Durbin-Watson test for regressions without an intercept 0 1 2 84 0 1 9 271
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 1 1 10 121
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 1 25 1 1 8 82
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 4 176
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 0 0 38 2 2 9 123
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 1 2 9 35
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 1 1 9 25
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 0 0 9 19
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 3 3 8 15
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 1 1 4 23
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 2 2 11 36
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 4 5 13 38
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 35 2 2 8 113
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 0 0 7 96
Total Journal Articles 14 38 121 8,986 243 421 1,809 31,743
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 7 7
Total Books 0 0 0 0 2 2 7 7

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 0 6 6
Ausbildung als zentrale Aufgabe 0 0 0 0 0 0 2 2
Bernd Fitzenberger 0 0 0 0 1 3 4 4
Christine Müller 0 0 0 0 0 0 5 5
Die Statistik des Lottospiels 0 0 0 0 2 2 5 5
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 4 5 13 13
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 0 1 2 2
Einleitung 0 0 0 0 1 2 5 5
Einleitung 0 0 0 0 2 2 6 6
Einleitung 0 0 0 0 1 1 2 2
Einleitung 0 0 0 0 0 0 5 5
Georg Thiel 0 0 0 0 0 0 7 7
Gerd Hansen 0 0 0 0 0 1 9 9
Gerhard Arminger 0 0 0 0 1 3 5 5
Gert Wagner 0 0 0 0 0 0 3 3
Göran Kauermann 0 0 0 0 0 1 3 3
Günter Bamberg 0 0 0 0 1 2 7 7
Hans Schneeweiß 0 0 0 0 1 1 7 7
Heinz Grohmann 0 0 0 0 0 0 1 1
Helmut Lütkepohl 0 0 0 0 2 3 9 9
Joachim Frohn 0 0 0 0 0 9 19 19
Karl Mosler 0 0 0 0 1 1 5 5
Katharina Morik 0 0 0 0 0 0 6 6
Katharina Schüller 0 0 0 0 4 4 7 7
Manfred Deistler 0 0 0 0 0 0 4 4
Mit Statistik an die Börse 0 0 0 0 0 0 1 1
More on the F-test under Nonspherical Disturbances 0 0 1 1 0 0 3 3
Nanny Wermuth 0 0 0 0 2 4 10 10
Peter Theodor Wilrich 0 0 0 0 1 4 4 4
Ralf Münnich 0 0 0 0 2 3 14 14
Statistik für alle 0 0 0 0 2 2 4 4
Stefan Mittnik 0 0 0 0 0 2 6 6
Ulrich Rendtel 0 0 0 0 1 2 5 5
Ursula Gather 0 0 0 0 1 1 7 7
Volker Mammitzsch 0 0 0 0 0 0 5 5
Walter Radermacher 1 1 1 1 1 4 15 15
Warum leben Novemberkinder länger? 0 0 0 0 2 2 4 4
Wolfgang Härdle 0 0 0 0 0 0 6 6
Wolfgang Schmid 0 0 0 0 0 2 8 8
Total Chapters 1 1 2 2 33 67 239 239

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Statistics updated 2026-11-12