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 1 3 19 6 10 27 112
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 1 2 4 0 2 5 27
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 2 11 391
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 0 1 2 13
Beyond Inequality: A Novel Measure of Skewness and its Properties 1 4 5 9 1 8 11 30
Bias of s2 in Linear Regression Model with correlated errors 0 0 3 3 0 3 11 11
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 2 1 1 5 25
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 11 1 2 7 55
Diagnostic checking in linear processes with infinit variance 0 0 0 1 1 2 2 10
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 3 0 0 2 16
Efficiency, Equity, and Generalized Lorenz Dominance 0 2 5 184 4 6 13 757
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 1 2 2 44
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 1 24 1 4 10 104
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 3 3 1 1 4 12
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 1 5 8 219
Fractional integration and the augmented dickey-fuller test 0 0 0 19 1 2 6 70
How to OverREACH oneself - a Critical View on the EU Commission's Estimate of the Health Benefits of its New Chemicals Policy 1 1 2 17 3 5 8 128
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 2 22 6 8 17 126
Kointegration von Aktienkursen 0 0 0 5 0 1 5 23
Large - scaledisasters and the insurance industry 0 0 0 17 1 3 5 107
Large-Scale Disasters and the Insurance Industry 0 0 0 92 0 0 5 319
Large-scale disasters and the insurance industry 0 1 1 9 2 3 6 61
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 0 0 2 54
Long Memory with Markov-Switching GARCH 0 0 0 79 1 1 5 166
Long memory vs. structural change in financial time series 0 3 5 27 1 7 13 79
Long memory with Markov-Switching GARCH 1 1 1 7 1 2 4 57
Long memory with Markov-Switching GARCH 0 0 0 83 1 3 6 227
More on the F-test under nonspherical disturbances 0 0 0 5 1 4 5 56
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 1 4 1 2 6 38
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 7 1 2 4 47
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 1 4 7 717
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 1 1 2 5 3 4 20 51
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 1 3 7 140
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 0 4 9 183
On computing the Hausman Test 0 0 0 0 0 0 0 572
On the ordering of probability forecasts 0 0 0 13 0 3 4 145
On the ordering of probability forecasts 0 0 0 2 1 2 3 12
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 2 3 4 244
Peaks or tails: What distinguishes financial data? 0 0 0 1 1 3 5 20
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 18 3 4 4 61
Software-Katalog Statistik/Ökonometrie 0 0 0 0 4 4 6 260
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 1 1 1 118
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 3 3 7 17
Statistische Besonderheiten von Finanzmarktdaten 0 0 0 9 0 1 3 37
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 2 62 3 5 10 105
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 12 1 2 2 51
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 5 8 16 380
Stylized Facts and Simulating Long Range Financial Data 0 0 2 7 0 0 6 32
Testing and dating of structural changes in practice 0 2 4 53 1 3 16 149
Testing for structural change in the presence of long memory 0 0 0 10 1 3 7 29
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 5 0 0 3 36
The Cult of Statistical Significance 0 3 4 52 4 7 12 163
The Dickey-Fuller-test for exponential random walks 0 0 0 3 3 3 8 23
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 175 1 1 1 594
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 1 1 11 1 2 2 59
The cult of statistical significance. What economists should and should not do to make their data talk 0 3 4 233 0 8 20 453
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 2 2 6 17
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 1 2 4 37
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 2 0 2 5 27
The weak Pareto law and regular variation in the tails 0 0 1 4 1 1 4 28
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 33 1 2 5 124
Total Working Papers 4 24 54 1,604 83 182 424 8,268


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 2 18 5 5 9 59
A Hausman test with trending data 0 0 0 4 0 0 1 29
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 2 3 6 317
A cautionary note on computing conditional from unconditional correlations 0 0 0 15 1 1 2 105
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 14 1 1 1 89
A new test for structural stability in the linear regression model 0 3 12 429 0 4 20 1,013
A simple and focused backtest of value at risk 0 0 3 16 2 3 18 63
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 18 2 2 4 65
A trend-resistant test for structural change based on OLS residuals 0 0 0 59 0 1 6 180
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 1 51 2 2 7 239
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 1 3 10 75 2 8 41 261
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 1 2 3 194
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 1 44 1 2 7 295
Book reviews 0 0 0 1 1 1 5 33
Book reviews 0 0 0 3 3 4 6 79
Chaos and the compass rose 0 0 0 30 1 3 3 210
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 0 0 0 18
Computational pitfalls of the Hausman test 0 0 1 22 0 0 1 68
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 3 4 7 104
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 1 1 6 1 3 5 21
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 1 6 20
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 5 1 2 4 45
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 1 16 1 2 4 86
Diagnostic Checking in Practice 0 0 0 28 1 1 1 69
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 1 4 0 2 6 30
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 4 5 7 7
Editorial 0 0 0 3 0 0 1 19
Editorial 0 0 0 0 0 0 0 0
Editorial 0 0 0 4 0 1 2 21
Editorial 0 0 0 0 0 0 0 0
Editorial 0 0 0 2 2 2 2 26
Editorial 0 0 0 0 0 0 1 1
Editorial 0 0 0 2 1 2 4 18
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 1 21 4 4 6 108
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 1 2 2 3 20
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 21 0 1 1 144
Finite sample power of linear regression autocorrelation tests 0 0 1 51 1 2 4 224
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 73 0 2 6 445
Fractional integration and the augmented Dickey-Fuller Test 1 1 1 80 2 2 4 315
Geschlossene Gesellschaft 0 0 0 2 0 3 3 12
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 4 4 10 36
Hans Wolfgang Brachinger 0 0 0 0 0 0 2 17
Interview Wilrich 0 0 0 0 1 3 9 15
Interview mit Günter Bamberg 0 0 0 0 3 5 11 11
Interview mit Hans Schneeweiß 0 0 0 0 0 3 9 21
Interview mit Heinz Grohmann 0 0 0 2 0 1 5 25
Interview mit Helmut Lütkepohl 0 1 5 5 3 5 10 10
Interview mit Joachim Frohn 0 0 1 2 1 2 9 27
Interview mit Nanny Wermuth 0 0 0 2 2 3 8 14
Interview mit Ulrich Rendtel 0 0 0 0 0 2 4 4
Interview mit Ursula Gather 0 0 0 1 1 1 7 29
Interview mit Volker Mammitzsch 0 0 0 0 2 4 6 8
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 0 0 1 12 21
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 4 12 73 1,053 17 37 185 2,303
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 0 3 0 1 3 20
Kahneman, D. (2011): Thinking, Fast and Slow 0 0 1 27 0 1 8 71
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 1 0 0 1 18
Lenin und die Volkszählung in Russland 1920 0 0 0 6 1 2 2 87
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 99 2 3 3 568
Long memory with Markov-Switching GARCH 0 0 0 15 2 4 6 67
Mean adjustment and the CUSUM test for structural change 0 0 0 22 1 1 2 78
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 11 0 0 1 23
Nachruf Heinz Grohmann 0 0 0 0 0 2 5 5
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 0 0 4 40
Note Short-term predictability of German stock returns 0 0 0 112 2 2 7 528
Note on Estimating Linear Trend When Residuals are Autocorrelated 1 1 3 49 2 2 6 200
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 11 0 0 0 39
On assessing the relative performance of default predictions 0 0 0 1 0 0 1 7
On comparing the accuracy of default predictions in the rating industry 0 0 0 27 1 3 4 83
On studentizing a test for structural change 0 1 3 38 3 5 10 109
On the consequences of trend for simultaneous equation estimation 0 0 0 5 1 2 2 51
On the origin of high persistence in GARCH-models 0 0 1 6 1 2 5 47
On the robustness of the F-test to autocorrelation among disturbances 0 0 1 32 0 1 4 93
Peaks or tails - What distinguishes financial data? 0 0 0 38 0 2 3 223
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 1 2 3 16
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 2 3 21 1,367 17 37 110 3,529
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 2 4 6 24
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 22 2 2 5 64
Recursive computation of piecewise constant volatilities 0 0 0 10 2 2 5 36
Reject inference in consumer credit scoring with nonignorable missing data 0 0 2 52 0 0 12 214
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 2 9
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 10 533 2 6 21 1,009
Skill Scores and modified Lorenz domination in default forecasts 0 0 0 0 1 2 5 5
Spurious persistence in stochastic volatility 0 0 1 9 1 1 6 37
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 1 51 2 2 4 130
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 5 1 2 3 24
Stochastic Properties of German Stock Returns 0 0 0 0 0 1 5 153
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 2 13 33 907
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 1 47 3 5 11 127
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 1 3 3 6
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 0 32 3 4 8 151
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 0 29 1 1 3 102
Testing and dating of structural changes in practice 0 0 3 88 2 3 18 318
Testing for Structural Change in Dynamic Models 0 2 5 269 1 5 13 702
Testing for Structural Changes in the Presence of Long Memory 0 1 1 27 0 2 10 98
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 17 2 3 6 57
The CUSUM Test with OLS Residuals 3 11 43 1,848 9 26 121 6,181
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 1 27 1 4 14 107
The Local Power of the CUSUM and CUSUM of Squares Tests 1 1 5 57 3 3 12 150
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 58 2 3 4 180
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 1 2 3 59
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 24 2 2 3 85
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 2 2 3 47
The power of residual-based tests for cointegration when residuals are fractionally integrated 1 1 1 15 1 1 4 68
The power of the Durbin-Watson test for regressions without an intercept 0 0 0 76 0 0 2 239
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 0 1 1 99
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 0 19 3 4 5 65
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 57 0 1 4 166
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 2 3 14 3 8 17 42
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 1 4 3 5 6 24
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 0 1 3 3 3
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 0 2 18
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 1 1 3 22
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 26 1 2 12 87
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 2 2 7 82
Total Journal Articles 14 47 223 7,580 179 358 1,099 25,392
1 registered items for which data could not be found


Statistics updated 2020-02-04