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 1 10 170
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 1 1 6 3 4 15 48
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 4 8 15 427
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 3 6 10 28
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 5 8 13 84
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 8 14 47
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 2 2 11 44
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 5 12 19 86
Diagnostic checking in linear processes with infinit variance 0 0 0 1 2 2 5 19
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 2 2 8 34
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 2 3 10 794
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 5 7 14 58
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 0 25 4 4 16 128
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 3 3 5 19
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 1 1 7 234
Fractional integration and the augmented dickey-fuller test 0 0 1 23 1 3 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 2 3 8 145
How to confuse with statistics or: the use and misuse of conditional probabilities 0 1 5 38 0 3 17 211
Kointegration von Aktienkursen 0 0 0 8 1 5 12 42
Large - scaledisasters and the insurance industry 0 0 0 17 2 2 6 125
Large-Scale Disasters and the Insurance Industry 0 0 0 93 1 1 5 337
Large-scale disasters and the insurance industry 0 0 0 10 2 3 5 80
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 0 2 5 64
Long Memory with Markov-Switching GARCH 0 0 0 80 1 2 8 184
Long memory vs. structural change in financial time series 0 0 1 31 2 3 12 115
Long memory with Markov-Switching GARCH 0 0 0 7 2 3 9 73
Long memory with Markov-Switching GARCH 0 0 0 83 2 2 6 246
More on the F-test under nonspherical disturbances 0 0 0 5 2 5 6 65
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 2 2 5 46
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 2 2 7 731
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 1 1 5 56
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 1 4 17 126
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 1 2 6 150
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 5 7 12 215
On computing the Hausman Test 0 0 0 0 1 3 4 580
On the ordering of probability forecasts 0 0 0 2 1 1 10 28
On the ordering of probability forecasts 0 0 0 13 1 1 11 165
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 0 2 7 254
Peaks or tails: What distinguishes financial data? 0 0 0 1 1 1 4 27
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 3 5 17 87
Software-Katalog Statistik/Ökonometrie 0 0 0 0 1 2 6 271
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 4 5 13 132
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 2 3 9 32
Statistische Besonderheiten von Finanzmarktdaten 0 0 1 11 2 4 9 62
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 63 4 8 22 134
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 2 5 15 75
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 0 1 12 411
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 5 7 14 64
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 2 12 14 24
Testing and dating of structural changes in practice 0 0 0 73 4 6 17 225
Testing for structural change in the presence of long memory 0 0 1 13 0 5 14 53
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 1 4 10 69
The Cult of Statistical Significance 0 0 0 59 3 5 9 195
The Dickey-Fuller-test for exponential random walks 0 0 0 4 2 3 7 36
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 3 5 15 89
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 1 1 177 2 5 10 612
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 1 247 9 10 22 543
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 2 3 11 32
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 3 3 7 53
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 1 3 3 38
The weak Pareto law and regular variation in the tails 0 0 0 5 1 3 7 42
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 1 4 11 144
Total Working Papers 0 3 13 1,757 133 245 641 9,814

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 7 8 15 83
A Hausman test with trending data 0 0 0 4 0 2 8 41
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 0 5 13 362
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 3 6 14 130
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 2 3 6 100
A new test for structural stability in the linear regression model 0 1 1 466 3 6 14 1,117
A simple and focused backtest of value at risk 0 0 0 26 2 3 6 102
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 0 4 14 88
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 2 3 10 209
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 1 291
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 101 1 2 8 357
Asymmetry in the distribution of daily stock returns 0 0 0 5 2 4 13 37
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 1 2 14 222
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 4 11 15 324
Book reviews 0 0 0 1 1 1 8 44
Book reviews 0 0 0 3 1 2 8 90
Chaos and the compass rose 0 0 0 31 1 4 10 226
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 0 1 8 48
Computational pitfalls of the Hausman test 0 0 0 23 3 3 11 84
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 2 2 5 113
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 1 1 8 0 1 3 29
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 4 6 29
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 2 2 54
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 2 4 6 98
Diagnostic Checking in Practice 0 0 0 28 1 2 5 81
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 0 15 0 2 6 85
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 1 8 1 1 9 45
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 1 1 3 16
Editorial 0 0 0 0 2 3 7 7
Editorial 0 0 0 0 2 2 4 7
Editorial 0 0 0 4 1 1 3 30
Editorial 0 0 0 0 0 0 4 5
Editorial 0 0 0 0 0 2 8 10
Editorial 0 0 0 0 0 0 2 4
Editorial 0 0 0 0 2 4 9 12
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 2 4 10 124
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 1 4 7 31
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 1 1 4 153
Finite sample power of linear regression autocorrelation tests 0 0 0 51 0 2 4 232
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 2 3 10 473
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 1 3 12 359
Geschlossene Gesellschaft 0 0 0 3 1 2 6 21
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 1 3 6 44
Hans Wolfgang Brachinger 0 0 0 0 1 4 8 29
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 1 2 12 23
Interview Gert Wagner 0 0 0 2 3 3 10 18
Interview Wilrich 0 0 0 0 1 2 6 26
Interview mit Almut Steger 0 0 3 6 1 3 17 28
Interview mit Christine Müller 0 0 0 4 0 0 1 16
Interview mit Gerd Hansen 0 0 0 1 3 5 14 22
Interview mit Gerhard Arminger 0 0 0 1 1 2 9 15
Interview mit Göran Kauermann 0 0 1 3 1 2 5 37
Interview mit Günter Bamberg 0 0 0 0 3 3 7 29
Interview mit Hans Schneeweiß 0 0 0 3 0 0 8 40
Interview mit Heinz Grohmann 0 0 1 4 1 3 10 41
Interview mit Helmut Lütkepohl 0 0 1 12 1 4 10 44
Interview mit Joachim Frohn 0 0 0 8 2 3 5 69
Interview mit Manfred Deistler 0 0 0 0 1 1 4 10
Interview mit Nanny Wermuth 0 0 0 2 1 3 7 34
Interview mit Ralf Münnich 0 0 1 1 1 3 12 14
Interview mit Stefan Mittnik 0 0 0 1 0 3 9 13
Interview mit Ulrich Rendtel 0 0 0 1 0 0 8 25
Interview mit Ursula Gather 0 0 0 2 2 5 7 40
Interview mit Volker Mammitzsch 0 0 0 2 0 0 5 29
Interview mit Wolfgang Schmid 0 0 0 3 0 1 6 24
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 0 1 4 56
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 1 6 44 1,531 8 22 91 3,402
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 1 3 7 10
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 1 3 8 59
Kahneman, D. (2011): Thinking, Fast and Slow 2 7 14 71 15 45 86 288
Kointegration von Aktienkursen 0 0 0 1 0 3 8 12
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 0 1 8 31
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 1 3 9 55
Lenin und die Volkszählung in Russland 1920 0 0 0 7 1 3 11 112
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 3 7 16 588
Long memory with Markov-Switching GARCH 0 0 0 17 0 2 10 91
Mean adjustment and the CUSUM test for structural change 0 0 0 23 3 5 10 91
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 0 0 3 37
Nachruf Heinz Grohmann 0 0 1 2 2 3 9 24
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 3 4 11 57
Note Short-term predictability of German stock returns 0 0 0 113 1 4 9 543
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 0 6 12 221
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 0 1 5 48
On assessing the relative performance of default predictions 0 0 0 2 2 4 8 17
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 0 3 10 100
On studentizing a test for structural change 0 0 1 49 2 4 8 144
On the consequences of trend for simultaneous equation estimation 0 0 0 6 1 1 6 59
On the origin of high persistence in GARCH-models 0 0 0 7 3 4 10 61
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 1 3 7 106
Peaks or tails - What distinguishes financial data? 0 0 0 38 1 2 4 229
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 0 7 28
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 2 4 14 1,506 25 52 111 4,108
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 0 2 8 36
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 1 3 8 75
Recursive computation of piecewise constant volatilities 0 0 0 15 4 5 15 66
Reject inference in consumer credit scoring with nonignorable missing data 2 2 3 77 3 8 16 313
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 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 1 10 606 3 5 21 1,142
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 3 4 12 66
Statistik im Sozialismus 0 0 0 2 1 2 10 24
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 3 61 2 5 12 168
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 2 5 36
Stochastic Properties of German Stock Returns 0 0 0 0 2 3 14 174
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 2 12 21 1,124
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 1 2 13 154
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 1 3 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 3 19 188
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 1 32 1 3 10 123
Testing and dating of structural changes in practice 0 1 3 110 3 7 20 429
Testing for Structural Change in Dynamic Models 0 1 6 297 3 5 19 764
Testing for Structural Changes in the Presence of Long Memory 0 0 1 35 1 4 16 137
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 3 3 9 76
The CUSUM Test with OLS Residuals 0 2 8 2,028 8 13 42 6,730
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 0 33 4 4 12 153
The Local Power of the CUSUM and CUSUM of Squares Tests 1 1 1 66 5 9 26 207
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 0 1 4 195
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 0 0 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 1 3 6 95
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 1 3 8 58
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 2 5 8 92
The power of the Durbin-Watson test for regressions without an intercept 1 1 2 83 1 4 10 268
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 0 0 12 120
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 1 1 1 25 2 6 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 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 4 8 121
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 4 4 7 33
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 2 3 9 24
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 3 4 7 17
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 1 2 7 12
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 0 1 3 21
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 1 4 7 32
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 3 3 7 32
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 35 0 2 7 111
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 1 4 8 96
Total Journal Articles 11 29 128 8,927 234 526 1,484 31,114
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 2 2 3 3
Total Books 0 0 0 0 2 2 3 3

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 3 4 5 5
Ausbildung als zentrale Aufgabe 0 0 0 0 1 1 2 2
Bernd Fitzenberger 0 0 0 0 1 1 1 1
Christine Müller 0 0 0 0 2 2 3 3
Die Statistik des Lottospiels 0 0 0 0 1 2 2 2
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 3 4 5 5
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 1 1 1 1
Einleitung 0 0 0 0 1 1 1 1
Einleitung 0 0 0 0 2 3 4 4
Einleitung 0 0 0 0 3 3 3 3
Einleitung 0 0 0 0 3 3 3 3
Georg Thiel 0 0 0 0 4 6 6 6
Gerd Hansen 0 0 0 0 2 3 3 3
Gerhard Arminger 0 0 0 0 1 1 1 1
Gert Wagner 0 0 0 0 2 2 3 3
Göran Kauermann 0 0 0 0 2 2 2 2
Günter Bamberg 0 0 0 0 3 5 5 5
Hans Schneeweiß 0 0 0 0 3 3 3 3
Heinz Grohmann 0 0 0 0 1 1 1 1
Helmut Lütkepohl 0 0 0 0 3 4 5 5
Joachim Frohn 0 0 0 0 1 3 6 6
Karl Mosler 0 0 0 0 2 2 3 3
Katharina Morik 0 0 0 0 1 3 5 5
Katharina Schüller 0 0 0 0 3 3 3 3
Manfred Deistler 0 0 0 0 4 4 4 4
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 1 1 1
Nanny Wermuth 0 0 0 0 3 4 5 5
Peter Theodor Wilrich 0 0 0 0 0 0 0 0
Ralf Münnich 0 0 0 0 5 6 6 6
Statistik für alle 0 0 0 0 1 1 2 2
Stefan Mittnik 0 0 0 0 1 2 3 3
Ulrich Rendtel 0 0 0 0 1 2 2 2
Ursula Gather 0 0 0 0 2 3 3 3
Volker Mammitzsch 0 0 0 0 1 2 4 4
Walter Radermacher 0 0 0 0 2 5 8 8
Warum leben Novemberkinder länger? 0 0 0 0 1 1 2 2
Wolfgang Härdle 0 0 0 0 2 4 4 4
Wolfgang Schmid 0 0 0 0 2 3 3 3
Total Chapters 0 0 0 0 74 101 123 123

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Statistics updated 2026-05-06