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 8 171
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 1 6 0 0 15 49
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 0 17 429
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 1 2 12 30
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 0 0 14 85
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 1 15 49
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 1 2 12 46
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 0 3 23 90
Diagnostic checking in linear processes with infinit variance 0 0 0 1 1 4 8 23
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 0 6 34
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 2 2 14 798
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 0 1 16 60
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 5 234
Fractional integration and the augmented dickey-fuller test 0 0 1 23 2 2 10 108
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 1 13 43
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 1 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 0 0 6 65
Long Memory with Markov-Switching GARCH 0 0 0 80 0 0 7 184
Long memory vs. structural change in financial time series 0 0 1 31 0 1 11 116
Long memory with Markov-Switching GARCH 0 0 0 83 0 0 6 246
Long memory with Markov-Switching GARCH 0 0 0 7 1 2 12 76
More on the F-test under nonspherical disturbances 0 0 1 6 1 1 8 67
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 0 4 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 16 126
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 3 3 9 153
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 0 0 14 217
On computing the Hausman Test 0 0 0 0 1 1 6 582
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 0 10 29
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 0 0 8 255
Peaks or tails: What distinguishes financial data? 0 0 0 1 0 1 5 28
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 0 1 18 89
Software-Katalog Statistik/Ökonometrie 0 0 0 0 1 1 8 273
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 1 1 14 133
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 0 0 9 32
Statistische Besonderheiten von Finanzmarktdaten 0 0 1 11 0 0 7 62
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 63 0 1 25 138
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 0 1 15 76
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 1 1 13 412
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 0 1 15 65
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 0 2 15 26
Testing and dating of structural changes in practice 0 0 0 73 0 2 20 228
Testing for structural change in the presence of long memory 0 0 1 13 1 2 17 57
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 0 1 13 72
The Cult of Statistical Significance 0 0 0 59 0 1 11 197
The Dickey-Fuller-test for exponential random walks 0 0 0 4 0 1 8 37
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 1 177 0 0 11 613
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 0 0 15 89
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 1 247 3 5 28 550
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 0 12 34
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 1 1 8 55
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 1 1 13 146
Total Working Papers 0 0 10 1,758 23 52 696 9,901

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 1 1 14 364
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 3 3 17 133
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 0 2 8 102
A new test for structural stability in the linear regression model 0 0 3 468 0 2 20 1,123
A simple and focused backtest of value at risk 0 0 0 26 0 1 7 103
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 0 2 13 90
A trend-resistant test for structural change based on OLS residuals 0 0 1 64 0 1 10 212
An introduction to computational statistics -- Regression analysis: Robert I. Jennrich (1995): prentice hall, ISBN 0-13-454810-8, [pound sign] 22.95, pp. 364 1 2 2 71 2 5 6 296
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 101 0 1 9 358
Asymmetry in the distribution of daily stock returns 0 0 0 5 0 1 13 39
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 0 14 223
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 0 17 326
Book reviews 0 0 0 1 0 0 8 44
Book reviews 0 0 0 3 0 0 7 90
Chaos and the compass rose 0 0 0 31 0 1 10 227
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 0 2 11 52
Computational pitfalls of the Hausman test 0 0 0 23 0 1 10 85
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 2 7 115
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 1 8 0 0 4 30
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 0 7 30
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 0 3 55
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 0 1 9 101
Diagnostic Checking in Practice 0 0 1 29 0 0 4 82
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 0 15 0 0 6 86
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 0 8 0 1 10 47
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 0 1 5 18
Editorial 0 0 0 0 0 1 4 6
Editorial 0 0 0 0 0 0 8 10
Editorial 0 0 0 0 0 0 4 7
Editorial 0 0 0 0 0 1 6 7
Editorial 0 0 0 0 0 0 6 7
Editorial 0 0 0 4 0 0 3 30
Editorial 0 0 0 0 0 0 9 13
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 1 1 1 22 1 1 10 125
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 0 1 9 33
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 0 0 5 233
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 0 2 13 476
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 2 6 19 366
Geschlossene Gesellschaft 0 0 0 3 0 0 7 22
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 1 1 7 45
Hans Wolfgang Brachinger 0 0 0 0 1 2 9 31
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 0 0 10 23
Interview Gert Wagner 0 0 0 2 0 1 13 21
Interview Wilrich 0 0 0 0 0 1 6 27
Interview mit Almut Steger 0 0 3 6 0 3 19 32
Interview mit Christine Müller 0 0 0 4 0 1 2 17
Interview mit Gerd Hansen 0 0 0 1 0 1 14 24
Interview mit Gerhard Arminger 0 0 0 1 0 1 11 18
Interview mit Göran Kauermann 0 0 1 3 0 3 9 41
Interview mit Günter Bamberg 0 0 0 0 2 2 9 31
Interview mit Hans Schneeweiß 0 0 0 3 0 1 9 42
Interview mit Heinz Grohmann 0 0 1 4 0 0 10 41
Interview mit Helmut Lütkepohl 0 0 1 12 0 1 11 46
Interview mit Joachim Frohn 0 0 0 8 0 1 6 70
Interview mit Manfred Deistler 0 0 0 0 0 1 6 12
Interview mit Nanny Wermuth 0 0 0 2 1 2 9 36
Interview mit Ralf Münnich 0 0 0 1 0 1 12 16
Interview mit Stefan Mittnik 0 0 0 1 0 1 10 14
Interview mit Ulrich Rendtel 0 0 0 1 1 2 10 27
Interview mit Ursula Gather 0 0 0 2 1 1 10 43
Interview mit Volker Mammitzsch 0 0 0 2 1 1 6 30
Interview mit Wolfgang Schmid 0 0 0 3 0 2 10 28
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 0 2 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 27 1,536 2 5 65 3,415
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 0 57 63 67
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 0 2 12 63
Kahneman, D. (2011): Thinking, Fast and Slow 0 1 15 76 4 9 97 312
Kointegration von Aktienkursen 0 0 0 1 0 0 8 12
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 0 2 10 33
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 0 1 10 56
Lenin und die Volkszählung in Russland 1920 0 0 0 7 1 1 13 114
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 1 2 12 93
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 1 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 0 2 2
Nachruf Heinz Grohmann 0 0 0 2 1 2 10 26
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 0 2 13 60
Note Short-term predictability of German stock returns 0 0 0 113 1 1 10 544
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 0 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 0 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 0 1 12 63
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 1 1 7 107
Peaks or tails - What distinguishes financial data? 0 0 0 38 0 1 5 231
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 1 9 30
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 7 14 22 1,521 11 35 142 4,162
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 1 1 9 37
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 0 0 7 75
Recursive computation of piecewise constant volatilities 0 0 0 15 1 1 16 68
Reject inference in consumer credit scoring with nonignorable missing data 0 0 2 77 0 2 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 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 1 8 610 0 2 19 1,148
Skill Scores and modified Lorenz domination in default forecasts 0 0 0 3 1 1 5 27
Spurious persistence in stochastic volatility 0 0 0 12 0 0 10 66
Statistik im Sozialismus 0 0 0 2 1 4 14 30
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 0 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 2 3 23 1,127
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 1 1 15 156
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 1 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 6 27 197
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 1 2 33 0 1 12 125
Testing and dating of structural changes in practice 0 0 1 110 1 3 20 434
Testing for Structural Change in Dynamic Models 1 1 4 298 2 2 15 766
Testing for Structural Changes in the Presence of Long Memory 1 1 1 36 1 2 16 139
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 0 0 8 77
The CUSUM Test with OLS Residuals 0 2 10 2,033 1 5 50 6,748
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 0 33 0 1 11 154
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 66 0 0 21 209
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 0 0 4 196
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 1 2 7 70
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 0 2 8 97
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 0 1 9 59
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 0 0 8 93
The power of the Durbin-Watson test for regressions without an intercept 0 1 2 84 0 2 10 271
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 1 8 34
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 0 9 19
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 0 0 6 12
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 0 1 3 22
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 1 9 34
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 1 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 12 28 116 8,972 56 249 1,674 31,500
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 0 2 5 5
Total Books 0 0 0 0 0 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 0 6 6
Ausbildung als zentrale Aufgabe 0 0 0 0 0 0 2 2
Bernd Fitzenberger 0 0 0 0 2 2 3 3
Christine Müller 0 0 0 0 0 1 5 5
Die Statistik des Lottospiels 0 0 0 0 0 0 3 3
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 1 1 9 9
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 1 1 2 2
Einleitung 0 0 0 0 0 0 5 5
Einleitung 0 0 0 0 0 0 4 4
Einleitung 0 0 0 0 0 1 4 4
Einleitung 0 0 0 0 0 0 1 1
Georg Thiel 0 0 0 0 0 0 7 7
Gerd Hansen 0 0 0 0 1 2 9 9
Gerhard Arminger 0 0 0 0 1 2 4 4
Gert Wagner 0 0 0 0 0 0 3 3
Göran Kauermann 0 0 0 0 1 1 3 3
Günter Bamberg 0 0 0 0 0 1 6 6
Hans Schneeweiß 0 0 0 0 0 0 6 6
Heinz Grohmann 0 0 0 0 0 0 1 1
Helmut Lütkepohl 0 0 0 0 1 1 7 7
Joachim Frohn 0 0 0 0 3 11 19 19
Karl Mosler 0 0 0 0 0 0 4 4
Katharina Morik 0 0 0 0 0 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 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 1 2 8 8
Peter Theodor Wilrich 0 0 0 0 1 3 3 3
Ralf Münnich 0 0 0 0 1 1 12 12
Statistik für alle 0 0 0 0 0 0 2 2
Stefan Mittnik 0 0 0 0 1 3 6 6
Ulrich Rendtel 0 0 0 0 1 1 4 4
Ursula Gather 0 0 0 0 0 0 6 6
Volker Mammitzsch 0 0 0 0 0 0 5 5
Walter Radermacher 0 0 0 0 2 3 14 14
Warum leben Novemberkinder länger? 0 0 0 0 0 0 2 2
Wolfgang Härdle 0 0 0 0 0 0 6 6
Wolfgang Schmid 0 0 0 0 2 2 8 8
Total Chapters 0 0 1 1 20 40 206 206

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