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 10 170
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 1 1 6 0 4 15 48
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 1 6 16 428
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 0 4 10 28
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 1 7 14 85
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 1 7 15 48
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 0 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 1 10 20 87
Diagnostic checking in linear processes with infinit variance 0 0 0 1 0 2 5 19
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 2 8 34
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 2 5 12 796
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 1 6 15 59
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 0 25 0 4 16 128
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 0 3 5 19
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 0 1 7 234
Fractional integration and the augmented dickey-fuller test 0 0 1 23 0 2 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 3 8 145
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 3 38 0 2 15 211
Kointegration von Aktienkursen 0 0 0 8 0 2 12 42
Large - scaledisasters and the insurance industry 0 0 0 17 0 2 6 125
Large-Scale Disasters and the Insurance Industry 0 0 0 93 0 1 5 337
Large-scale disasters and the insurance industry 0 0 0 10 0 2 5 80
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 1 1 6 65
Long Memory with Markov-Switching GARCH 0 0 0 80 0 2 8 184
Long memory vs. structural change in financial time series 0 0 1 31 0 3 12 115
Long memory with Markov-Switching GARCH 0 0 0 83 0 2 6 246
Long memory with Markov-Switching GARCH 0 0 0 7 0 3 9 73
More on the F-test under nonspherical disturbances 1 1 1 6 1 4 7 66
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 2 5 46
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 0 2 7 731
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 0 1 5 56
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 0 1 17 126
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 0 2 6 150
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 1 6 13 216
On computing the Hausman Test 0 0 0 0 1 4 5 581
On the ordering of probability forecasts 0 0 0 2 1 2 11 29
On the ordering of probability forecasts 0 0 0 13 0 1 11 165
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 0 1 7 254
Peaks or tails: What distinguishes financial data? 0 0 0 1 0 1 4 27
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 1 5 18 88
Software-Katalog Statistik/Ökonometrie 0 0 0 0 0 1 6 271
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 0 5 13 132
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 0 2 9 32
Statistische Besonderheiten von Finanzmarktdaten 0 0 1 11 0 3 9 62
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 63 1 7 23 135
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 0 3 14 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 0 6 14 64
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 0 3 13 24
Testing and dating of structural changes in practice 0 0 0 73 0 4 17 225
Testing for structural change in the presence of long memory 0 0 1 13 2 2 16 55
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 2 5 12 71
The Cult of Statistical Significance 0 0 0 59 0 4 9 195
The Dickey-Fuller-test for exponential random walks 0 0 0 4 0 2 7 36
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 1 1 177 1 6 11 613
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 0 4 15 89
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 1 247 2 11 24 545
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 2 4 13 34
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 1 4 8 54
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 0 1 3 38
The weak Pareto law and regular variation in the tails 0 0 0 5 0 2 7 42
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 1 4 12 145
Total Working Papers 1 3 12 1,758 25 204 662 9,839

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 7 15 83
A Hausman test with trending data 0 0 0 4 0 0 8 41
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 0 3 13 362
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 0 3 14 130
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 0 3 6 100
A new test for structural stability in the linear regression model 1 1 2 467 2 6 16 1,119
A simple and focused backtest of value at risk 0 0 0 26 0 3 6 102
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 0 3 14 88
A trend-resistant test for structural change based on OLS residuals 1 1 1 64 1 4 11 210
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 0 1 1 291
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 101 0 1 8 357
Asymmetry in the distribution of daily stock returns 0 0 0 5 0 2 12 37
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 1 14 222
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 8 15 324
Book reviews 0 0 0 1 0 1 8 44
Book reviews 0 0 0 3 0 1 8 90
Chaos and the compass rose 0 0 0 31 0 2 10 226
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 2 3 10 50
Computational pitfalls of the Hausman test 0 0 0 23 0 3 11 84
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 2 5 113
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 1 8 1 1 4 30
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 1 2 7 30
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 1 1 3 55
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 2 5 8 100
Diagnostic Checking in Practice 0 0 0 28 0 1 5 81
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 0 15 1 2 7 86
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 1 8 1 2 10 46
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 0 1 3 16
Editorial 0 0 0 0 1 4 10 13
Editorial 0 0 0 0 1 1 5 6
Editorial 0 0 0 4 0 1 3 30
Editorial 0 0 0 0 0 1 8 10
Editorial 0 0 0 0 0 2 4 7
Editorial 0 0 0 0 1 1 3 5
Editorial 0 0 0 0 0 3 6 7
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 0 2 10 124
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 1 2 8 32
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 1 2 5 154
Finite sample power of linear regression autocorrelation tests 0 0 0 51 0 0 4 232
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 1 3 11 474
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 0 3 12 359
Geschlossene Gesellschaft 0 0 0 3 1 2 7 22
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 0 2 6 44
Hans Wolfgang Brachinger 0 0 0 0 0 2 8 29
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 0 1 12 23
Interview Gert Wagner 0 0 0 2 2 5 12 20
Interview Wilrich 0 0 0 0 0 2 5 26
Interview mit Almut Steger 0 0 3 6 1 4 18 29
Interview mit Christine Müller 0 0 0 4 0 0 1 16
Interview mit Gerd Hansen 0 0 0 1 0 3 14 22
Interview mit Gerhard Arminger 0 0 0 1 2 3 11 17
Interview mit Göran Kauermann 0 0 1 3 0 1 5 37
Interview mit Günter Bamberg 0 0 0 0 0 3 7 29
Interview mit Hans Schneeweiß 0 0 0 3 1 1 9 41
Interview mit Heinz Grohmann 0 0 1 4 0 1 10 41
Interview mit Helmut Lütkepohl 0 0 1 12 1 4 11 45
Interview mit Joachim Frohn 0 0 0 8 0 2 5 69
Interview mit Manfred Deistler 0 0 0 0 1 2 5 11
Interview mit Nanny Wermuth 0 0 0 2 0 1 7 34
Interview mit Ralf Münnich 0 0 1 1 0 1 12 14
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 2 5 9 42
Interview mit Volker Mammitzsch 0 0 0 2 0 0 5 29
Interview mit Wolfgang Schmid 0 0 0 3 1 1 7 25
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 3 40 1,532 4 17 88 3,406
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 0 1 7 10
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 1 2 9 60
Kahneman, D. (2011): Thinking, Fast and Slow 1 6 14 72 6 44 89 294
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 1 8 31
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 0 2 9 55
Lenin und die Volkszählung in Russland 1920 0 0 0 7 1 3 12 113
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 0 6 16 588
Long memory with Markov-Switching GARCH 0 0 0 17 0 1 10 91
Mean adjustment and the CUSUM test for structural change 0 0 0 23 1 4 11 92
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 0 0 3 37
Nachruf Almut Steger 0 0 0 0 0 1 1 1
Nachruf Heinz Grohmann 0 0 1 2 0 2 9 24
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 1 5 12 58
Note Short-term predictability of German stock returns 0 0 0 113 0 2 9 543
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 0 1 12 221
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 0 0 5 48
On assessing the relative performance of default predictions 0 0 0 2 0 2 8 17
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 0 0 10 100
On studentizing a test for structural change 0 0 1 49 0 3 8 144
On the consequences of trend for simultaneous equation estimation 0 0 0 6 0 1 6 59
On the origin of high persistence in GARCH-models 0 0 0 7 1 5 11 62
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 0 1 7 106
Peaks or tails - What distinguishes financial data? 0 0 0 38 1 2 5 230
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 1 1 8 29
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 0 2 12 1,506 13 49 120 4,121
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 2 8 75
Recursive computation of piecewise constant volatilities 0 0 0 15 1 5 16 67
Reject inference in consumer credit scoring with nonignorable missing data 0 2 2 77 0 7 15 313
Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis 0 0 0 1 0 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 2 10 607 1 6 20 1,143
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 3 12 66
Statistik im Sozialismus 0 0 0 2 1 2 10 25
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 1 61 0 2 10 168
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 5 36
Stochastic Properties of German Stock Returns 0 0 0 0 0 2 14 174
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 0 8 21 1,124
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 1 3 14 155
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 0 1 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 4 21 190
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 1 32 1 3 11 124
Testing and dating of structural changes in practice 0 0 3 110 1 4 20 430
Testing for Structural Change in Dynamic Models 0 0 5 297 0 3 18 764
Testing for Structural Changes in the Presence of Long Memory 0 0 1 35 0 2 16 137
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 0 3 8 76
The CUSUM Test with OLS Residuals 2 3 10 2,030 7 17 48 6,737
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 0 33 0 4 12 153
The Local Power of the CUSUM and CUSUM of Squares Tests 0 1 1 66 1 7 26 208
The Lorenz-ordering of Singh-Maddala income distributions 0 0 0 63 1 1 5 196
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 1 1 5 68
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 6 95
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 0 3 8 58
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 1 3 9 93
The power of the Durbin-Watson test for regressions without an intercept 0 1 2 83 0 1 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 0 1 1 25 0 2 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 0 3 8 121
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 0 4 7 33
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 0 2 9 24
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 2 5 9 19
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 0 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 8 33
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 1 7 32
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 35 0 1 6 111
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 0 4 8 96
Total Journal Articles 7 23 122 8,934 82 430 1,538 31,197
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 3 3
Total Books 0 0 0 0 0 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 0 4 5 5
Ausbildung als zentrale Aufgabe 0 0 0 0 0 1 2 2
Bernd Fitzenberger 0 0 0 0 0 1 1 1
Christine Müller 0 0 0 0 1 3 4 4
Die Statistik des Lottospiels 0 0 0 0 0 1 2 2
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 3 6 8 8
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 0 1 1 1
Einleitung 0 0 0 0 0 2 4 4
Einleitung 0 0 0 0 2 5 5 5
Einleitung 0 0 0 0 0 1 1 1
Einleitung 0 0 0 0 0 3 3 3
Georg Thiel 0 0 0 0 0 5 6 6
Gerd Hansen 0 0 0 0 2 5 5 5
Gerhard Arminger 0 0 0 0 1 2 2 2
Gert Wagner 0 0 0 0 0 2 3 3
Göran Kauermann 0 0 0 0 0 2 2 2
Günter Bamberg 0 0 0 0 0 3 5 5
Hans Schneeweiß 0 0 0 0 3 6 6 6
Heinz Grohmann 0 0 0 0 0 1 1 1
Helmut Lütkepohl 0 0 0 0 1 5 6 6
Joachim Frohn 0 0 0 0 1 3 7 7
Karl Mosler 0 0 0 0 1 3 4 4
Katharina Morik 0 0 0 0 0 3 5 5
Katharina Schüller 0 0 0 0 0 3 3 3
Manfred Deistler 0 0 0 0 0 4 4 4
Mit Statistik an die Börse 0 0 0 0 0 0 0 0
More on the F-test under Nonspherical Disturbances 1 1 1 1 2 3 3 3
Nanny Wermuth 0 0 0 0 0 4 5 5
Peter Theodor Wilrich 0 0 0 0 0 0 0 0
Ralf Münnich 0 0 0 0 2 8 8 8
Statistik für alle 0 0 0 0 0 1 2 2
Stefan Mittnik 0 0 0 0 0 1 3 3
Ulrich Rendtel 0 0 0 0 1 2 3 3
Ursula Gather 0 0 0 0 3 5 6 6
Volker Mammitzsch 0 0 0 0 0 2 4 4
Walter Radermacher 0 0 0 0 1 4 9 9
Warum leben Novemberkinder länger? 0 0 0 0 0 1 2 2
Wolfgang Härdle 0 0 0 0 1 4 5 5
Wolfgang Schmid 0 0 0 0 2 5 5 5
Total Chapters 1 1 1 1 27 115 150 150

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Statistics updated 2026-06-04