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 1 7 10 170
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 0 5 0 9 12 44
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 3 7 10 422
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 2 2 6 24
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 2 6 8 78
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 2 7 8 41
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 0 7 9 42
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 3 9 10 77
Diagnostic checking in linear processes with infinit variance 0 0 0 1 0 2 3 17
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 0 6 32
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 1 192 0 3 9 791
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 2 7 9 53
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 0 25 0 8 12 124
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 0 2 2 16
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 0 4 6 233
Fractional integration and the augmented dickey-fuller test 0 0 1 23 1 3 7 104
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 5 5 142
How to confuse with statistics or: the use and misuse of conditional probabilities 1 1 5 38 1 11 15 209
Kointegration von Aktienkursen 0 0 0 8 3 9 10 40
Large - scaledisasters and the insurance industry 0 0 0 17 0 3 5 123
Large-Scale Disasters and the Insurance Industry 0 0 0 93 0 2 4 336
Large-scale disasters and the insurance industry 0 0 0 10 1 3 3 78
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 2 5 5 64
Long Memory with Markov-Switching GARCH 0 0 0 80 0 3 6 182
Long memory vs. structural change in financial time series 0 1 1 31 0 5 9 112
Long memory with Markov-Switching GARCH 0 0 0 7 0 5 6 70
Long memory with Markov-Switching GARCH 0 0 0 83 0 4 4 244
More on the F-test under nonspherical disturbances 0 0 0 5 2 3 3 62
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 2 3 44
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 0 4 6 729
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 0 2 4 55
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 3 13 16 125
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 0 3 4 148
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 2 6 7 210
On computing the Hausman Test 0 0 0 0 0 1 1 577
On the ordering of probability forecasts 0 0 0 2 0 5 9 27
On the ordering of probability forecasts 0 0 0 13 0 7 10 164
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 1 5 6 253
Peaks or tails: What distinguishes financial data? 0 0 0 1 0 3 3 26
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 1 12 13 83
Software-Katalog Statistik/Ökonometrie 0 0 0 0 1 4 5 270
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 0 6 8 127
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 1 6 7 30
Statistische Besonderheiten von Finanzmarktdaten 0 1 1 11 1 3 6 59
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 1 63 2 12 17 128
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 2 8 12 72
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 0 7 11 410
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 1 6 9 58
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 9 9 11 21
Testing and dating of structural changes in practice 0 0 0 73 2 10 13 221
Testing for structural change in the presence of long memory 0 1 1 13 5 8 14 53
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 1 4 7 66
The Cult of Statistical Significance 0 0 0 59 1 5 6 191
The Dickey-Fuller-test for exponential random walks 0 0 0 4 1 5 5 34
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 176 0 5 5 607
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 1 9 11 85
The cult of statistical significance. What economists should and should not do to make their data talk 0 1 1 247 1 11 15 534
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 1 6 9 30
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 3 4 50
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 2 2 2 37
The weak Pareto law and regular variation in the tails 0 0 1 5 1 3 6 40
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 1 4 8 141
Total Working Papers 1 5 13 1,755 66 340 475 9,635

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 1 6 8 76
A Hausman test with trending data 0 0 0 4 2 5 8 41
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 2 6 13 359
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 3 11 12 127
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 0 2 3 97
A new test for structural stability in the linear regression model 1 1 1 466 2 4 10 1,113
A simple and focused backtest of value at risk 0 0 0 26 0 3 3 99
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 1 6 12 85
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 0 3 8 206
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 0 0 290
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 1 2 101 1 6 8 356
Asymmetry in the distribution of daily stock returns 0 0 0 5 2 7 11 35
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 1 11 13 221
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 3 7 7 316
Book reviews 0 0 0 3 1 5 7 89
Book reviews 0 0 0 1 0 3 7 43
Chaos and the compass rose 0 0 0 31 2 6 8 224
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 0 3 7 47
Computational pitfalls of the Hausman test 0 0 0 23 0 4 8 81
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 2 3 111
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 1 1 1 8 1 2 3 29
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 3 5 5 28
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 2 2 2 54
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 1 3 3 95
Diagnostic Checking in Practice 0 0 0 28 1 1 4 80
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 1 15 1 4 6 84
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 1 8 0 6 8 44
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 0 1 2 15
Editorial 0 0 0 0 0 1 2 4
Editorial 0 0 0 0 0 4 4 5
Editorial 0 0 0 4 0 1 2 29
Editorial 0 0 0 0 1 3 6 9
Editorial 0 0 0 0 0 3 4 4
Editorial 0 0 0 0 1 7 7 9
Editorial 0 0 0 0 0 2 2 5
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 2 5 9 122
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 3 6 6 30
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 0 3 3 152
Finite sample power of linear regression autocorrelation tests 0 0 0 51 2 4 4 232
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 1 5 8 471
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 81 0 7 9 356
Geschlossene Gesellschaft 0 0 0 3 1 2 5 20
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 1 4 4 42
Hans Wolfgang Brachinger 0 0 0 0 2 5 6 27
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 0 3 1 8 11 22
Interview Gert Wagner 0 0 0 2 0 5 7 15
Interview Wilrich 0 0 0 0 0 1 4 24
Interview mit Almut Steger 0 1 3 6 0 2 14 25
Interview mit Christine Müller 0 0 1 4 0 1 2 16
Interview mit Gerd Hansen 0 0 0 1 2 7 11 19
Interview mit Gerhard Arminger 0 0 0 1 1 5 8 14
Interview mit Göran Kauermann 0 0 1 3 1 3 4 36
Interview mit Günter Bamberg 0 0 0 0 0 2 4 26
Interview mit Hans Schneeweiß 0 0 1 3 0 3 9 40
Interview mit Heinz Grohmann 0 0 1 4 2 7 9 40
Interview mit Helmut Lütkepohl 0 1 1 12 1 6 7 41
Interview mit Joachim Frohn 0 0 0 8 1 1 3 67
Interview mit Manfred Deistler 0 0 0 0 0 0 3 9
Interview mit Nanny Wermuth 0 0 0 2 2 5 6 33
Interview mit Ralf Münnich 0 0 1 1 2 4 11 13
Interview mit Stefan Mittnik 0 0 0 1 3 8 9 13
Interview mit Ulrich Rendtel 0 0 0 1 0 8 8 25
Interview mit Ursula Gather 0 0 0 2 2 3 4 37
Interview mit Volker Mammitzsch 0 0 0 2 0 3 5 29
Interview mit Wolfgang Schmid 0 0 0 3 1 5 6 24
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 0 0 4 55
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 4 15 53 1,529 9 28 98 3,389
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 2 5 6 9
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 10 2 5 7 58
Kahneman, D. (2011): Thinking, Fast and Slow 2 5 10 66 7 27 53 250
Kointegration von Aktienkursen 0 0 0 1 3 6 8 12
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 0 6 7 30
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 1 6 1 5 7 53
Lenin und die Volkszählung in Russland 1920 0 0 0 7 1 8 9 110
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 1 7 10 582
Long memory with Markov-Switching GARCH 0 0 0 17 1 8 9 90
Mean adjustment and the CUSUM test for structural change 0 0 0 23 2 3 7 88
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 0 2 3 37
Nachruf Heinz Grohmann 0 0 1 2 1 4 7 22
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 0 4 7 53
Note Short-term predictability of German stock returns 0 0 0 113 2 5 7 541
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 5 11 11 220
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 1 2 5 48
On assessing the relative performance of default predictions 0 0 0 2 2 4 6 15
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 3 9 10 100
On studentizing a test for structural change 0 0 1 49 1 3 6 141
On the consequences of trend for simultaneous equation estimation 0 0 0 6 0 1 5 58
On the origin of high persistence in GARCH-models 0 0 0 7 0 6 6 57
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 2 5 6 105
Peaks or tails - What distinguishes financial data? 0 0 0 38 1 2 3 228
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 6 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 15 1,504 16 41 90 4,072
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 2 6 8 36
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 1 4 6 73
Recursive computation of piecewise constant volatilities 0 0 0 15 1 9 11 62
Reject inference in consumer credit scoring with nonignorable missing data 0 0 1 75 1 4 9 306
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 2 16
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 2 9 605 0 7 17 1,137
Skill Scores and modified Lorenz domination in default forecasts 0 0 1 3 0 3 6 26
Spurious persistence in stochastic volatility 0 0 0 12 1 5 12 63
Statistik im Sozialismus 0 0 0 2 1 5 10 23
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 3 61 3 5 11 166
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 1 4 4 35
Stochastic Properties of German Stock Returns 0 0 0 0 1 7 12 172
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 4 10 13 1,116
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 0 10 11 152
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 2 8 9 16
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 39 1 12 17 186
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 1 32 1 7 8 121
Testing and dating of structural changes in practice 1 1 3 110 4 9 20 426
Testing for Structural Change in Dynamic Models 1 1 6 297 2 7 16 761
Testing for Structural Changes in the Presence of Long Memory 0 0 3 35 2 10 18 135
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 0 3 6 73
The CUSUM Test with OLS Residuals 1 3 7 2,027 3 11 33 6,720
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 1 33 0 5 10 149
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 0 65 3 9 20 201
The Lorenz-ordering of Singh-Maddala income distributions 0 0 1 63 1 3 5 195
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 0 4 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 4 4 93
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 0 4 5 55
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 3 5 7 90
The power of the Durbin-Watson test for regressions without an intercept 0 0 1 82 3 4 10 267
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 0 6 12 120
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 0 24 4 5 5 79
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 2 3 174
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 0 0 38 1 4 5 118
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 0 2 3 29
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 1 5 7 22
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 1 4 4 14
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 0 3 5 10
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 0 1 2 20
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 3 6 6 31
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 2 4 29
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 0 35 1 3 6 110
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 0 2 4 92
Total Journal Articles 13 36 135 8,911 179 715 1,209 30,767
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 1 1 1
Total Books 0 0 0 0 0 1 1 1

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 1 1 1
Ausbildung als zentrale Aufgabe 0 0 0 0 0 1 1 1
Bernd Fitzenberger 0 0 0 0 0 0 0 0
Christine Müller 0 0 0 0 0 1 1 1
Die Statistik des Lottospiels 0 0 0 0 1 1 1 1
Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste? 0 0 0 0 1 2 2 2
Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 1 2 2 2
Einleitung 0 0 0 0 0 0 0 0
Einleitung 0 0 0 0 0 0 0 0
Georg Thiel 0 0 0 0 1 1 1 1
Gerd Hansen 0 0 0 0 0 0 0 0
Gerhard Arminger 0 0 0 0 0 0 0 0
Gert Wagner 0 0 0 0 0 1 1 1
Göran Kauermann 0 0 0 0 0 0 0 0
Günter Bamberg 0 0 0 0 2 2 2 2
Hans Schneeweiß 0 0 0 0 0 0 0 0
Heinz Grohmann 0 0 0 0 0 0 0 0
Helmut Lütkepohl 0 0 0 0 0 1 1 1
Joachim Frohn 0 0 0 0 1 4 4 4
Karl Mosler 0 0 0 0 0 1 1 1
Katharina Morik 0 0 0 0 0 2 2 2
Katharina Schüller 0 0 0 0 0 0 0 0
Manfred Deistler 0 0 0 0 0 0 0 0
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 0 0 0
Nanny Wermuth 0 0 0 0 0 1 1 1
Peter Theodor Wilrich 0 0 0 0 0 0 0 0
Ralf Münnich 0 0 0 0 0 0 0 0
Statistik für alle 0 0 0 0 0 1 1 1
Stefan Mittnik 0 0 0 0 1 2 2 2
Ulrich Rendtel 0 0 0 0 1 1 1 1
Ursula Gather 0 0 0 0 1 1 1 1
Volker Mammitzsch 0 0 0 0 0 2 2 2
Walter Radermacher 0 0 0 0 2 5 5 5
Warum leben Novemberkinder länger? 0 0 0 0 0 1 1 1
Wolfgang Härdle 0 0 0 0 1 1 1 1
Wolfgang Schmid 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 13 35 35 35

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Statistics updated 2026-03-04