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 1 33 0 0 4 160
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 0 5 1 1 2 32
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 1 4 412
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 0 0 0 18
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 0 0 0 70
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 0 1 33
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 1 1 1 33
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 1 14 0 0 2 67
Diagnostic checking in linear processes with infinit variance 0 0 0 1 0 1 1 14
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 0 0 0 26
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 0 191 0 0 4 782
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 0 0 0 44
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 1 1 1 25 2 3 4 112
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 3 0 0 0 14
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 0 0 3 227
Fractional integration and the augmented dickey-fuller test 0 1 1 22 2 4 4 97
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 0 137
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 1 33 0 0 7 194
Kointegration von Aktienkursen 0 0 0 8 0 2 2 30
Large - scaledisasters and the insurance industry 0 0 0 17 0 0 0 118
Large-Scale Disasters and the Insurance Industry 0 0 0 93 1 1 1 332
Large-scale disasters and the insurance industry 0 0 0 10 0 0 1 75
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 0 0 0 59
Long Memory with Markov-Switching GARCH 0 0 0 80 0 0 0 176
Long memory vs. structural change in financial time series 0 0 0 30 0 0 2 103
Long memory with Markov-Switching GARCH 0 0 0 83 0 1 1 240
Long memory with Markov-Switching GARCH 0 0 0 7 0 0 0 64
More on the F-test under nonspherical disturbances 0 0 0 5 0 0 0 59
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 0 0 41
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 0 1 3 723
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 0 0 1 51
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 2 12 0 1 10 109
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 0 0 1 144
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 0 3 4 203
On computing the Hausman Test 0 0 0 0 0 0 0 576
On the ordering of probability forecasts 0 0 0 13 0 1 1 154
On the ordering of probability forecasts 0 0 0 2 0 0 0 18
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 1 1 1 247
Peaks or tails: What distinguishes financial data? 0 0 0 1 0 0 0 23
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 0 1 1 70
Software-Katalog Statistik/Ökonometrie 0 0 0 0 0 0 0 265
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 0 0 0 119
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 0 0 0 23
Statistische Besonderheiten von Finanzmarktdaten 0 0 1 10 0 0 2 53
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 0 62 0 0 0 111
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 1 1 1 60
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 0 0 2 399
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 0 0 0 10
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 0 0 0 49
Testing and dating of structural changes in practice 0 0 2 73 0 0 6 208
Testing for structural change in the presence of long memory 0 0 0 12 0 0 1 39
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 0 0 0 59
The Cult of Statistical Significance 0 0 0 59 0 0 3 185
The Dickey-Fuller-test for exponential random walks 0 0 0 4 1 1 1 29
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 0 3 4 74
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 176 0 2 2 602
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 0 246 1 1 2 519
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 0 0 21
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 1 1 2 46
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 0 0 1 35
The weak Pareto law and regular variation in the tails 0 0 0 4 0 0 0 34
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 0 0 0 133
Total Working Papers 1 2 10 1,742 12 32 93 9,160


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 1 68
A Hausman test with trending data 0 0 0 4 1 1 1 33
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 0 0 1 346
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 0 0 2 115
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 1 1 1 94
A new test for structural stability in the linear regression model 1 2 5 465 1 3 11 1,103
A simple and focused backtest of value at risk 0 0 0 26 1 2 3 96
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 0 0 1 73
A trend-resistant test for structural change based on OLS residuals 0 0 1 63 0 1 4 198
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 2 2 7 290
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 0 99 0 0 0 348
Asymmetry in the distribution of daily stock returns 0 0 0 5 0 0 2 24
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 0 7 208
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 1 1 309
Book reviews 0 0 0 3 0 0 0 82
Book reviews 0 0 0 1 0 0 0 36
Chaos and the compass rose 0 0 1 31 1 1 3 216
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 1 1 4 40
Computational pitfalls of the Hausman test 0 0 1 23 1 1 2 73
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 0 0 108
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 0 7 0 0 0 26
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 1 1 23
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 0 1 52
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 0 18 0 0 0 92
Diagnostic Checking in Practice 0 0 0 28 1 1 1 76
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 0 14 0 0 4 78
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 1 1 7 0 2 3 36
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 0 0 2 13
Editorial 0 0 0 0 1 1 1 2
Editorial 0 0 0 0 0 0 1 2
Editorial 0 0 0 0 0 0 0 3
Editorial 0 0 0 0 0 0 0 0
Editorial 0 0 0 0 1 1 1 1
Editorial 0 0 0 4 0 0 0 27
Editorial 0 0 0 0 1 1 1 3
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 0 0 0 113
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 4 0 0 0 24
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 22 2 2 2 149
Finite sample power of linear regression autocorrelation tests 0 0 0 51 0 0 0 228
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 74 0 1 5 463
Fractional integration and the augmented Dickey-Fuller Test 0 1 1 81 0 1 1 347
Geschlossene Gesellschaft 0 0 0 3 0 0 0 15
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 0 0 0 38
Hans Wolfgang Brachinger 0 0 0 0 0 0 0 21
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 1 1 3 0 1 3 11
Interview Gert Wagner 0 0 1 2 0 0 2 8
Interview Wilrich 0 0 0 0 0 0 0 20
Interview mit Almut Steger 0 0 1 3 0 0 2 11
Interview mit Christine Müller 0 0 1 3 0 0 1 14
Interview mit Gerd Hansen 0 0 0 1 0 1 3 8
Interview mit Gerhard Arminger 0 0 0 1 0 0 0 6
Interview mit Göran Kauermann 0 0 0 2 0 0 1 32
Interview mit Günter Bamberg 0 0 0 0 0 1 2 22
Interview mit Hans Schneeweiß 0 0 0 2 1 1 1 31
Interview mit Heinz Grohmann 0 0 0 3 0 0 1 31
Interview mit Helmut Lütkepohl 0 0 1 11 0 0 3 34
Interview mit Joachim Frohn 0 0 0 8 1 3 7 64
Interview mit Manfred Deistler 0 0 0 0 0 0 0 6
Interview mit Nanny Wermuth 0 0 0 2 0 0 0 27
Interview mit Ralf Münnich 0 0 0 0 1 1 2 2
Interview mit Stefan Mittnik 0 0 0 1 0 0 0 4
Interview mit Ulrich Rendtel 0 0 0 1 0 0 0 17
Interview mit Ursula Gather 0 0 0 2 0 0 0 33
Interview mit Volker Mammitzsch 0 0 0 2 0 0 0 24
Interview mit Wolfgang Schmid 0 0 0 3 0 1 2 18
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 1 1 1 51
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 2 8 102 1,476 7 25 214 3,291
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 1 1 1 3
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 1 9 0 2 6 51
Kahneman, D. (2011): Thinking, Fast and Slow 0 4 9 56 4 10 27 197
Kointegration von Aktienkursen 0 1 1 1 0 2 2 4
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 0 0 0 23
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 0 0 0 5 0 0 1 46
Lenin und die Volkszählung in Russland 1920 0 0 1 7 0 1 5 101
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 1 100 0 0 2 572
Long memory with Markov-Switching GARCH 0 0 0 17 1 2 2 81
Mean adjustment and the CUSUM test for structural change 0 0 0 23 0 0 0 81
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 0 0 1 34
Nachruf Heinz Grohmann 0 0 0 1 1 1 1 15
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 0 0 0 46
Note Short-term predictability of German stock returns 0 0 0 113 0 0 1 534
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 0 0 1 209
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 0 0 0 43
On assessing the relative performance of default predictions 0 0 0 2 0 0 0 9
On comparing the accuracy of default predictions in the rating industry 0 0 1 28 0 1 3 90
On studentizing a test for structural change 1 1 1 48 1 2 4 135
On the consequences of trend for simultaneous equation estimation 0 0 0 6 0 1 1 53
On the origin of high persistence in GARCH-models 0 0 0 7 1 1 1 51
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 0 0 0 99
Peaks or tails - What distinguishes financial data? 0 0 0 38 0 0 0 225
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 0 0 21
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 0 4 13 1,489 3 10 44 3,982
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 0 0 0 28
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 0 0 1 67
Recursive computation of piecewise constant volatilities 0 0 1 15 1 1 3 51
Reject inference in consumer credit scoring with nonignorable missing data 0 1 1 74 0 1 5 297
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 0 14
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 15 596 0 4 20 1,120
Skill Scores and modified Lorenz domination in default forecasts 0 0 1 2 0 1 2 20
Spurious persistence in stochastic volatility 0 0 0 12 0 0 0 51
Statistik im Sozialismus 0 0 0 2 0 0 0 13
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 1 58 0 1 3 155
Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives 0 0 1 7 0 0 1 31
Stochastic Properties of German Stock Returns 0 0 0 0 0 1 1 160
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 2 2 16 1,103
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 1 51 0 0 3 141
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 0 0 0 7
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 1 38 0 1 4 169
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 0 31 0 1 2 113
Testing and dating of structural changes in practice 0 0 0 107 0 0 3 406
Testing for Structural Change in Dynamic Models 0 0 2 291 0 0 3 745
Testing for Structural Changes in the Presence of Long Memory 0 0 0 32 0 0 2 117
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 1 21 0 0 2 67
The CUSUM Test with OLS Residuals 0 4 20 2,020 1 7 50 6,687
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 2 32 1 1 6 139
The Local Power of the CUSUM and CUSUM of Squares Tests 0 1 3 65 1 2 5 181
The Lorenz-ordering of Singh-Maddala income distributions 1 1 1 62 1 1 2 190
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 0 1 1 63
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 0 0 89
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 0 0 0 50
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 1 2 3 83
The power of the Durbin-Watson test for regressions without an intercept 0 0 1 81 0 1 3 257
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 0 1 2 108
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 0 24 0 0 0 74
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 0 171
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 1 3 38 0 2 6 113
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 0 0 1 26
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 1 1 1 15
Verleihung des Gerhard-Fürst-Preises 2020 0 0 0 1 0 0 0 10
Verleihung des Gerhard-Fürst-Preises 2021 0 0 0 1 0 1 1 5
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 1 1 1 18
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 3 3 3 25
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 0 0 25
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 1 2 35 0 2 3 104
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 0 0 0 88
Total Journal Articles 5 35 202 8,776 51 133 582 29,558
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Statistics updated 2025-03-03