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 3 163
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 0 5 1 1 4 35
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 2 3 4 415
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 0 4 4 22
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 0 20 1 1 2 72
Bias of s2 in Linear Regression Model with correlated errors 0 0 0 3 0 0 1 34
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 0 3 1 1 3 35
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 14 0 1 1 68
Diagnostic checking in linear processes with infinit variance 0 0 0 1 0 0 2 15
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 9 1 4 6 32
Efficiency, Equity, and Generalized Lorenz Dominance 1 1 1 192 2 4 6 788
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 1 2 2 46
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 1 25 3 4 7 116
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 1 2 229
Fractional integration and the augmented dickey-fuller test 1 1 2 23 1 3 8 101
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 4 37 0 0 4 198
Kointegration von Aktienkursen 0 0 0 8 1 1 3 31
Large - scaledisasters and the insurance industry 0 0 0 17 1 1 2 120
Large-Scale Disasters and the Insurance Industry 0 0 0 93 1 1 3 334
Large-scale disasters and the insurance industry 0 0 0 10 0 0 0 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 3 3 179
Long memory vs. structural change in financial time series 0 0 0 30 2 2 4 107
Long memory with Markov-Switching GARCH 0 0 0 83 0 0 1 240
Long memory with Markov-Switching GARCH 0 0 0 7 1 1 1 65
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 1 1 42
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 1 1 3 725
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 8 1 2 2 53
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 0 3 4 112
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 1 1 1 145
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 1 1 4 204
On computing the Hausman Test 0 0 0 0 0 0 0 576
On the ordering of probability forecasts 0 0 0 13 3 3 4 157
On the ordering of probability forecasts 0 0 0 2 0 3 4 22
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 1 1 2 248
Peaks or tails: What distinguishes financial data? 0 0 0 1 0 0 0 23
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 0 20 0 0 2 71
Software-Katalog Statistik/Ökonometrie 0 0 0 0 1 1 1 266
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 1 2 2 121
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 0 1 1 24
Statistische Besonderheiten von Finanzmarktdaten 0 0 0 10 1 1 3 56
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 1 63 1 3 5 116
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 14 3 3 5 64
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 3 4 4 403
Stylized Facts and Simulating Long Range Financial Data 0 0 0 1 1 1 2 12
Stylized Facts and Simulating Long Range Financial Data 0 0 0 11 0 2 3 52
Testing and dating of structural changes in practice 0 0 0 73 2 3 3 211
Testing for structural change in the presence of long memory 0 0 0 12 3 5 6 45
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 8 1 3 3 62
The Cult of Statistical Significance 0 0 0 59 0 0 1 186
The Dickey-Fuller-test for exponential random walks 0 0 0 4 0 0 1 29
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 176 0 0 2 602
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 13 1 2 5 76
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 0 246 1 1 5 523
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 2 2 3 24
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 0 2 47
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 4 0 0 0 35
The weak Pareto law and regular variation in the tails 0 0 1 5 2 2 3 37
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 34 4 4 4 137
Total Working Papers 2 2 10 1,750 54 95 167 9,295

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 2 2 70
A Hausman test with trending data 0 0 0 4 2 2 4 36
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 0 3 7 353
A cautionary note on computing conditional from unconditional correlations 0 0 0 16 0 0 1 116
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 15 1 1 2 95
A new test for structural stability in the linear regression model 0 0 2 465 6 6 9 1,109
A simple and focused backtest of value at risk 0 0 0 26 0 0 2 96
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 19 2 2 6 79
A trend-resistant test for structural change based on OLS residuals 0 0 0 63 0 1 6 203
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 2 290
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 0 0 1 100 0 1 2 350
Asymmetry in the distribution of daily stock returns 0 0 0 5 2 3 4 28
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 1 2 210
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 46 0 0 1 309
Book reviews 0 0 0 1 1 4 4 40
Book reviews 0 0 0 3 1 2 2 84
Chaos and the compass rose 0 0 0 31 0 1 3 218
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 1 3 5 44
Computational pitfalls of the Hausman test 0 0 0 23 1 3 5 77
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 1 1 1 109
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 0 7 1 1 1 27
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 0 1 23
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 6 0 0 0 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 0 2 4 79
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 1 15 0 0 2 80
Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R 0 0 2 8 1 1 4 38
Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel 0 0 0 0 1 1 1 14
Editorial 0 0 0 0 0 0 1 1
Editorial 0 0 0 0 0 0 1 1
Editorial 0 0 0 4 0 1 1 28
Editorial 0 0 0 0 0 0 1 3
Editorial 0 0 0 0 1 3 3 6
Editorial 0 0 0 0 0 1 2 3
Editorial 0 0 0 0 0 0 0 2
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 0 0 0 21 1 2 4 117
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 0 0 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 2 3 4 466
Fractional integration and the augmented Dickey-Fuller Test 0 0 1 81 1 2 3 349
Geschlossene Gesellschaft 0 0 0 3 0 3 3 18
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 1 22
Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“ 0 0 1 3 1 2 4 14
Interview Gert Wagner 0 0 0 2 2 2 2 10
Interview Wilrich 0 0 0 0 2 2 3 23
Interview mit Almut Steger 1 2 2 5 3 12 12 23
Interview mit Christine Müller 0 0 1 4 0 0 1 15
Interview mit Gerd Hansen 0 0 0 1 1 2 5 12
Interview mit Gerhard Arminger 0 0 0 1 1 2 3 9
Interview mit Göran Kauermann 1 1 1 3 1 1 1 33
Interview mit Günter Bamberg 0 0 0 0 1 2 3 24
Interview mit Hans Schneeweiß 0 0 1 3 1 4 7 37
Interview mit Heinz Grohmann 0 1 1 4 1 2 2 33
Interview mit Helmut Lütkepohl 0 0 0 11 0 0 1 35
Interview mit Joachim Frohn 0 0 0 8 1 2 5 66
Interview mit Manfred Deistler 0 0 0 0 1 3 3 9
Interview mit Nanny Wermuth 0 0 0 2 1 1 1 28
Interview mit Ralf Münnich 0 0 1 1 4 5 8 9
Interview mit Stefan Mittnik 0 0 0 1 1 1 1 5
Interview mit Ulrich Rendtel 0 0 0 1 0 0 0 17
Interview mit Ursula Gather 0 0 0 2 1 1 1 34
Interview mit Volker Mammitzsch 0 0 0 2 1 2 2 26
Interview mit Wolfgang Schmid 0 0 0 3 0 1 2 19
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 5 3 3 5 55
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 0 10 46 1,514 3 17 95 3,361
Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise 0 0 0 0 0 0 2 4
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 1 1 1 10 1 2 4 53
Kahneman, D. (2011): Thinking, Fast and Slow 0 1 9 61 7 9 36 223
Kointegration von Aktienkursen 0 0 1 1 1 2 4 6
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 2 1 1 1 24
Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021 1 1 1 6 1 2 2 48
Lenin und die Volkszählung in Russland 1920 0 0 0 7 1 1 2 102
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 100 1 2 3 575
Long memory with Markov-Switching GARCH 0 0 0 17 0 1 3 82
Mean adjustment and the CUSUM test for structural change 0 0 0 23 2 2 4 85
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 15 0 0 1 35
Nachruf Heinz Grohmann 0 1 1 2 1 3 4 18
Nearest neighbor hazard estimation with left-truncated duration data 0 0 0 7 0 2 3 49
Note Short-term predictability of German stock returns 0 0 0 113 0 2 2 536
Note on Estimating Linear Trend When Residuals are Autocorrelated 0 0 0 50 0 0 0 209
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 12 2 3 3 46
On assessing the relative performance of default predictions 0 0 0 2 2 2 2 11
On comparing the accuracy of default predictions in the rating industry 0 0 0 28 0 1 2 91
On studentizing a test for structural change 1 1 2 49 1 1 5 138
On the consequences of trend for simultaneous equation estimation 0 0 0 6 0 1 5 57
On the origin of high persistence in GARCH-models 0 0 0 7 0 0 1 51
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 33 0 0 1 100
Peaks or tails - What distinguishes financial data? 0 0 0 38 0 0 1 226
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 1 1 22
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 0 2 15 1,500 6 16 59 4,031
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 0 2 2 30
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 23 1 1 2 69
Recursive computation of piecewise constant volatilities 0 0 0 15 0 1 3 53
Reject inference in consumer credit scoring with nonignorable missing data 0 0 2 75 1 2 6 302
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 2 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 1 2 10 603 1 2 14 1,130
Skill Scores and modified Lorenz domination in default forecasts 0 1 1 3 1 3 4 23
Spurious persistence in stochastic volatility 0 0 0 12 0 2 7 58
Statistik im Sozialismus 0 0 0 2 1 2 5 18
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 3 61 0 1 7 161
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 0 0 31
Stochastic Properties of German Stock Returns 0 0 0 0 2 3 6 165
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 2 2 5 1,106
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 51 1 1 1 142
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 1 1 1 8
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 1 1 1 39 3 4 6 174
THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS 1 1 1 32 1 1 2 114
Testing and dating of structural changes in practice 0 1 2 109 1 4 11 417
Testing for Structural Change in Dynamic Models 2 2 5 296 2 3 9 754
Testing for Structural Changes in the Presence of Long Memory 0 0 3 35 0 2 8 125
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 21 0 2 3 70
The CUSUM Test with OLS Residuals 0 3 8 2,024 2 13 29 6,709
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 1 33 0 2 6 144
The Local Power of the CUSUM and CUSUM of Squares Tests 0 0 1 65 2 5 13 192
The Lorenz-ordering of Singh-Maddala income distributions 0 0 2 63 0 0 3 192
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 0 0 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 1 1 1 51
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 0 0 4 85
The power of the Durbin-Watson test for regressions without an intercept 0 0 1 82 1 2 7 263
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 3 5 7 114
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 1 172
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 0 1 38 0 1 3 114
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 4 1 1 1 27
Verleihung des Gerhard-Fürst-Preises 2019 0 0 0 2 1 2 3 17
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 2 3 7
Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs 0 0 0 1 0 0 2 19
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 0 0 25
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 2 2 5 27
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 1 35 2 2 5 107
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 1 2 2 90
Total Journal Articles 10 32 134 8,875 118 258 627 30,052
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Statistics updated 2025-12-06