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 3 18 1 6 17 100
A Neglected Semi-Stylized Fact of Daily Stock Returns 0 0 1 3 0 1 3 24
A modification of the CUSUM test in the linear regression model with lagged dependent variables 0 0 0 0 0 1 5 385
Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances 0 0 0 3 1 1 1 12
Beyond Inequality: A Novel Measure of Skewness and its Properties 0 0 1 5 0 1 3 22
Comparing Default Predictions in the Rating Industry for Different Sets of Obligors 0 0 1 2 0 1 4 22
Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P 0 0 0 11 0 0 6 52
Diagnostic checking in linear processes with infinit variance 0 0 0 1 0 0 2 8
Die Bewertung und der Vergleich von Kreditausfall-Prognosen 0 0 0 3 0 0 0 14
Efficiency, Equity, and Generalized Lorenz Dominance 0 0 4 181 1 2 10 748
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 10 0 0 0 42
Finite sample of the Durbin-Watson test against fractionally integrated disturbances 0 0 1 24 0 4 7 99
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression 0 0 0 0 0 0 1 8
Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances 0 0 0 0 0 1 3 213
Fractional integration and the augmented dickey-fuller test 0 0 0 19 0 2 8 67
How to OverREACH oneself - a Critical View on the EU Commission's Estimate of the Health Benefits of its New Chemicals Policy 0 0 1 16 0 0 3 122
How to confuse with statistics or: the use and misuse of conditional probabilities 0 0 1 21 0 1 9 114
Kointegration von Aktienkursen 0 0 1 5 0 0 2 19
Large - scaledisasters and the insurance industry 0 0 0 17 0 1 1 103
Large-Scale Disasters and the Insurance Industry 0 0 1 92 0 3 6 317
Large-scale disasters and the insurance industry 0 0 0 8 0 2 3 57
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 13 0 0 1 53
Long Memory with Markov-Switching GARCH 0 0 0 79 0 0 3 162
Long memory vs. structural change in financial time series 0 0 4 23 0 2 8 69
Long memory with Markov-Switching GARCH 0 0 0 83 1 1 3 224
Long memory with Markov-Switching GARCH 0 0 0 6 1 1 4 55
More on the F-test under nonspherical disturbances 0 0 0 5 0 0 3 51
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 1 4 0 0 4 35
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 46 0 0 3 712
OLS-based estimation of the disturbance variance under spatial autocorrelation 0 0 0 7 0 0 2 43
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 2 4 1 3 23 44
On Comparing the Accuracy of Default Predictions in the Rating Industry 0 0 0 56 1 2 2 135
On comparing the accuracy of default predictions in the rating industry 0 0 0 29 0 1 5 176
On computing the Hausman Test 0 0 0 0 0 0 0 572
On the ordering of probability forecasts 0 0 0 13 0 0 0 141
On the ordering of probability forecasts 0 0 0 2 0 0 1 9
On the robustness of the F-test to autocorrelation among disturbances 0 0 0 0 0 0 1 241
Peaks or tails: What distinguishes financial data? 0 0 0 1 0 0 1 16
Qualitätsvergleiche bei Kreditausfallprognosen 0 0 3 18 0 0 5 57
Software-Katalog Statistik/Ökonometrie 0 0 0 0 1 1 2 255
Software-Katalog Statistik/Ökonometrie 2. Auflage 0 0 0 0 0 0 0 117
Statistik in den Wirtschafts- und Sozialwissenschaften 0 0 0 2 0 0 2 11
Statistische Besonderheiten von Finanzmarktdaten 0 0 0 9 0 0 1 35
Structural Change and Spurious Persistence in Stochastic Volatility 0 0 1 61 0 0 2 96
Structural Change and long memory in the GARCH(1,1)-model 0 0 0 12 0 0 1 49
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 0 78 1 2 8 369
Stylized Facts and Simulating Long Range Financial Data 0 1 2 7 0 1 4 29
Testing and dating of structural changes in practice 0 1 2 50 0 4 15 141
Testing for structural change in the presence of long memory 0 0 0 10 0 0 2 24
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 0 5 1 2 3 35
The Cult of Statistical Significance 0 0 1 49 0 2 5 155
The Dickey-Fuller-test for exponential random walks 0 0 0 3 4 4 4 19
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 175 0 0 0 593
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated 0 0 0 10 0 0 0 57
The cult of statistical significance. What economists should and should not do to make their data talk 0 0 1 230 0 0 16 443
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 1 3 13
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 1 3 34
The robustness of the F-test to spatial autocorrelation among regression disturbances 0 0 0 2 0 1 2 23
The weak Pareto law and regular variation in the tails 0 0 1 4 0 0 3 25
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 33 0 0 7 122
Total Working Papers 0 2 33 1,569 14 56 246 7,988


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 1 1 17 0 1 2 51
A Hausman test with trending data 0 0 0 4 0 0 0 28
A Mixed-Error Component Model 1 1 2 24 1 1 2 69
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables 0 0 0 0 1 2 7 314
A cautionary note on computing conditional from unconditional correlations 0 0 0 15 0 0 1 103
A general condition for an optimal limiting efficiency of OLS in the general linear regression model 0 0 0 14 0 0 1 88
A new test for structural stability in the linear regression model 2 3 10 425 4 8 20 1,007
A simple and focused backtest of value at risk 0 0 3 14 5 5 15 56
A simple nonparametric test for structural change in joint tail probabilities 0 0 0 18 1 1 4 63
A trend-resistant test for structural change based on OLS residuals 0 0 0 59 1 1 6 175
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 1 51 0 2 5 236
Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models 1 1 8 68 2 11 50 245
Autocorrelation- and heteroskedasticity-consistent t-values with trending data 0 0 0 32 0 0 0 191
Bias of SDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 43 0 0 3 289
Book reviews 0 0 0 3 0 2 3 75
Book reviews 0 0 0 1 0 2 7 32
Chaos and the compass rose 0 0 0 30 0 0 1 207
Comparing the accuracy of default predictions in the rating industry for different sets of obligors 0 0 0 2 0 0 1 18
Computational pitfalls of the Hausman test 0 0 1 22 0 0 1 68
Consistency of sDE 2 in the Linear Regression Model with Correlated Errors 0 0 0 0 0 0 1 97
D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) 0 0 0 5 0 0 3 17
D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler 0 0 0 2 0 2 12 19
D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R 0 0 0 5 0 0 1 41
Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik 0 0 2 16 1 1 7 84
Diagnostic Checking in Practice 0 0 0 28 0 0 1 68
Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit 0 0 3 4 0 1 7 26
Editorial 0 0 0 4 0 0 1 19
Editorial 0 0 0 2 0 0 0 24
Editorial 0 0 0 2 0 0 0 14
Editorial 0 0 0 3 0 0 0 18
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated 1 1 1 21 2 2 4 104
Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher 0 0 0 1 0 1 2 18
Evaluating probability forecasts in terms of refinement and strictly proper scoring rules 0 0 0 21 0 0 1 143
Finite sample power of linear regression autocorrelation tests 1 1 1 51 1 1 2 221
Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances 0 0 0 73 0 2 8 442
Fractional integration and the augmented Dickey-Fuller Test 0 0 0 79 1 1 4 313
Geschlossene Gesellschaft 0 0 0 2 0 0 2 9
Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen 0 0 0 3 4 4 4 30
Hans Wolfgang Brachinger 0 0 0 0 0 0 0 15
Interview Wilrich 0 0 0 0 2 2 3 8
Interview mit Günter Bamberg 0 0 0 0 1 2 4 4
Interview mit Hans Schneeweiß 0 0 0 0 2 3 6 16
Interview mit Heinz Grohmann 0 0 1 2 2 2 7 23
Interview mit Helmut Lütkepohl 1 3 3 3 1 3 3 3
Interview mit Joachim Frohn 0 0 2 2 1 1 11 24
Interview mit Nanny Wermuth 0 0 0 2 0 2 4 9
Interview mit Ursula Gather 0 0 0 1 0 2 7 27
Interview mit Volker Mammitzsch 0 0 0 0 0 1 3 3
Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel 0 0 0 0 3 6 13 18
Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00 3 15 80 1,024 11 39 189 2,226
Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics 0 0 2 3 0 1 6 18
Kahneman, D. (2011): Thinking, Fast and Slow 1 1 5 27 1 1 15 69
Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler 0 0 0 1 0 1 3 18
Lenin und die Volkszählung in Russland 1920 0 0 0 6 0 0 1 85
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated 0 0 0 99 0 0 1 565
Long memory with Markov-Switching GARCH 0 0 0 15 0 0 2 63
Mean adjustment and the CUSUM test for structural change 0 0 0 22 0 0 1 76
Miller, S. J. (ed.): Benford’s law. Theory and applications 0 0 0 11 0 0 1 23
Nachruf Heinz Grohmann 0 0 0 0 0 0 0 0
Nearest neighbor hazard estimation with left-truncated duration data 0 0 1 7 1 1 3 37
Note Short-term predictability of German stock returns 0 0 1 112 1 2 6 525
Note on Estimating Linear Trend When Residuals are Autocorrelated 2 2 2 48 2 2 3 196
O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics 0 0 0 11 0 0 1 39
On assessing the relative performance of default predictions 0 0 0 1 0 0 0 6
On comparing the accuracy of default predictions in the rating industry 0 0 0 27 0 1 2 80
On studentizing a test for structural change 0 1 2 37 0 2 6 102
On the consequences of trend for simultaneous equation estimation 0 0 0 5 0 0 0 49
On the origin of high persistence in GARCH-models 0 0 1 6 0 0 2 44
On the robustness of the F-test to autocorrelation among disturbances 0 0 1 32 0 0 2 91
Peaks or tails - What distinguishes financial data? 0 0 0 38 0 0 3 221
Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen 0 0 0 4 0 0 1 13
Probability & Measure: Patrick Billingsley (1995): (3rd ed.). New York: Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 1 5 26 1,359 8 21 89 3,474
Probleme des Qualitätsvergleichs von Kreditausfallprognosen 0 0 0 3 0 0 2 19
Range vs. maximum in the OLS-based version of the CUSUM test 0 0 0 22 0 0 5 62
Recursive computation of piecewise constant volatilities 0 0 1 10 1 1 4 33
Reject inference in consumer credit scoring with nonignorable missing data 2 2 3 52 4 5 13 212
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 1 7
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 4 14 529 2 6 26 1,000
Skill Scores and modified Lorenz domination in default forecasts 0 0 0 0 0 0 0 0
Spurious persistence in stochastic volatility 0 0 1 9 0 2 5 36
Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series 0 0 4 51 0 0 11 128
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 5 0 1 2 22
Stochastic Properties of German Stock Returns 0 0 0 0 0 1 2 149
Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? 0 0 0 0 1 5 37 889
Structural change and estimated persistence in the GARCH(1,1)-model 0 0 1 47 0 2 6 121
Strukturreform der gesetzlichen Krankenversicherung 0 0 0 0 0 0 0 3
TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD 0 0 2 32 1 1 5 144
THE DICKEYFULLER TEST FOR EXPONENTIAL RANDOM WALKS 0 0 0 29 0 1 2 101
Testing and dating of structural changes in practice 0 3 4 88 2 8 16 311
Testing for Structural Change in Dynamic Models 0 1 5 266 0 3 21 695
Testing for Structural Changes in the Presence of Long Memory 0 0 1 26 0 2 8 93
Testing for unit roots in the context of misspecified logarithmic random walks 0 0 1 17 0 1 2 52
The CUSUM Test with OLS Residuals 3 7 49 1,832 9 24 131 6,133
The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk 0 0 3 26 0 0 13 101
The Local Power of the CUSUM and CUSUM of Squares Tests 0 1 3 54 1 3 7 144
The Lorenz-ordering of Singh-Maddala income distributions 0 0 1 58 0 0 2 176
The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality 0 0 0 0 0 0 1 56
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 24 0 0 1 83
The exact bias of s2 in linear panel regressions with spatial autocorrelation 0 0 0 9 0 0 0 44
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 14 0 1 1 65
The power of the Durbin-Watson test for regressions without an intercept 0 0 2 76 0 1 4 238
The power of the KPSS-test for cointegration when residuals are fractionally integrated 0 0 0 33 0 0 0 98
Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko 0 0 0 19 0 0 0 60
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 57 0 1 2 164
Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics 0 0 1 11 1 3 10 33
Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? 0 0 0 3 0 0 0 18
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 1 3 20
Walter Krämer: Interview mit Karl Mosler 0 0 0 1 0 0 1 17
Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data 0 0 3 26 3 7 11 82
“True Believers” or Numerical Terrorism at the Nuclear Power Plant 0 0 0 13 2 2 3 77
Total Journal Articles 20 53 259 7,513 87 228 945 24,878


Statistics updated 2019-09-09