Browsing All of EconStor by Author Krämer, Walter

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Year of PublicationTitleAuthor(s)
1980 Preise und Mengen als Komponenten der Kostenexplosion im GesundheitswesenKrämer, Walter
1988 Geschlossene GesellschaftKrämer, Walter
1990 Strukturreform der gesetzlichen KrankenversicherungKirschner, Klaus; Becker, Karl; Neubauer, Günter; Krämer, Walter
1997 Kointegration von AktienkursenKrämer, Walter
1997 Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbancesKrämer, Walter
1997 Fractional integration and the augmented dickey-fuller testKrämer, Walter
1997 Limiting efficiency of OLS vs. GLS when regressors are fractionally integratedKrämer, Walter; Hassler, Uwe
1998 OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbancesKrämer, Walter; Marmol, Francesc
1998 The power of residual-based tests for cointegration when residuals are fractionally integratedKrämer, Walter; Marmol, Francesc
1998 Diagnostic checking in linear processes with infinit varianceKrämer, Walter; Runde, Ralf
1999 Peaks or tails: What distinguishes financial data?Krämer, Walter; Runde, Ralf
2000 The Dickey-Fuller-test for exponential random walksDavies, Laurie; Krämer, Walter
2000 Statistische Besonderheiten von FinanzmarktdatenKrämer, Walter
2000 Testing for unit roots in the context of misspecified logarithmic random walksKrämer, Walter; Davies, Laurie
2000 Testing for structural change in the presence of long memoryKrämer, Walter; Sibbertsen, Philipp
2000 Statistik in den Wirtschafts- und SozialwissenschaftenKrämer, Walter
2001 Long memory vs. structural change in financial time seriesKrämer, Walter; Sibbertsen, Philipp; Kleiber, Christian
2002 Die Bewertung und der Vergleich von Kreditausfall-PrognosenKrämer, Walter
2002 On the ordering of probability forecastsKrämer, Walter
2002 Testing and dating of structural changes in practiceZeileis, Achim; Kleiber, Christian; Krämer, Walter; Hornik, Kurt