14
H index
17
i10 index
1098
Citations
Walter Krämer : Citation Profile
Universität Dortmund | RESEARCH PRODUCTION: 134 Articles 62 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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43 years (1980 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Walter Krämer. | Is cited by:
| Cites to:
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Main data
Where Walter Krämer has published?
Recent works citing Walter Krämer (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Testing for Structural Change under Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.02370. Full description at Econpapers || Download paper |
| 2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper |
| 2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper |
| 2023 | Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367. Full description at Econpapers || Download paper |
| 2023 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers || Download paper |
| 2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper |
| 2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
| 2023 | Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67. Full description at Econpapers || Download paper |
| 2023 | Central bank mandates: How differences can influence the content and tone of central bank communication. (2023). Siklos, Pierre ; Kanelis, Dimitrios ; Bohl, Martin T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001553. Full description at Econpapers || Download paper |
| 2023 | Wheat price volatility regimes over 140 years: An analysis of daily price ranges. (2023). Huss, Matthias ; Zimmermann, Heinz ; Haase, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000363. Full description at Econpapers || Download paper |
| 2023 | Asymmetric price transmission along the supply chain of perishable agricultural commodities: A nonlinear ARDL approach. (2023). Ratnasiri, Shyama ; Harshana, P. V. S., . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000178. Full description at Econpapers || Download paper |
| 2023 | Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Weng, Chen ; Zhang, LI ; Chen, Zhonglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:369-381. Full description at Econpapers || Download paper |
| 2023 | Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417. Full description at Econpapers || Download paper |
| 2023 | Interpretable selective learning in credit risk. (2023). Ye, Weicheng ; Chen, Dangxing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000661. Full description at Econpapers || Download paper |
| 2023 | Portuguese Agrifood Sector Resilience: An Analysis Using Structural Breaks Applied to International Trade. (2023). Reis, Pedro ; de Fatima, Maria. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1699-:d:1227259. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Monitoring Value-at-Risk and Expected Shortfall Forecasts. (2023). Demetrescu, Matei ; Hoga, Yannick. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2954-2971. Full description at Econpapers || Download paper |
| 2023 | Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria. (2023). Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00129-x. Full description at Econpapers || Download paper |
| 2023 | Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z. Full description at Econpapers || Download paper |
| 2023 | Semi-supervised adapted HMMs for P2P credit scoring systems with reject inference. (2023). Ouzineb, Mohamed ; Benyacoub, Badreddine ; el Annas, Monir. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01220-9. Full description at Econpapers || Download paper |
| 2023 | From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873. Full description at Econpapers || Download paper |
| 2023 | Investigating the inflation-output-nexus for the euro area: Old questions and new results. (2023). Roffia, Barbara ; Reimers, Hans-Eggert ; Gerdesmeier, Dieter. In: Wismar Discussion Papers. RePEc:zbw:hswwdp:012023. Full description at Econpapers || Download paper |
Walter Krämer is editor of
| Journal | |
|---|---|
| Advanced Studies in Theoretical and Applied Econometrics | |
| Statistical Papers |
Works by Walter Krämer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | The Cult of Statistical Significance â What Economists Should and Should Not Do to Make their Data Talk In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften. [Full Text][Citation analysis] | article | 16 |
| 2011 | The cult of statistical significance. What economists should and should not do to make their data talk.(2011) In: RatSWD Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1989 | Bias of s2 in Linear Regression Model with correlated errors In: University of Amsterdam, Actuarial Science and Econometrics Archive. [Full Text][Citation analysis] | paper | 3 |
| 1992 | Bias of SDE 2 in the Linear Regression Model with Correlated Errors..(1992) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2016 | Stylized Facts and Simulating Long Range Financial Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stylized Facts and Simulating Long Range Financial Data.(2016) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Editorial In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2014 | Thünen-Vorlesung 2014: Zur Ãkonomie von Panik, Angst und Risiko In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 0 |
| 2008 | On Comparing the Accuracy of Default Predictions in the Rating Industry In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2006 | On comparing the accuracy of default predictions in the rating industry.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2008 | On comparing the accuracy of default predictions in the rating industry.(2008) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2008 | Long Memory with Markov-Switching GARCH In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Long memory with Markov-Switching GARCH.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Long memory with Markov-Switching GARCH.(2008) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2006 | Long memory with Markov-Switching GARCH.(2006) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Large-Scale Disasters and the Insurance Industry In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Large - scaledisasters and the insurance industry.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Large-scale disasters and the insurance industry.(2005) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | True Believers or Numerical Terrorism at the Nuclear Power Plant In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | âTrue Believersâ or Numerical Terrorism at the Nuclear Power Plant.(2011) In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | The Cult of Statistical Significance In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Efficiency, Equity, and Generalized Lorenz Dominance In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Comparing Default Predictions in the Rating Industry for Different Sets of Obligors In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Neglected Semi-Stylized Fact of Daily Stock Returns In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Beyond Inequality: A Novel Measure of Skewness and its Properties In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1998 | OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances.(1998) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1999 | The power of residual base tests for cointegration when residuals are fractionally integrated In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
| 2004 | The power of residual-based tests for cointegration when residuals are fractionally integrated.(2004) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 1998 | The power of residual-based tests for cointegration when residuals are fractionally integrated.(1998) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2003 | THE DICKEYâFULLER TEST FOR EXPONENTIAL RANDOM WALKS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2000 | The Dickey-Fuller-test for exponential random walks.(2000) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD In: Econometric Theory. [Full Text][Citation analysis] | article | 50 |
| 1990 | The Local Power of the CUSUM and CUSUM of Squares Tests In: Econometric Theory. [Full Text][Citation analysis] | article | 42 |
| 2003 | On the ordering of probability forecasts In: Working Papers. [Citation analysis] | paper | 0 |
| 2002 | On the ordering of probability forecasts.(2002) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances In: Working Papers. [Citation analysis] | paper | 5 | |
| 2005 | Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances.(2005) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| How to OverREACH oneself - a Critical View on the EU Commissions Estimate of the Health Benefits of its New Chemicals Policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 | |
| 2006 | Structural change and estimated persistence in the GARCH(1,1)-model In: Working Papers. [Citation analysis] | paper | 19 |
| 2007 | Structural change and estimated persistence in the GARCH(1,1)-model.(2007) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2006 | OLS-based estimation of the disturbance variance under spatial autocorrelation In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | OLS-based estimation of the disturbance variance under spatial autocorrelation.(2006) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1982 | Note on Estimating Linear Trend When Residuals are Autocorrelated. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 1988 | Testing for Structural Change in Dynamic Models. In: Econometrica. [Full Text][Citation analysis] | article | 90 |
| 1992 | The CUSUM Test with OLS Residuals. In: Econometrica. [Full Text][Citation analysis] | article | 243 |
| 1995 | Probability & Measure : Patrick Billingsley (1995): (3rd ed.). New York : Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95 In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1996 | 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 In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1996 | An introduction to computational statistics -- Regression analysis : Robert I. Jennrich (1995): prentice hall, ISBN 0-13-454810-8, [pound sign] 22.95, pp. 364 In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1996 | Introduction to statistical time series : Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00, In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1996 | 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 In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1998 | Time Series Analysis -- Nonstationary and noninvertible distribution theory : Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00 In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2003 | Testing and dating of structural changes in practice In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 166 |
| 2002 | Testing and dating of structural changes in practice.(2002) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2012 | Recursive computation of piecewise constant volatilities In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 1986 | Computational pitfalls of the Hausman test In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2011 | The exact bias of s2 in linear panel regressions with spatial autocorrelation In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | A simple nonparametric test for structural change in joint tail probabilities In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2011 | A cautionary note on computing conditional from unconditional correlations In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2012 | A Hausman test for non-ignorability In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | On the origin of high persistence in GARCH-models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Spurious persistence in stochastic volatility In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | A simple and focused backtest of value at risk In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Comparing the accuracy of default predictions in the rating industry for different sets of obligors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1984 | On the consequences of trend for simultaneous equation estimation In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Skill Scores and modified Lorenz domination in default forecasts In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1985 | A Hausman test with trending data In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1986 | On studentizing a test for structural change In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 1987 | Mean adjustment and the CUSUM test for structural change In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1989 | On the robustness of the F-test to autocorrelation among disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1986 | On the robustness of the F-test to autocorrelation among disturbances.(1986) In: Hannover Economic Papers (HEP). [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1992 | Range vs. maximum in the OLS-based version of the CUSUM test In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1993 | The Lorenz-ordering of Singh-Maddala income distributions In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 1994 | Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1996 | A general condition for an optimal limiting efficiency of OLS in the general linear regression model In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1997 | Chaos and the compass rose In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1998 | Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1997 | Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated.(1997) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1998 | Fractional integration and the augmented Dickey-Fuller Test In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 1997 | Fractional integration and the augmented dickey-fuller test.(1997) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2002 | Testing for unit roots in the context of misspecified logarithmic random walks In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2000 | Testing for unit roots in the context of misspecified logarithmic random walks.(2000) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2006 | The power of the KPSS-test for cointegration when residuals are fractionally integrated In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated.(2005) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated.(2004) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1985 | The power of the Durbin-Watson test for regressions without an intercept In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1989 | A new test for structural stability in the linear regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 158 |
| 1990 | Finite sample power of linear regression autocorrelation tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1996 | A trend-resistant test for structural change based on OLS residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1997 | Autocorrelation- and heteroskedasticity-consistent t-values with trending data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Reject inference in consumer credit scoring with nonignorable missing data In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 1986 | On computing the Hausman Test In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
| 1987 | Software-Katalog Statistik/Ãâkonometrie In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
| 1987 | A modification of the CUSUM test in the linear regression model with lagged dependent variables In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 4 |
| 1989 | A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables..(1989) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1988 | Software-Katalog Statistik/Ãâkonometrie 2. Auflage In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
| 2002 | Testing for Structural Changes in the Presence of Long Memory In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 42 |
| 2000 | Testing for structural change in the presence of long memory.(2000) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2002 | Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
| 2020 | Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2006 | Evaluating probability forecasts in terms of refinement and strictly proper scoring rules In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2003 | Evaluating probability forecasts in terms of refinement and strictly proper scoring rules.(2003) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften? In: RatSWD Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?.(2008) In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | Nearest neighbor hazard estimation with left-truncated duration data In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 2 |
| 2016 | Walter Krämer: Interview mit Karl Mosler In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2016 | Walter Krämer: Interview mit Karl Mosler.(2016) In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | Interview mit Joachim Frohn In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2016 | Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2017 | Interview Wilrich In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2017 | Interview mit Hans Schneeweià In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2017 | Interview mit Nanny Wermuth In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2018 | Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2018 | Interview mit Volker Mammitzsch In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2018 | Interview mit Günter Bamberg In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2019 | Interview mit Helmut Lütkepohl In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2019 | Nachruf Heinz Grohmann In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2019 | Interview mit Ulrich Rendtel In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2019 | Diskussion von âJournal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultätenâ von Ulrich Rendtel In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2019 | Vorwort zum Sonderheft âStatistical Literacyâ des Wirtschafts- und Sozialstatistischen Archivs In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2020 | Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende GemeindegröÃen im Zensus 2021 In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2020 | Interview mit Wolfgang Schmid In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2020 | Interview mit Christine Müller In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2020 | Interview mit Göran Kauermann In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2021 | Interview mit Almut Steger In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2021 | Statistik im Sozialismus In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2021 | Interview mit Manfred Deistler In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2021 | Interview mit Gerd Hansen In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2022 | Interview Bernd Fitzenberger für âWirtschafts- und Sozialstatistisches Archivâ In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2022 | Interview Gert Wagner In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2022 | Interview mit Gerhard Arminger In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2023 | Interview mit Stefan Mittnik In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2011 | Probleme des Qualitätsvergleichs von Kreditausfallprognosen In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2011 | Lenin und die Volkszählung in Russland 1920 In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2012 | Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2012 | Hans Wolfgang Brachinger In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2014 | Kommentar zu Ulrich Rendtel â Vom Datenangreifer zum zertifizierten Wissenschaftler In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 2014 | Interview mit Heinz Grohmann In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 2 |
| 2015 | Interview mit Ursula Gather In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 1 |
| 2015 | Ein Berufsleben für die Statistik in Deutschland und Europa â Interview mit Walter Radermacher In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
| 1991 | Consistency of sDE 2 in the Linear Regression Model with Correlated Errors. In: Empirical Economics. [Citation analysis] | article | 1 |
| 1995 | The Probability of a Gross Violation of an Efficient Markets Variance Inequality. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1996 | Stochastic Properties of German Stock Returns. In: Empirical Economics. [Citation analysis] | article | 8 |
| 1997 | Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly? In: Empirical Economics. [Citation analysis] | article | 33 |
| 1998 | Note Short-term predictability of German stock returns In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Peaks or tails - What distinguishes financial data? In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | Peaks or tails: What distinguishes financial data?.(1999) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Asymmetry in the distribution of daily stock returns In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
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| 1997 | Kointegration von Aktienkursen.(1997) In: Technical Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | Book reviews In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2001 | Book reviews In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2011 | O.W. Winkler: Interpreting socio-economic dataâa foundation of descriptive statistics In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2011 | Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2011 | Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2012 | Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2014 | D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2014 | Kahneman, D. (2011): Thinking, Fast and Slow In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2015 | D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition) In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2015 | Miller, S. J. (ed.): Benfordâs law. Theory and applications In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2016 | Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2016 | Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2016 | Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2016 | D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2020 | Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 1985 | Diagnostic Checking in Practice. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2017 | On assessing the relative performance of default predictions In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | Structural Change and Spurious Persistence in Stochastic Volatility In: Ruhr Economic Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Diagnostic checking in linear processes with infinit variance In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Statistische Besonderheiten von Finanzmarktdaten In: Technical Reports. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Statistik in den Wirtschafts- und Sozialwissenschaften In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Long memory vs. structural change in financial time series In: Technical Reports. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Die Bewertung und der Vergleich von Kreditausfall-Prognosen In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The weak Pareto law and regular variation in the tails In: Technical Reports. [Full Text][Citation analysis] | paper | 2 |
| 2002 | The robustness of the F-test to spatial autocorrelation among regression disturbances In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Comparing the accuracy of default predictions in the rating industry: The case of Moodys vs. S&P In: Technical Reports. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Qualitätsvergleiche bei Kreditausfallprognosen In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Finite sample of the Durbin-Watson test against fractionally integrated disturbances In: Technical Reports. [Full Text][Citation analysis] | paper | 1 |
| 2004 | How to confuse with statistics or: the use and misuse of conditional probabilities In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Structural Change and long memory in the GARCH(1,1)-model In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 2008 | More on the F-test under nonspherical disturbances In: Technical Reports. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen In: Wirtschaftsdienst â Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 0 |
| 1988 | Geschlossene Gesellschaft In: Wirtschaftsdienst â Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 0 |
| 1990 | Strukturreform der gesetzlichen Krankenversicherung In: Wirtschaftsdienst â Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 1 |
| 2006 | Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen In: Wirtschaftsdienst â Zeitschrift für Wirtschaftspolitik (1949 - 2007). [Full Text][Citation analysis] | article | 1 |
| 2019 | Verleihung des Gerhard-Fürst-Preises 2019 In: WISTA â Wirtschaft und Statistik. [Full Text][Citation analysis] | article | 0 |
| 2020 | Verleihung des Gerhard-Fürst-Preises 2020 In: WISTA â Wirtschaft und Statistik. [Full Text][Citation analysis] | article | 0 |
| 2021 | Verleihung des Gerhard-Fürst-Preises 2021 In: WISTA â Wirtschaft und Statistik. [Full Text][Citation analysis] | article | 0 |
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