The following pages link to Walter Kramer (Q236229):
Displaying 50 items.
- (Q373821) (redirect page) (← links)
- A Hausman test with trending data (Q373822) (← links)
- On the consequences of trend for simultaneous equation estimation (Q374884) (← links)
- (Q429123) (redirect page) (← links)
- A Hausman test for non-ignorability (Q429125) (← links)
- On the origin of high persistence in GARCH-models (Q429135) (← links)
- (Q531411) (redirect page) (← links)
- A simple nonparametric test for structural change in joint tail probabilities (Q531413) (← links)
- A cautionary note on computing conditional from unconditional correlations (Q547104) (← links)
- (Q582779) (redirect page) (← links)
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- A general condition for an optimal limiting efficiency of OLS in the general linear regression model (Q672761) (← links)
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060) (← links)
- Book review of: D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt, Optimal experimental design with R (Q744779) (← links)
- On studentizing a test for structural change (Q899778) (← links)
- Mean adjustment and the CUSUM test for structural change (Q900034) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- (Q1067738) (redirect page) (← links)
- The power of the Durbin-Watson test for regressions without an intercept (Q1067739) (← links)
- A new test for structural stability in the linear regression model (Q1118297) (← links)
- Fractional integration and the augmented Dickey--Fuller test (Q1274413) (← links)
- Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
- The Lorenz-ordering of Singh-Maddala income distributions (Q1318680) (← links)
- Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated (Q1331869) (← links)
- Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances (Q1342772) (← links)
- Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032) (← links)
- Chaos and the compass rose (Q1391366) (← links)
- A final twist on the equality of OLS and GLS (Q1393065) (← links)
- Some simple LM tests against multiple changes of variance in linear regression (Q1397598) (← links)
- Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
- A simple and focused backtest of value at risk (Q1667928) (← links)
- Range vs. maximum in the OLS-based version of the CUSUM test (Q1802079) (← links)
- Another twist on the equality of OLS and GLS (Q1815630) (← links)
- Statistics in economics and the social sciences (Q1879234) (← links)
- A trend-resistant test for structural change based on OLS residuals (Q1906292) (← links)
- Recursive computation of piecewise constant volatilities (Q1927142) (← links)
- The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
- The power of the KPSS-test for cointegration when residuals are fractionally integrated (Q1929109) (← links)
- Structural change and estimated persistence in the \(GARCH(1,1)\)-model (Q1934140) (← links)
- Long memory with Markov-switching GARCH (Q1934779) (← links)
- Spurious persistence in stochastic volatility (Q2451401) (← links)
- How to confuse with statistics or: the use and misuse of conditional probabilities (Q2503976) (← links)
- Long memory vs. structural change in financial time series (Q2567526) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
- (Q3327588) (← links)
- (Q3339962) (← links)
- Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
- (Q3418249) (← links)
- Datenanalyse mit SAS (Q3503426) (← links)