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Krämer, Walter

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Author ID: kramer.walter Recent zbMATH articles by "Krämer, Walter"
Published as: Kraemer, Walter; Kramer, W.; Kramer, Walter; Krämer, W.; Krämer, Walter
Homepage: https://www.statistik.tu-dortmund.de/kraemer-cv.html
Documents Indexed: 84 Publications since 1980, including 10 Books

Publications by Year

Citations contained in zbMATH Open

51 Publications have been cited 448 times in 309 Documents Cited by Year
The CUSUM test with OLS residuals. Zbl 0744.62155
Ploberger, Werner; Krämer, Walter
79
1992
A new test for structural stability in the linear regression model. Zbl 0668.62045
Ploberger, Werner; Krämer, Walter; Kontrus, Karl
56
1989
Testing for structural change in dynamic models. Zbl 0655.62107
Krämer, Walter; Ploberger, Werner; Alt, Raimund
55
1988
Testing for a change in correlation at an unknown point in time using an extended functional delta method. Zbl 1239.91187
Wied, Dominik; Krämer, Walter; Dehling, Herold
19
2012
Finite sample efficiency of ordinary least squares in the linear regression model with autocorrelated errors. Zbl 0458.62080
Krämer, Walter
17
1980
Testing and dating of structural changes in practice. Zbl 1429.62307
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; Hornik, Kurt
16
2003
The power of the Durbin-Watson test for regressions without an intercept. Zbl 0581.62097
Krämer, W.
16
1985
Spatial autocorrelation among errors and the relative efficiency of OLS in the linear regression model. Zbl 0622.62071
Krämer, Walter; Donninger, Christian
15
1987
Note on estimating linear trend when residuals are autocorrelated. Zbl 0505.62055
Kraemer, Walter
12
1982
Finite sample power of linear regression autocorrelation tests. Zbl 0691.62059
Krämer, Walter; Zeisel, Helmut
10
1990
The Lorenz-ordering of Singh-Maddala income distributions. Zbl 0800.62776
Wilfling, Bernd; Krämer, Walter
9
1993
Recursive computation of piecewise constant volatilities. Zbl 1254.91751
Davies, Laurie; Höhenrieder, Christian; Krämer, Walter
8
2012
Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regression. Zbl 1089.62084
Krämer, Walter
8
2005
Fractional integration and the augmented Dickey–Fuller test. Zbl 0913.90072
Krämer, Walter
8
1998
A trend-resistant test for structural change based on OLS residuals. Zbl 0834.62085
Ploberger, Werner; Krämer, Walter
8
1996
On studentizing a test for structural change. Zbl 1328.62435
Ploberger, Werner; Krämer, Walter
8
1986
Least squares regression when the independent variable follows an ARIMA process. Zbl 0587.62168
Krämer, Walter
8
1986
Range vs. maximum in the OLS-based version of the CUSUM test. Zbl 0769.62045
Krämer, Walter; Schotman, Peter
7
1992
Structural change and estimated persistence in the \(GARCH(1,1)\)-model. Zbl 1255.91359
Krämer, Walter; Azamo, Baudouin Tameze
6
2007
Chaos and the compass rose. Zbl 0902.90021
Krämer, Walter; Runde, Ralf
5
1997
The Frisch-Waugh theorem and generalized least squares. Zbl 0885.62079
Fiebig, Denzil G.; Bartels, Robert; Krämer, Walter
5
1996
Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances. Zbl 0825.62589
Baltagi, B. H.; Krämer, W.
5
1994
On the robustness of the F-test to autocorrelation among disturbances. Zbl 1328.62426
Krämer, W.
5
1989
A note on the equality of ordinary least squares and Gauss-Markov estimates in the general linear model. Zbl 0485.62062
Kraemer, Walter
5
1980
The power of residual-based tests for cointegration when residuals are fractionally integrated. Zbl 1254.91671
Krämer, Walter; Marmol, Francesc
4
2004
Long memory vs. structural change in financial time series. Zbl 1177.91109
Krämer, Walter; Sibbertsen, Philipp; Kleiber, Christian
4
2002
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated. Zbl 0910.90068
Krämer, Walter; Hassler, Uwe
4
1998
Another twist on the equality of OLS and GLS. Zbl 0858.62053
Krämer, Walter; Bartels, Robert; Fiebig, Denzil G.
4
1996
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated. Zbl 0797.62103
Busse, Ralf; Jeske, Roland; Krämer, Walter
4
1994
High correlation among errors and the efficiency of ordinary least squares in linear models. Zbl 0548.62048
Krämer, Walter
4
1984
A simple nonparametric test for structural change in joint tail probabilities. Zbl 1210.91151
Krämer, Walter; van Kampen, Maarten
3
2011
Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances. Zbl 1078.62092
Kleiber, Christian; Krämer, Walter
3
2005
A final twist on the equality of OLS and GLS. Zbl 0899.62083
Jaeger, Andreas; Krämer, Walter
3
1998
A general condition for an optimal limiting efficiency of OLS in the general linear regression model. Zbl 0900.90161
Krämer, Walter; Baltagi, Badi
3
1996
The robustness of the F-test to spatial autocorrelation among regression disturbances. Zbl 1116.62065
Krämer, Walter
2
2003
A priori worst case error bounds for floating-point computations. Zbl 1391.65195
Krämer, Walter
2
1998
Mean adjustment and the CUSUM test for structural change. Zbl 1328.62436
Ploberger, Werner; Krämer, Walter
2
1987
Ordinary least squares estimation of simultaneous equation systems with trended data: Further results. Zbl 0611.62142
Krämer, Walter
2
1985
On the consequences of trend for simultaneous equation estimation. Zbl 1273.62272
Krämer, Walter
2
1984
On assessing the relative performance of default predictions. Zbl 1397.62552
Krämer, Walter
1
2017
Comparing the accuracy of default predictions in the rating industry for different sets of obligors. Zbl 1400.62324
Krämer, Walter; Neumärker, Simon
1
2016
Spurious persistence in stochastic volatility. Zbl 1288.91156
Messow, Philip; Krämer, Walter
1
2013
On the origin of high persistence in GARCH-models. Zbl 1284.62563
Krämer, Walter; Tameze, Baudouin; Christou, Konstantinos
1
2012
Long memory with Markov-switching GARCH. Zbl 1255.91358
Krämer, Walter
1
2008
OLS-based asymptotic inference in linear regression models with trending regressors and AR\((p)\)-disturbances. Zbl 1008.62668
Krämer, Walter; Marmol, Francesc
1
2002
Testing for unit roots in the context of misspecified logarithmic random walks. Zbl 1079.62541
Kramer, Walter; Davies, Laurie
1
2002
Diagnostic checking in linear processes with infinite variance. Zbl 1003.62074
Krämer, W.; Runde, R.
1
2001
Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data. Zbl 0873.62067
Krämer, Walter; Michels, Sonja
1
1997
Econometrics of structural change. Reprinted from Empirical Economics 14, No. 2 (1989). Zbl 0706.62100
Krämer, Walter (ed.)
1
1989
Trend in ökonometrischen Modellen. Eine Untersuchung der statistischen Konsequenzen für ausgewählte Schätzverfahren. Zbl 0568.62095
Krämer, Walter
1
1985
Asymptotic normality of ordinary least squares parameter estimates in the linear regression model. Zbl 0561.62016
Krämer, Walter
1
1985
On assessing the relative performance of default predictions. Zbl 1397.62552
Krämer, Walter
1
2017
Comparing the accuracy of default predictions in the rating industry for different sets of obligors. Zbl 1400.62324
Krämer, Walter; Neumärker, Simon
1
2016
Spurious persistence in stochastic volatility. Zbl 1288.91156
Messow, Philip; Krämer, Walter
1
2013
Testing for a change in correlation at an unknown point in time using an extended functional delta method. Zbl 1239.91187
Wied, Dominik; Krämer, Walter; Dehling, Herold
19
2012
Recursive computation of piecewise constant volatilities. Zbl 1254.91751
Davies, Laurie; Höhenrieder, Christian; Krämer, Walter
8
2012
On the origin of high persistence in GARCH-models. Zbl 1284.62563
Krämer, Walter; Tameze, Baudouin; Christou, Konstantinos
1
2012
A simple nonparametric test for structural change in joint tail probabilities. Zbl 1210.91151
Krämer, Walter; van Kampen, Maarten
3
2011
Long memory with Markov-switching GARCH. Zbl 1255.91358
Krämer, Walter
1
2008
Structural change and estimated persistence in the \(GARCH(1,1)\)-model. Zbl 1255.91359
Krämer, Walter; Azamo, Baudouin Tameze
6
2007
Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regression. Zbl 1089.62084
Krämer, Walter
8
2005
Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances. Zbl 1078.62092
Kleiber, Christian; Krämer, Walter
3
2005
The power of residual-based tests for cointegration when residuals are fractionally integrated. Zbl 1254.91671
Krämer, Walter; Marmol, Francesc
4
2004
Testing and dating of structural changes in practice. Zbl 1429.62307
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; Hornik, Kurt
16
2003
The robustness of the F-test to spatial autocorrelation among regression disturbances. Zbl 1116.62065
Krämer, Walter
2
2003
Long memory vs. structural change in financial time series. Zbl 1177.91109
Krämer, Walter; Sibbertsen, Philipp; Kleiber, Christian
4
2002
OLS-based asymptotic inference in linear regression models with trending regressors and AR\((p)\)-disturbances. Zbl 1008.62668
Krämer, Walter; Marmol, Francesc
1
2002
Testing for unit roots in the context of misspecified logarithmic random walks. Zbl 1079.62541
Kramer, Walter; Davies, Laurie
1
2002
Diagnostic checking in linear processes with infinite variance. Zbl 1003.62074
Krämer, W.; Runde, R.
1
2001
Fractional integration and the augmented Dickey–Fuller test. Zbl 0913.90072
Krämer, Walter
8
1998
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated. Zbl 0910.90068
Krämer, Walter; Hassler, Uwe
4
1998
A final twist on the equality of OLS and GLS. Zbl 0899.62083
Jaeger, Andreas; Krämer, Walter
3
1998
A priori worst case error bounds for floating-point computations. Zbl 1391.65195
Krämer, Walter
2
1998
Chaos and the compass rose. Zbl 0902.90021
Krämer, Walter; Runde, Ralf
5
1997
Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data. Zbl 0873.62067
Krämer, Walter; Michels, Sonja
1
1997
A trend-resistant test for structural change based on OLS residuals. Zbl 0834.62085
Ploberger, Werner; Krämer, Walter
8
1996
The Frisch-Waugh theorem and generalized least squares. Zbl 0885.62079
Fiebig, Denzil G.; Bartels, Robert; Krämer, Walter
5
1996
Another twist on the equality of OLS and GLS. Zbl 0858.62053
Krämer, Walter; Bartels, Robert; Fiebig, Denzil G.
4
1996
A general condition for an optimal limiting efficiency of OLS in the general linear regression model. Zbl 0900.90161
Krämer, Walter; Baltagi, Badi
3
1996
Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances. Zbl 0825.62589
Baltagi, B. H.; Krämer, W.
5
1994
Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated. Zbl 0797.62103
Busse, Ralf; Jeske, Roland; Krämer, Walter
4
1994
The Lorenz-ordering of Singh-Maddala income distributions. Zbl 0800.62776
Wilfling, Bernd; Krämer, Walter
9
1993
The CUSUM test with OLS residuals. Zbl 0744.62155
Ploberger, Werner; Krämer, Walter
79
1992
Range vs. maximum in the OLS-based version of the CUSUM test. Zbl 0769.62045
Krämer, Walter; Schotman, Peter
7
1992
Finite sample power of linear regression autocorrelation tests. Zbl 0691.62059
Krämer, Walter; Zeisel, Helmut
10
1990
A new test for structural stability in the linear regression model. Zbl 0668.62045
Ploberger, Werner; Krämer, Walter; Kontrus, Karl
56
1989
On the robustness of the F-test to autocorrelation among disturbances. Zbl 1328.62426
Krämer, W.
5
1989
Econometrics of structural change. Reprinted from Empirical Economics 14, No. 2 (1989). Zbl 0706.62100
Krämer, Walter (ed.)
1
1989
Testing for structural change in dynamic models. Zbl 0655.62107
Krämer, Walter; Ploberger, Werner; Alt, Raimund
55
1988
Spatial autocorrelation among errors and the relative efficiency of OLS in the linear regression model. Zbl 0622.62071
Krämer, Walter; Donninger, Christian
15
1987
Mean adjustment and the CUSUM test for structural change. Zbl 1328.62436
Ploberger, Werner; Krämer, Walter
2
1987
On studentizing a test for structural change. Zbl 1328.62435
Ploberger, Werner; Krämer, Walter
8
1986
Least squares regression when the independent variable follows an ARIMA process. Zbl 0587.62168
Krämer, Walter
8
1986
The power of the Durbin-Watson test for regressions without an intercept. Zbl 0581.62097
Krämer, W.
16
1985
Ordinary least squares estimation of simultaneous equation systems with trended data: Further results. Zbl 0611.62142
Krämer, Walter
2
1985
Trend in ökonometrischen Modellen. Eine Untersuchung der statistischen Konsequenzen für ausgewählte Schätzverfahren. Zbl 0568.62095
Krämer, Walter
1
1985
Asymptotic normality of ordinary least squares parameter estimates in the linear regression model. Zbl 0561.62016
Krämer, Walter
1
1985
High correlation among errors and the efficiency of ordinary least squares in linear models. Zbl 0548.62048
Krämer, Walter
4
1984
On the consequences of trend for simultaneous equation estimation. Zbl 1273.62272
Krämer, Walter
2
1984
Note on estimating linear trend when residuals are autocorrelated. Zbl 0505.62055
Kraemer, Walter
12
1982
Finite sample efficiency of ordinary least squares in the linear regression model with autocorrelated errors. Zbl 0458.62080
Krämer, Walter
17
1980
A note on the equality of ordinary least squares and Gauss-Markov estimates in the general linear model. Zbl 0485.62062
Kraemer, Walter
5
1980
all top 5

Cited by 413 Authors

27 Krämer, Walter
10 Wied, Dominik
9 Heun Song, Seuck
9 Zeileis, Achim
8 Horváth, Lajos
8 Shin, Dongwan
7 Xiao, Zhijie
6 Kuan, Chung-Ming
6 Lee, Sangyeol
5 Baltagi, Badi H.
5 Kleiber, Christian
5 Mukherjee, Amitava
4 Aue, Alexander
4 Dehling, Herold G.
4 Hassler, Uwe
4 Hušková, Marie
4 Kim, Jaehee H.
4 Munk, Axel
4 Sibbertsen, Philipp
4 Stemann, Dietmar
4 Trenkler, Götz
3 Alpargu, Gülhan
3 Banerjee, Anurag N.
3 Breitung, Jorg
3 Caporale, Guglielmo Maria
3 Chu, Chia-Shang James
3 Dutilleul, Pierre
3 Fried, Roland
3 Ghysels, Eric
3 Hornik, Kurt
3 Jeske, Roland
3 Juhl, Ted
3 Kapetanios, George
3 Kokoszka, Piotr S.
3 Na, Okyoung
3 Preinerstorfer, David
3 Vogelsang, Timothy J.
2 Bandyopadhyay, Uttam
2 Bartels, Robert
2 Brodsky, Boris
2 Canova, Fabio
2 Chen, Mei-Yuan
2 Choi, Jieun
2 Corradi, Valentina
2 Demetrescu, Matei
2 Deng, Ai
2 Fiebig, Denzil G.
2 Fotopoulos, Stergios B.
2 Galeano, Pedro
2 Giraitis, Liudas
2 Griffith, Daniel A.
2 Guo, Pengjiang
2 Halkos, George E.
2 Hwang, Eunju
2 Jandhyala, Venkata K.
2 Jeong, Chulwoo
2 Kao, Chihwa
2 Kevork, Ilias S.
2 Kim, Hanjoon
2 King, Maxwell Leslie
2 Krämer, Walter
2 Kruse, Robinson
2 Lee, Youngmi
2 Li, Housen
2 Lin, Chien-Fu Jeff
2 Magnus, Jan R.
2 Marmol, Francesc
2 Martellosio, Federico
2 Nielsen, Bent
2 Perron, Pierre
2 Pesaran, M. Hashem
2 Ploberger, Werner Ulrich
2 Potscher, Benedikt M.
2 Reisen, Valdério Anselmo
2 Rice, Gregory
2 Rosadi, Dedi
2 Rossi, Barbara
2 Sieling, Hannes
2 Small, John P.
2 Steinebach, Josef G.
2 Teräsvirta, Timo
2 Tian, Yongge
2 Timmermann, Allan G.
2 van Kampen, Maarten
2 Vogel, Daniel
2 Wan, Alan T. K.
2 White, Halbert Lynn jun.
2 Wilfling, Bernd
2 Wu, Jilin
2 Wu, Wei Biao
2 Wu, Weichi
2 Xia, Zhiming
2 Yamazaki, Daisuke
2 Zeisel, Helmut
2 Zhang, Ting
2 Zhao, Wenzhi
2 Ziggel, Daniel
2 Zou, Guohua
1 Ahamada, Ibrahim
1 Al-Kandari, Noriah M. A.
...and 313 more Authors
all top 5

Cited in 65 Serials

46 Economics Letters
43 Journal of Econometrics
22 Statistical Papers
17 Communications in Statistics. Theory and Methods
16 Journal of Statistical Planning and Inference
16 Computational Statistics and Data Analysis
16 Econometric Theory
12 Econometric Reviews
8 The Annals of Statistics
8 Statistics & Probability Letters
7 Communications in Statistics. Simulation and Computation
7 Journal of Statistical Computation and Simulation
7 Journal of Applied Statistics
6 Metrika
5 Journal of Multivariate Analysis
5 The Econometrics Journal
4 Journal of Time Series Analysis
3 Kybernetika
3 Sequential Analysis
3 Journal of Economic Dynamics & Control
3 Computational Statistics
2 Scandinavian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Statistica Neerlandica
2 Statistics
2 Test
2 AStA. Advances in Statistical Analysis
2 Electronic Journal of Statistics
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Psychometrika
1 Chaos, Solitons and Fractals
1 Biometrical Journal
1 Information Sciences
1 International Economic Review
1 Journal of Applied Probability
1 Mathematics and Computers in Simulation
1 Metron
1 Statistische Hefte. Neue Folge
1 Insurance Mathematics & Economics
1 Computational Mathematics and Modeling
1 Automation and Remote Control
1 European Journal of Operational Research
1 Linear Algebra and its Applications
1 Statistische Hefte
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Journal of Computational Neuroscience
1 Monte Carlo Methods and Applications
1 Bernoulli
1 Journal of Nonparametric Statistics
1 Optimization Methods & Software
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Methodology and Computing in Applied Probability
1 Scandinavian Actuarial Journal
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Statistical Methods and Applications
1 Journal of the Korean Statistical Society
1 Afrika Statistika
1 Science China. Mathematics
1 Statistics and Computing
1 Journal of Time Series Econometrics
1 ISRN Probability and Statistics
1 Journal of Econometric Methods

Citations by Year