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Publications

by members of

Institut für Wirtschafts- und Sozialstatistik
Universität Dortmund
Dortmund, Germany

(Department of Business and Social Statistics, University of Dortmund))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2012

  1. Walter Krämer & Philip Mess, 2012. "Structural Change and Spurious Persistence in Stochastic Volatility," Ruhr Economic Papers 0310, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.

2011

  1. Walter Krämer, 2011. "The cult of statistical signicance. What economists should and should not do to make their data talk," Working Paper Series of the German Council for Social and Economic Data 176, German Council for Social and Economic Data (RatSWD).

2010

  1. Walter Kraemer & Gerhard Arminger, 2010. ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series 3180, CESifo Group Munich.
  2. Walter Kraemer, 2010. "The Cult of Statistical Significance," CESifo Working Paper Series 3246, CESifo Group Munich.

2008

  1. André Güttler & Walter Kraemer, 2008. "On Comparing the Accuracy of Default Predictions in the Rating Industry," CESifo Working Paper Series 2202, CESifo Group Munich.
  2. Walter Kraemer, 2008. "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series 2225, CESifo Group Munich.
  3. Walter Krämer, 2008. "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," Working Paper Series of the German Council for Social and Economic Data 38, German Council for Social and Economic Data (RatSWD).
  4. Krämer, Walter & Hanck, Christoph, 2008. "More on the F-test under nonspherical disturbances," Technical Reports 2008,14, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

2006

  1. Azamo, Baudouin Tameze & Krämer, Walter, 2006. "Structural Change and long memory in the GARCH(1,1)-model," Technical Reports 2006,33, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

2005

  1. Sibbertsen, Philipp & Krämer, Walter, 2005. "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-318, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

2004

  1. Gigerenzer, Gerd & Krämer, Walter, 2004. "How to confuse with statistics or: the use and misuse of conditional probabilities," Technical Reports 2004,35, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  2. Kleiber, Christian & Krämer, Walter, 2004. "Finite sample of the Durbin-Watson test against fractionally integrated disturbances," Technical Reports 2004,15, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  3. Krämer, Walter, 2004. "Qualitätsvergleiche bei Kreditausfallprognosen," Technical Reports 2004,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

2003

  1. Krämer, Walter, 2003. "Evaluating probability forecasts in terms of refinement and strictly proper scoring rules," Technical Reports 2003,24, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  2. Krämer, Walter & Güttler, André, 2003. "Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P," Technical Reports 2003,23, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

2002

  1. Krämer, Walter, 2002. "The robustness of the F-test to spatial autocorrelation among regression disturbances," Technical Reports 2002,56, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  2. Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt, 2002. "Testing and dating of structural changes in practice," Technical Reports 2002,39, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  3. Krämer, Walter, 2002. "Die Bewertung und der Vergleich von Kreditausfall-Prognosen," Technical Reports 2002,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  4. Krämer, Walter & Ziebach, Thorsten, 2002. "The weak Pareto law and regular variation in the tails," Technical Reports 2002,47, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  5. Krämer, Walter, 2002. "Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression," Technical Reports 2002,37, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

2001

  1. Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian, 2001. "Long memory vs. structural change in financial time series," Technical Reports 2001,37, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

2000

  1. Christian Kleiber & Walter Kraemer, 2000. "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series 343, CESifo Group Munich.
  2. Krämer, Walter, 2000. "Statistik in den Wirtschafts- und Sozialwissenschaften," Technical Reports 2000,59, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  3. Krämer, Walter, 2000. "Statistische Besonderheiten von Finanzmarktdaten," Technical Reports 2000,58, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  4. Krämer, Walter & Davies, Laurie, 2000. "Testing for unit roots in the context of misspecified logarithmic random walks," Technical Reports 2000,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  5. Krämer, Walter & Sibbertsen, Philipp, 2000. "Testing for structural change in the presence of long memory," Technical Reports 2000,31, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  6. Davies, Laurie & Krämer, Walter, 2000. "The Dickey-Fuller-test for exponential random walks," Technical Reports 2000,29, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

1999

  1. Krämer, Walter & Runde, Ralf, 1999. "Peaks or tails: What distinguishes financial data?," Technical Reports 1999,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

1998

  1. Krämer, Walter & Marmol, Francesc, 1998. "The power of residual-based tests for cointegration when residuals are fractionally integrated," Technical Reports 1998,42, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  2. Krämer, Walter & Marmol, Francesc, 1998. "OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances," Technical Reports 1998,43, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  3. Krämer, Walter & Runde, Ralf, 1998. "Diagnostic checking in linear processes with infinit variance," Technical Reports 1998,08, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

1997

  1. Krämer, Walter, 1997. "Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances," Technical Reports 1997,04, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  2. Krämer, Walter & Hassler, Uwe, 1997. "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Technical Reports 1997,01, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  3. Krämer, Walter, 1997. "Kointegration von Aktienkursen," Technical Reports 1997,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  4. Krämer, Walter, 1997. "Fractional integration and the augmented dickey-fuller test," Technical Reports 1997,06, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

1988

  1. Krämer, Walter, 1988. "Software-Katalog Statistik/Ökonometrie 2. Auflage," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-121, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1987

  1. Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987. "A modification of the CUSUM test in the linear regression model with lagged dependent variables," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-104, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Krämer, Walter, 1987. "Software-Katalog Statistik/Ökonometrie," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-099, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1986

  1. Krämer, Walter, 1986. "On the robustness of the F-test to autocorrelation among disturbances," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-097, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Krämer, Walter, 1986. "On computing the Hausman Test," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-088, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

Undated

  1. Prof. Dr. Walter Krämer, . "How to OverREACH oneself - a Critical View on the EU Commission's Estimate of the Health Benefits of its New Chemicals Policy," Working Papers 3, Business and Social Statistics Department, Technische Universität Dortmund.
  2. Prof. Dr. Walter Krämer & Dr. Christoph Hanck, . "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers 7, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
  3. Prof. Dr. Walter Krämer & Baudouin Tameze Azamo, . "Structural change and estimated persistence in the GARCH(1,1)-model," Working Papers 5, Business and Social Statistics Department, Technische Universität Dortmund, revised May 2006.
  4. Prof. Dr. Walter Krämer & Sebastian Schich, . "Large - scaledisasters and the insurance industry," Working Papers 4, Business and Social Statistics Department, Technische Universität Dortmund, revised Mar 2005.
  5. Prof. Dr. Walter Krämer, . "On the ordering of probability forecasts," Working Papers 1, Business and Social Statistics Department, Technische Universität Dortmund, revised May 2003.
  6. Prof. Dr. Walter Krämer & Christian Kleiber, . "Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances," Working Papers 10, Business and Social Statistics Department, Technische Universität Dortmund.

Journal articles

2013

  1. Bücker, Michael & van Kampen, Maarten & Krämer, Walter, 2013. "Reject inference in consumer credit scoring with nonignorable missing data," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1040-1045.
  2. Walter Krämer, 2013. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 14(1), pages 1-1, 02.
  3. Rafael Weißbach & Wladislaw Poniatowski & Walter Krämer, 2013. "Nearest neighbor hazard estimation with left-truncated duration data," AStA Advances in Statistical Analysis, Springer, vol. 97(1), pages 33-47, January.

2012

  1. Walter Krämer, 2012. "Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives," Statistical Papers, Springer, vol. 53(1), pages 243-244, February.
  2. Walter Krämer, 2012. "Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 5(4), pages 299-308, March.
  3. Wied, Dominik & Krämer, Walter & Dehling, Herold, 2012. "Testing For A Change In Correlation At An Unknown Point In Time Using An Extended Functional Delta Method," Econometric Theory, Cambridge University Press, vol. 28(03), pages 570-589, June.
  4. Davies, Laurie & Höhenrieder, Christian & Krämer, Walter, 2012. "Recursive computation of piecewise constant volatilities," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3623-3631.
  5. Walter Krämer, 2012. "Hans Wolfgang Brachinger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 6(1), pages 5-7, December.
  6. Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012. "A Hausman test for non-ignorability," Economics Letters, Elsevier, vol. 114(1), pages 23-25.
  7. Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos, 2012. "On the origin of high persistence in GARCH-models," Economics Letters, Elsevier, vol. 114(1), pages 72-75.

2011

  1. Kaiser, Jonas & Krämer, Walter, 2011. "A cautionary note on computing conditional from unconditional correlations," Economics Letters, Elsevier, vol. 111(2), pages 176-179, May.
  2. Krämer, Walter & van Kampen, Maarten, 2011. "A simple nonparametric test for structural change in joint tail probabilities," Economics Letters, Elsevier, vol. 110(3), pages 245-247, March.
  3. Hanck, Christoph & Krämer, Walter, 2011. "The exact bias of s2 in linear panel regressions with spatial autocorrelation," Economics Letters, Elsevier, vol. 110(1), pages 67-70, January.
  4. Walter Krämer, 2011. "O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics," Statistical Papers, Springer, vol. 52(2), pages 491-492, May.
  5. Walter Krämer, 2011. "Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models," Statistical Papers, Springer, vol. 52(3), pages 741-742, August.
  6. Walter Krämer & Gerhard Arminger, 2011. "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(5-6), pages 608-620, November.
  7. Walter Krämer, 2011. "Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data," Statistical Papers, Springer, vol. 52(4), pages 979-980, November.
  8. Eckart Bomsdorf & Walter Krämer, 2011. "Lenin und die Volkszählung in Russland 1920," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 5(3), pages 163-178, December.
  9. Walter Krämer, 2011. "The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 131(3), pages 455-468.

2010

  1. Walter Krämer, 2010. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 11, pages 247-247, 08.
  2. Walter Krämer, 2010. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 11, pages 403-403, November.

2008

  1. Krämer, Walter, 2008. "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, vol. 99(2), pages 390-392, May.
  2. Walter Krämer & André Güttler, 2008. "On comparing the accuracy of default predictions in the rating industry," Empirical Economics, Springer, vol. 34(2), pages 343-356, March.
  3. Walter Krämer, 2008. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 9, pages 113-113, 05.

2007

  1. Kramer, Walter & Azamo, Baudouin Tameze, 2007. "Structural change and estimated persistence in the GARCH(1,1)-model," Economics Letters, Elsevier, vol. 97(1), pages 17-23, October.

2006

  1. Walter Krämer, 2006. "Evaluating probability forecasts in terms of refinement and strictly proper scoring rules," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 223-226.
  2. Sibbertsen, Philipp & Kramer, Walter, 2006. "The power of the KPSS-test for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, vol. 91(3), pages 321-324, June.

2005

  1. Christian Kleiber & Walter Kr�mer, 2005. "Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 406-417, December.

2004

  1. Kramer, Walter & Marmol, Francesc, 2004. "The power of residual-based tests for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, vol. 82(1), pages 63-69, January.

2003

  1. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003. "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
  2. Davies, P.L. & Kr mer, W., 2003. "The Dickey Fuller Test For Exponential Random Walks," Econometric Theory, Cambridge University Press, vol. 19(05), pages 865-877, October.

2002

  1. Kramer, Walter & Davies, Laurie, 2002. "Testing for unit roots in the context of misspecified logarithmic random walks," Economics Letters, Elsevier, vol. 74(3), pages 313-319, February.
  2. Walter Krämer, 2002. "Statistische Besonderheiten von Finanzzeitreihen," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 222(2), pages 210-229.
  3. Walter Kramer & Philipp Sibbertsen, 2002. "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(3), pages 235-242, December.

2001

  1. Michael Hauser & Götz Trenkler & Ricardo Maronna & Walter Krämer & Peter Hackl & Walter Krämer, 2001. "Book reviews," Statistical Papers, Springer, vol. 42(1), pages 134-138, January.
    • Christian Kleiber & Gabriele Widmann & Walter Krämer & Christian Kleiber, 2001. "Book reviews," Statistical Papers, Springer, vol. 42(4), pages 537-541, October.

2000

  1. Walter KrÄmer & Ralf Runde, 2000. "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, vol. 25(4), pages 665-671.

1998

  1. Walter KrÄmer, 1998. "Note Short-term predictability of German stock returns," Empirical Economics, Springer, vol. 23(4), pages 635-639.
  2. Kramer, Walter & Hassler, Uwe, 1998. "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Economics Letters, Elsevier, vol. 60(3), pages 285-290, September.
  3. Kramer, Walter, 1998. "Fractional integration and the augmented Dickey-Fuller Test," Economics Letters, Elsevier, vol. 61(3), pages 269-272, December.
  4. Kramer, Walter, 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," Computational Statistics & Data Analysis, Elsevier, vol. 26(3), pages 377-378, January.

1997

  1. Kramer, Walter & Runde, Ralf, 1997. "Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly?," Empirical Economics, Springer, vol. 22(4), pages 637-641.
  2. Kramer, Walter & Runde, Ralf, 1997. "Chaos and the compass rose," Economics Letters, Elsevier, vol. 54(2), pages 113-118, February.
  3. Kramer, Walter & Michels, Sonja, 1997. "Autocorrelation- and heteroskedasticity-consistent t-values with trending data," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 141-147.

1996

  1. Kramer, Walter & Baltagi, Badi, 1996. "A general condition for an optimal limiting efficiency of OLS in the general linear regression model," Economics Letters, Elsevier, vol. 50(1), pages 13-17, January.
  2. Kramer, Walter, 1996. "Introduction to statistical time series : Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00," Computational Statistics & Data Analysis, Elsevier, vol. 23(1), pages 200-201, November.
  3. Kramer, Walter, 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," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 333-334, July.
  4. Kramer, Walter & Runde, Ralf, 1996. "Stochastic Properties of German Stock Returns," Empirical Economics, Springer, vol. 21(2), pages 281-306.
  5. Ploberger, Werner & Kramer, Walter, 1996. "A trend-resistant test for structural change based on OLS residuals," Journal of Econometrics, Elsevier, vol. 70(1), pages 175-185, January.
  6. Kramer, Walter, 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," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 335-335, July.
  7. Kramer, Walter, 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," Computational Statistics & Data Analysis, Elsevier, vol. 23(1), pages 200-201, November.

1995

  1. Kramer, Walter, 1995. "The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality," Empirical Economics, Springer, vol. 20(3), pages 473-78.
  2. Kramer, Walter, 1995. "Probability & Measure : Patrick Billingsley (1995): (3rd ed.). New York : Wiley, ISBN 0-471-0071-02, pp 593, [pound sign] 49.95," Computational Statistics & Data Analysis, Elsevier, vol. 20(6), pages 702-703, December.
  3. Baltagi, Badi H. & Krämer, Walter, 1995. "A Mixed-Error Component Model," Econometric Theory, Cambridge University Press, vol. 11(01), pages 192-193, February.

1994

  1. Busse, Ralf & Jeske, Roland & Kramer, Walter, 1994. "Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated," Economics Letters, Elsevier, vol. 45(3), pages 267-271.

1993

  1. Wilfling, Bernd & Kramer, Walter, 1993. "The Lorenz-ordering of Singh-Maddala income distributions," Economics Letters, Elsevier, vol. 43(1), pages 53-57.

1992

  1. Kramer, Walter & Schotman, Peter, 1992. "Range vs. maximum in the OLS-based version of the CUSUM test," Economics Letters, Elsevier, vol. 40(4), pages 379-381, December.
  2. Kiviet, Jan F & Kramer, Walter, 1992. "Bias of SDE 2 in the Linear Regression Model with Correlated Errors," The Review of Economics and Statistics, MIT Press, vol. 74(2), pages 362-65, May.
  3. Ploberger, Werner & Kramer, Walter, 1992. "The CUSUM Test with OLS Residuals," Econometrica, Econometric Society, vol. 60(2), pages 271-85, March.

1991

  1. Kramer, Walter & Berghoff, Sonja, 1991. "Consistency of sDE 2 in the Linear Regression Model with Correlated Errors," Empirical Economics, Springer, vol. 16(3), pages 375-77.

1990

  1. Kramer, Walter & Zeisel, Helmut, 1990. "Finite sample power of linear regression autocorrelation tests," Journal of Econometrics, Elsevier, vol. 43(3), pages 363-372, March.
  2. Ploberger, Werner & Krämer;, Walter, 1990. "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, vol. 6(03), pages 335-347, September.

1989

  1. Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989. "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, vol. 40(2), pages 307-318, February.
  2. Kramer, W., 1989. "On the robustness of the F-test to autocorrelation among disturbances," Economics Letters, Elsevier, vol. 30(1), pages 37-40.
  3. Ploberger, W & Kramer, W & Alt, R, 1989. "A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables," Empirical Economics, Springer, vol. 14(2), pages 65-75.

1988

  1. Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988. "Testing for Structural Change in Dynamic Models," Econometrica, Econometric Society, vol. 56(6), pages 1355-69, November.

1987

  1. Ploberger, Werner & Kramer, Walter, 1987. "Mean adjustment and the CUSUM test for structural change," Economics Letters, Elsevier, vol. 25(3), pages 255-258.

1986

  1. Ploberger, Werner & Kramer, Walter, 1986. "On studentizing a test for structural change," Economics Letters, Elsevier, vol. 20(4), pages 341-344.
  2. Kramer, Walter & Sonnberger, Harald, 1986. "Computational pitfalls of the Hausman test," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 163-165, June.

1985

  1. Kramer, Walter, 1985. "A Hausman test with trending data," Economics Letters, Elsevier, vol. 19(4), pages 323-325.
  2. Kramer, Walter, et al, 1985. "Diagnostic Checking in Practice," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 118-23, February.
  3. Kramer, W., 1985. "The power of the Durbin-Watson test for regressions without an intercept," Journal of Econometrics, Elsevier, vol. 28(3), pages 363-370, June.

1984

  1. Kramer, Walter, 1984. "On the consequences of trend for simultaneous equation estimation," Economics Letters, Elsevier, vol. 14(1), pages 23-30.

1982

  1. Kramer, Walter, 1982. "Note on Estimating Linear Trend When Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 50(4), pages 1065-67, July.