Publications
by members of
Universität Dortmund → Institut für Wirtschafts- und Sozialstatistik
University of Dortmund → Department of Business and Social Statistics
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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |
Working papers
2016
- Laurie Davies & Walter Kramer, 2016, "Stylized Facts and Simulating Long Range Financial Data," Papers, arXiv.org, number 1612.05229, Dec.
- Laurie Davies & Walter Kraemer, 2016, "Stylized Facts and Simulating Long Range Financial Data," CESifo Working Paper Series, CESifo, number 5796.
- Walter Kraemer & Simon Neumärker, 2016, "Comparing Default Predictions in the Rating Industry for Different Sets of Obligors," CESifo Working Paper Series, CESifo, number 5768.
- Walter Kraemer, 2016, "A Neglected Semi-Stylized Fact of Daily Stock Returns," CESifo Working Paper Series, CESifo, number 5806.
- Walter Kraemer & Holger Dette, 2016, "Beyond Inequality: A Novel Measure of Skewness and its Properties," CESifo Working Paper Series, CESifo, number 5972.
2012
- Krämer, Walter & Messow, Philip, 2012, "Structural Change and Spurious Persistence in Stochastic Volatility," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 310, DOI: 10.4419/86788357.
2011
- Walter Krämer, 2011, "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers, German Data Forum (RatSWD), number 176.
- 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, volume 131, issue 3, pages 455-468, DOI: 10.3790/schm.131.3.455.
2010
- Walter Kraemer & Gerhard Arminger, 2010, ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series, CESifo, number 3180.
- Krämer Walter & Arminger Gerhard, 2011, "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 608-620, October, DOI: 10.1515/jbnst-2011-5-604.
- Walter Kraemer, 2010, "The Cult of Statistical Significance," CESifo Working Paper Series, CESifo, number 3246.
2008
- André Güttler & Walter Kraemer, 2008, "On Comparing the Accuracy of Default Predictions in the Rating Industry," CESifo Working Paper Series, CESifo, number 2202.
- Walter Krämer & André Güttler, 2008, "On comparing the accuracy of default predictions in the rating industry," Empirical Economics, Springer, volume 34, issue 2, pages 343-356, March, DOI: 10.1007/s00181-007-0125-6.
- Prof. Dr. Walter Krämer & Andre Güttler, undated, "On comparing the accuracy of default predictions in the rating industry," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 2, revised Oct 2006.
- Walter Kraemer, 2008, "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series, CESifo, number 2225.
- Krämer, Walter, 2008, "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, volume 99, issue 2, pages 390-392, May.
- Prof. Dr. Walter Krämer, undated, "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.
- Krämer, Walter, 2006, "Long memory with Markov-Switching GARCH," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,35.
- Walter Kraemer & Sebastian Schich, 2008, "Large-Scale Disasters and the Insurance Industry," CESifo Working Paper Series, CESifo, number 2243.
- Prof. Dr. Walter Krämer & Sebastian Schich, undated, "Large - scaledisasters and the insurance industry," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 4, revised Mar 2005.
- Krämer, Walter & Schich, Sebastian T., 2005, "Large-scale disasters and the insurance industry," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,11.
- Walter Krämer, 2008, "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," RatSWD Working Papers, German Data Forum (RatSWD), number 38.
- Walter Krämer, 2008, "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 2, issue 1, pages 41-50, August, DOI: 10.1007/s11943-008-0030-2.
- Krämer, Walter & Hanck, Christoph, 2008, "More on the F-test under nonspherical disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,14.
- Walter Krämer & Christoph Hanck, 2009, "More on the F-test under Nonspherical Disturbances," Springer Books, Springer, in: Bernhard Schipp & Walter Kräer, "Statistical Inference, Econometric Analysis and Matrix Algebra", DOI: 10.1007/978-3-7908-2121-5_12.
2006
- Azamo, Baudouin Tameze & Krämer, Walter, 2006, "Structural Change and long memory in the GARCH(1,1)-model," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,33.
2005
- Sibbertsen, Philipp & Krämer, Walter, 2005, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-318, Jun.
- Sibbertsen, Philipp & Kramer, Walter, 2006, "The power of the KPSS-test for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 91, issue 3, pages 321-324, June.
- Sibbertsen, Philipp & Krämer, Walter, 2004, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,31.
2004
- Krämer, Walter, 2004, "Qualitätsvergleiche bei Kreditausfallprognosen," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,07.
- Kleiber, Christian & Krämer, Walter, 2004, "Finite sample of the Durbin-Watson test against fractionally integrated disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,15.
- Gigerenzer, Gerd & Krämer, Walter, 2004, "How to confuse with statistics or: the use and misuse of conditional probabilities," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,35.
2003
- 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, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,23.
- Krämer, Walter, 2003, "Evaluating probability forecasts in terms of refinement and strictly proper scoring rules," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,24.
- Walter Krämer, 2006, "Evaluating probability forecasts in terms of refinement and strictly proper scoring rules," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 3, pages 223-226, DOI: 10.1002/for.976.
2002
- Krämer, Walter, 2002, "Die Bewertung und der Vergleich von Kreditausfall-Prognosen," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,30.
- Krämer, Walter, 2002, "Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,37.
- Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt, 2002, "Testing and dating of structural changes in practice," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,39.
- Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003, "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, volume 44, issue 1-2, pages 109-123, October.
- Krämer, Walter & Ziebach, Thorsten, 2002, "The weak Pareto law and regular variation in the tails," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,47.
- Krämer, Walter, 2002, "The robustness of the F-test to spatial autocorrelation among regression disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,56.
2001
- Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian, 2001, "Long memory vs. structural change in financial time series," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,37.
2000
- Christian Kleiber & Walter Kraemer, 2000, "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series, CESifo, number 343.
- Davies, Laurie & Krämer, Walter, 2000, "The Dickey-Fuller-test for exponential random walks," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,29.
- Davies, P.L. & Krämer, W., 2003, "The Dickey–Fuller Test For Exponential Random Walks," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 865-877, October.
- Krämer, Walter & Davies, Laurie, 2000, "Testing for unit roots in the context of misspecified logarithmic random walks," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,30.
- Kramer, Walter & Davies, Laurie, 2002, "Testing for unit roots in the context of misspecified logarithmic random walks," Economics Letters, Elsevier, volume 74, issue 3, pages 313-319, February.
- Krämer, Walter & Sibbertsen, Philipp, 2000, "Testing for structural change in the presence of long memory," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,31.
- Walter Kramer & Philipp Sibbertsen, 2002, "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 3, pages 235-242, December.
- Krämer, Walter, 2000, "Statistische Besonderheiten von Finanzmarktdaten," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,58.
- Krämer, Walter, 2000, "Statistik in den Wirtschafts- und Sozialwissenschaften," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,59.
1999
- Krämer, Walter & Mármol, Francesc, 1999, "Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 6300, Mar.
- Krämer, Walter & Marmol, Francesc, 1998, "OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1998,43.
- Krämer, Walter & Mármol, Francesc, 1999, "The power of residual base tests for cointegration when residuals are fractionally integrated," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 6301, Mar.
- Kramer, Walter & Marmol, Francesc, 2004, "The power of residual-based tests for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 82, issue 1, pages 63-69, January.
- Krämer, Walter & Marmol, Francesc, 1998, "The power of residual-based tests for cointegration when residuals are fractionally integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1998,42.
- Krämer, Walter & Runde, Ralf, 1999, "Peaks or tails: What distinguishes financial data?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,08.
- Walter KrÄmer & Ralf Runde, 2000, "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, volume 25, issue 4, pages 665-671.
1998
- Krämer, Walter & Runde, Ralf, 1998, "Diagnostic checking in linear processes with infinit variance," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1998,08.
1997
- Krämer, Walter & Hassler, Uwe, 1997, "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,01.
- Kramer, Walter & Hassler, Uwe, 1998, "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Economics Letters, Elsevier, volume 60, issue 3, pages 285-290, September.
- Krämer, Walter, 1997, "Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,04.
- Krämer, Walter, 1997, "Fractional integration and the augmented dickey-fuller test," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,06.
- Kramer, Walter, 1998, "Fractional integration and the augmented Dickey-Fuller Test," Economics Letters, Elsevier, volume 61, issue 3, pages 269-272, December.
- Krämer, Walter, 1997, "Kointegration von Aktienkursen," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,11.
- Walter Krämer, 1999, "Kointegration von Aktienkursen," Schmalenbach Journal of Business Research, Springer, volume 51, issue 10, pages 915-936, October, DOI: 10.1007/BF03371604.
1989
- Kiviet, Jan & Kramer, Walter, 1989, "Bias of s2 in Linear Regression Model with correlated errors," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293144, Nov, DOI: 10.22004/ag.econ.293144.
- 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, volume 74, issue 2, pages 362-365, May.
1988
- Krämer, Walter, 1988, "Software-Katalog Statistik/Ökonometrie 2. Auflage," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-121, Jun.
1987
- Krämer, Walter, 1987, "Software-Katalog Statistik/Ökonometrie," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-099, Feb.
- Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987, "A modification of the CUSUM test in the linear regression model with lagged dependent variables," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-104, Jun.
- 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, volume 14, issue 2, pages 65-75.
1986
- Krämer, Walter, 1986, "On computing the Hausman Test," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-088, Jun.
- Krämer, Walter, 1986, "On the robustness of the F-test to autocorrelation among disturbances," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-097, Nov.
- Kramer, W., 1989, "On the robustness of the F-test to autocorrelation among disturbances," Economics Letters, Elsevier, volume 30, issue 1, pages 37-40.
Undated
- Prof. Dr. Walter Krämer, undated, "On the ordering of probability forecasts," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 1, revised May 2003.
- Krämer, Walter, 2002, "On the ordering of probability forecasts," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,50.
- Prof. Dr. Walter Krämer & Christian Kleiber, undated, "Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 10.
- Christian Kleiber & Walter Krämer, 2005, "Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 406-417, December.
- Prof. Dr. Walter Krämer, undated, "How to OverREACH oneself - a Critical View on the EU Commission's Estimate of the Health Benefits of its New Chemicals Policy," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 3.
- Prof. Dr. Walter Krämer & Baudouin Tameze Azamo, undated, "Structural change and estimated persistence in the GARCH(1,1)-model," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 5, revised May 2006.
- Kramer, Walter & Azamo, Baudouin Tameze, 2007, "Structural change and estimated persistence in the GARCH(1,1)-model," Economics Letters, Elsevier, volume 97, issue 1, pages 17-23, October.
- Prof. Dr. Walter Krämer & Dr. Christoph Hanck, undated, "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 7, revised Oct 2006.
- Krämer, Walter & Hanck, Christoph, 2006, "OLS-based estimation of the disturbance variance under spatial autocorrelation," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,42.
Journal articles
2025
- Walter Krämer, 2025, "Nachruf Almut Steger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 19, issue 3, pages 161-163, September, DOI: 10.1007/s11943-025-00361-9.
2024
- Walter Krämer, 2024, "Interview mit Ralf Münnich," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 18, issue 1, pages 117-125, March, DOI: 10.1007/s11943-024-00337-1.
2023
- Walter Krämer, 2023, "Interview mit Stefan Mittnik," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 17, issue 1, pages 101-107, March, DOI: 10.1007/s11943-023-00316-y.
2022
- Walter Krämer, 2022, "Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 16, issue 1, pages 79-88, March, DOI: 10.1007/s11943-022-00302-w.
- Walter Krämer, 2022, "Interview Gert Wagner," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 16, issue 2, pages 155-165, June, DOI: 10.1007/s11943-022-00306-6.
- Walter Krämer, 2022, "Interview mit Gerhard Arminger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 16, issue 3, pages 287-294, December, DOI: 10.1007/s11943-022-00313-7.
2021
- Walter Krämer, 2021, "Interview mit Almut Steger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 15, issue 1, pages 49-58, March, DOI: 10.1007/s11943-021-00281-4.
- Walter Krämer & Klaus Leciejewski, 2021, "Statistik im Sozialismus
[Statistic under socialism]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 15, issue 2, pages 73-91, June, DOI: 10.1007/s11943-021-00285-0. - Walter Krämer, 2021, "Interview mit Manfred Deistler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 15, issue 2, pages 139-147, June, DOI: 10.1007/s11943-021-00286-z.
- Walter Krämer, 2021, "Interview mit Gerd Hansen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 15, issue 3, pages 293-302, December, DOI: 10.1007/s11943-021-00295-y.
- Walter Krämer, 2021, "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, volume 60, issue 3, pages 1115-1125, March, DOI: 10.1007/s00181-019-01791-5.
- Thiel, Georg & Krämer, Walter, 2021, "Verleihung des Gerhard-Fürst-Preises 2021," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, volume 73, issue 6, pages 17-21.
2020
- Krämer Walter, 2020, "Johannes Becker und Clemens Fuest: Der Odysseus-Komplex. Ein pragmatischer Vorschlag zur Lösung der Eurokrise," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 240, issue 4, pages 561-564, August, DOI: 10.1515/jbnst-2019-0049.
- Sara Bleninger & Michael Fürnrohr & Hans Kiesl & Walter Krämer & Helmut Küchenhoff & Jan Pablo Burgard & Ralf Münnich & Martin Rupp, 2020, "Kommentare und Erwiderung zu: Qualitätszielfunktionen für stark variierende Gemeindegrößen im Zensus 2021
[Comments and rejoinder: quality measures respecting highly varying community sizes within the 2021 German Census]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 14, issue 1, pages 67-98, March, DOI: 10.1007/s11943-019-00264-6. - Walter Krämer, 2020, "Interview mit Wolfgang Schmid," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 14, issue 1, pages 103-111, March, DOI: 10.1007/s11943-019-00267-3.
- Walter Krämer, 2020, "Interview mit Christine Müller," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 14, issue 2, pages 207-213, July, DOI: 10.1007/s11943-020-00270-z.
- Walter Krämer, 2020, "Interview mit Göran Kauermann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 14, issue 3, pages 305-312, December, DOI: 10.1007/s11943-020-00276-7.
- Walter Krämer, 2020, "Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R," Statistical Papers, Springer, volume 61, issue 2, pages 919-920, April, DOI: 10.1007/s00362-020-01164-6.
- Krämer, Walter, 2020, "Verleihung des Gerhard-Fürst-Preises 2020," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, volume 72, issue 6, pages 19-22.
2019
- Krämer, Walter & Neumärker, Simon, 2019, "Skill Scores and modified Lorenz domination in default forecasts," Economics Letters, Elsevier, volume 181, issue C, pages 61-64, DOI: 10.1016/j.econlet.2019.05.006.
- Walter Krämer, 2019, "Interview mit Helmut Lütkepohl," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 13, issue 1, pages 87-94, April, DOI: 10.1007/s11943-019-00238-8.
- Walter Krämer, 2019, "Nachruf Heinz Grohmann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 13, issue 1, pages 5-9, April, DOI: 10.1007/s11943-019-00239-7.
- Walter Krämer, 2019, "Interview mit Ulrich Rendtel," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 13, issue 2, pages 179-187, September, DOI: 10.1007/s11943-019-00246-8.
- Walter Krämer, 2019, "Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 13, issue 2, pages 145-147, September, DOI: 10.1007/s11943-019-00253-9.
- Walter Krämer & Katharina Schüller & Andreas Quatember, 2019, "Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 13, issue 3, pages 189-191, November, DOI: 10.1007/s11943-019-00265-5.
- Krämer, Walter, 2019, "Verleihung des Gerhard-Fürst-Preises 2019," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, volume 71, issue 6, pages 99-101.
2018
- W. Krämer, 2018, "Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 12, issue 1, pages 63-68, April, DOI: 10.1007/s11943-018-0218-z.
- W. Krämer, 2018, "Interview mit Volker Mammitzsch," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 12, issue 2, pages 179-188, September, DOI: 10.1007/s11943-018-0225-0.
- Walter Krämer, 2018, "Interview mit Günter Bamberg," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 12, issue 3, pages 299-307, December, DOI: 10.1007/s11943-018-0232-1.
2017
- Walter Krämer, 2017, "Interview Wilrich," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 11, issue 1, pages 50-60, April, DOI: 10.1007/s11943-017-0202-z.
- Walter Krämer, 2017, "Interview mit Hans Schneeweiß," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 11, issue 2, pages 135-142, October, DOI: 10.1007/s11943-017-0206-8.
- Walter Krämer, 2017, "Interview mit Nanny Wermuth," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 11, issue 3, pages 245-251, December, DOI: 10.1007/s11943-017-0211-y.
- Walter Krämer, 2017, "On assessing the relative performance of default predictions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 7, pages 854-858, November.
2016
- Krämer, Walter & Neumärker, Simon, 2016, "Comparing the accuracy of default predictions in the rating industry for different sets of obligors," Economics Letters, Elsevier, volume 145, issue C, pages 48-51, DOI: 10.1016/j.econlet.2016.05.021.
- Walter Krämer, 2016, "Walter Krämer: Interview mit Karl Mosler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 1, pages 63-71, February, DOI: 10.1007/s11943-016-0179-z.
- Walter Krämer, 2016, "Walter Krämer: Interview mit Karl Mosler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 1, pages 63-71, February, DOI: 10.1007/s11943-016-0179-z.
- Walter Krämer, 2016, "Interview mit Joachim Frohn," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 4, pages 325-333, December, DOI: 10.1007/s11943-016-0194-0.
- Walter Krämer, 2016, "Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit
[The upcoming demographic disaster]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 10, issue 4, pages 305-323, December, DOI: 10.1007/s11943-016-0198-9. - Walter Krämer, 2016, "Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics," Statistical Papers, Springer, volume 57, issue 3, pages 843-843, September, DOI: 10.1007/s00362-015-0685-z.
- Walter Krämer, 2016, "Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis," Statistical Papers, Springer, volume 57, issue 3, pages 847-848, September, DOI: 10.1007/s00362-015-0702-2.
- Walter Krämer, 2016, "Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics," Statistical Papers, Springer, volume 57, issue 3, pages 851-851, September, DOI: 10.1007/s00362-016-0746-y.
- Walter Krämer, 2016, "D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler," Statistical Papers, Springer, volume 57, issue 3, pages 853-853, September, DOI: 10.1007/s00362-016-0752-0.
2015
- Krämer, Walter & Wied, Dominik, 2015, "A simple and focused backtest of value at risk," Economics Letters, Elsevier, volume 137, issue C, pages 29-31, DOI: 10.1016/j.econlet.2015.10.028.
- Walter Krämer, 2015, "Interview mit Ursula Gather," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 9, issue 2, pages 159-166, November, DOI: 10.1007/s11943-015-0165-x.
- Walter Krämer, 2015, "Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 9, issue 3, pages 305-314, December, DOI: 10.1007/s11943-015-0171-z.
- Walter Krämer, 2015, "D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition)," Statistical Papers, Springer, volume 56, issue 4, pages 1249-1250, November, DOI: 10.1007/s00362-014-0616-4.
- Walter Krämer, 2015, "Miller, S. J. (ed.): Benford’s law. Theory and applications," Statistical Papers, Springer, volume 56, issue 4, pages 1251-1252, November, DOI: 10.1007/s00362-015-0717-8.
2014
- Krämer Walter, 2014, "Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 15, issue 4, pages 367-377, December, DOI: 10.1515/pwp-2014-0030.
- Walter Krämer, 2014, "Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 4, pages 203-204, November, DOI: 10.1007/s11943-014-0155-4.
- Walter Krämer, 2014, "Interview mit Heinz Grohmann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 8, issue 4, pages 269-277, November, DOI: 10.1007/s11943-014-0150-9.
- Walter Krämer, 2014, "D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R," Statistical Papers, Springer, volume 55, issue 2, pages 577-577, May, DOI: 10.1007/s00362-012-0473-y.
- Walter Krämer, 2014, "Kahneman, D. (2011): Thinking, Fast and Slow," Statistical Papers, Springer, volume 55, issue 3, pages 915-915, August, DOI: 10.1007/s00362-013-0533-y.
2013
- Walter Krämer, 2013, "Editorial," German Economic Review, Verein für Socialpolitik, volume 14, issue 1, pages 1-1, February, DOI: 10.1111/geer.12005.
- Krämer Walter, 2013, "Editorial," German Economic Review, De Gruyter, volume 14, issue 1, pages 1-1, February, DOI: 10.1111/geer.12005.
- Messow, Philip & Krämer, Walter, 2013, "Spurious persistence in stochastic volatility," Economics Letters, Elsevier, volume 121, issue 2, pages 221-223, DOI: 10.1016/j.econlet.2013.08.008.
- Bücker, Michael & van Kampen, Maarten & Krämer, Walter, 2013, "Reject inference in consumer credit scoring with nonignorable missing data," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1040-1045, DOI: 10.1016/j.jbankfin.2012.11.002.
- Rafael Weißbach & Wladislaw Poniatowski & Walter Krämer, 2013, "Nearest neighbor hazard estimation with left-truncated duration data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 97, issue 1, pages 33-47, January, DOI: 10.1007/s10182-012-0194-5.
2012
- 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, volume 28, issue 3, pages 570-589, June.
- Davies, Laurie & Höhenrieder, Christian & Krämer, Walter, 2012, "Recursive computation of piecewise constant volatilities," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3623-3631, DOI: 10.1016/j.csda.2010.06.027.
- Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012, "A Hausman test for non-ignorability," Economics Letters, Elsevier, volume 114, issue 1, pages 23-25, DOI: 10.1016/j.econlet.2011.08.025.
- Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos, 2012, "On the origin of high persistence in GARCH-models," Economics Letters, Elsevier, volume 114, issue 1, pages 72-75, DOI: 10.1016/j.econlet.2011.09.012.
- Walter Krämer, 2012, "Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 4, pages 299-308, March, DOI: 10.1007/s11943-012-0110-1.
- Walter Krämer, 2012, "Hans Wolfgang Brachinger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 6, issue 1, pages 5-7, December, DOI: 10.1007/s11943-012-0122-x.
- 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, volume 53, issue 1, pages 243-244, February, DOI: 10.1007/s00362-010-0355-0.
2011
- 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, volume 131, issue 3, pages 455-468, DOI: 10.3790/schm.131.3.455.
- Walter Krämer, 2011, "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers, German Data Forum (RatSWD), number 176.
- Hanck, Christoph & Krämer, Walter, 2011, "The exact bias of s2 in linear panel regressions with spatial autocorrelation," Economics Letters, Elsevier, volume 110, issue 1, pages 67-70, January.
- Krämer, Walter & van Kampen, Maarten, 2011, "A simple nonparametric test for structural change in joint tail probabilities," Economics Letters, Elsevier, volume 110, issue 3, pages 245-247, March.
- Kaiser, Jonas & Krämer, Walter, 2011, "A cautionary note on computing conditional from unconditional correlations," Economics Letters, Elsevier, volume 111, issue 2, pages 176-179, May.
- Krämer Walter & Arminger Gerhard, 2011, "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 608-620, October, DOI: 10.1515/jbnst-2011-5-604.
- Walter Kraemer & Gerhard Arminger, 2010, ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series, CESifo, number 3180.
- Walter Krämer & Michael Bücker, 2011, "Probleme des Qualitätsvergleichs von Kreditausfallprognosen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 1, pages 39-58, March, DOI: 10.1007/s11943-011-0096-0.
- Eckart Bomsdorf & Walter Krämer, 2011, "Lenin und die Volkszählung in Russland 1920," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 3, pages 163-178, December, DOI: 10.1007/s11943-011-0105-3.
- Walter Krämer, 2011, "O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics," Statistical Papers, Springer, volume 52, issue 2, pages 491-492, May, DOI: 10.1007/s00362-009-0242-8.
- Walter Krämer, 2011, "Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models," Statistical Papers, Springer, volume 52, issue 3, pages 741-742, August, DOI: 10.1007/s00362-010-0311-z.
- Walter Krämer, 2011, "Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data," Statistical Papers, Springer, volume 52, issue 4, pages 979-980, November, DOI: 10.1007/s00362-010-0312-y.
2010
- Walter Krämer, 2010, "Editorial," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 247-247, August, DOI: 10.1111/j.1468-0475.2010.00511.x.
- Walter Krämer, 2010, "Editorial," German Economic Review, Verein für Socialpolitik, volume 11, issue 4, pages 403-403, November, DOI: 10.1111/j.1468-0475.2010.00519.x.
- Krämer Walter, 2010, "Editorial," German Economic Review, De Gruyter, volume 11, issue 3, pages 247-247, August, DOI: 10.1111/j.1468-0475.2010.00511.x.
- Krämer Walter, 2010, "Editorial," German Economic Review, De Gruyter, volume 11, issue 4, pages 403-403, December, DOI: 10.1111/j.1468-0475.2010.00519.x.
2008
- Walter Krämer, 2008, "Editorial," German Economic Review, Verein für Socialpolitik, volume 9, issue 2, pages 113-113, May, DOI: 10.1111/j.1468-0475.2008.00426.x.
- Krämer, Walter, 2008, "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, volume 99, issue 2, pages 390-392, May.
- Walter Kraemer, 2008, "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series, CESifo, number 2225.
- Prof. Dr. Walter Krämer, undated, "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.
- Krämer, Walter, 2006, "Long memory with Markov-Switching GARCH," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,35.
- Walter Krämer, 2008, "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 2, issue 1, pages 41-50, August, DOI: 10.1007/s11943-008-0030-2.
- Walter Krämer, 2008, "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," RatSWD Working Papers, German Data Forum (RatSWD), number 38.
- Walter Krämer & André Güttler, 2008, "On comparing the accuracy of default predictions in the rating industry," Empirical Economics, Springer, volume 34, issue 2, pages 343-356, March, DOI: 10.1007/s00181-007-0125-6.
- André Güttler & Walter Kraemer, 2008, "On Comparing the Accuracy of Default Predictions in the Rating Industry," CESifo Working Paper Series, CESifo, number 2202.
- Prof. Dr. Walter Krämer & Andre Güttler, undated, "On comparing the accuracy of default predictions in the rating industry," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 2, revised Oct 2006.
2007
- Kramer, Walter & Azamo, Baudouin Tameze, 2007, "Structural change and estimated persistence in the GARCH(1,1)-model," Economics Letters, Elsevier, volume 97, issue 1, pages 17-23, October.
- Prof. Dr. Walter Krämer & Baudouin Tameze Azamo, undated, "Structural change and estimated persistence in the GARCH(1,1)-model," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 5, revised May 2006.
2006
- Sibbertsen, Philipp & Kramer, Walter, 2006, "The power of the KPSS-test for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 91, issue 3, pages 321-324, June.
- Sibbertsen, Philipp & Krämer, Walter, 2005, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-318, Jun.
- Sibbertsen, Philipp & Krämer, Walter, 2004, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,31.
- Walter Krämer, 2006, "Evaluating probability forecasts in terms of refinement and strictly proper scoring rules," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 3, pages 223-226, DOI: 10.1002/for.976.
- Krämer, Walter, 2003, "Evaluating probability forecasts in terms of refinement and strictly proper scoring rules," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,24.
- Breyer, Friedrich & Adam, Hans & Cassel, Dieter & Daumann, Frank & Eisen, Roland & Felder, Stefan & Jacobs, Klaus & Karmann, Alexander & Kifmann, Mathias & Kliemt, Hartmut & Krämer, Walter & Leidl, Re, 2006, "Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, volume 86, issue 8, pages 515-516, DOI: 10.1007/s10273-006-0550-8.
2005
- Christian Kleiber & Walter Krämer, 2005, "Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 406-417, December.
- Prof. Dr. Walter Krämer & Christian Kleiber, undated, "Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 10.
2004
- Kramer, Walter & Marmol, Francesc, 2004, "The power of residual-based tests for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 82, issue 1, pages 63-69, January.
- Krämer, Walter & Mármol, Francesc, 1999, "The power of residual base tests for cointegration when residuals are fractionally integrated," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 6301, Mar.
- Krämer, Walter & Marmol, Francesc, 1998, "The power of residual-based tests for cointegration when residuals are fractionally integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1998,42.
2003
- Davies, P.L. & Krämer, W., 2003, "The Dickey–Fuller Test For Exponential Random Walks," Econometric Theory, Cambridge University Press, volume 19, issue 5, pages 865-877, October.
- Davies, Laurie & Krämer, Walter, 2000, "The Dickey-Fuller-test for exponential random walks," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,29.
- Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003, "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, volume 44, issue 1-2, pages 109-123, October.
- Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt, 2002, "Testing and dating of structural changes in practice," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,39.
2002
- Kramer, Walter & Davies, Laurie, 2002, "Testing for unit roots in the context of misspecified logarithmic random walks," Economics Letters, Elsevier, volume 74, issue 3, pages 313-319, February.
- Krämer, Walter & Davies, Laurie, 2000, "Testing for unit roots in the context of misspecified logarithmic random walks," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,30.
- Walter Kramer & Philipp Sibbertsen, 2002, "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 3, pages 235-242, December.
- Krämer, Walter & Sibbertsen, Philipp, 2000, "Testing for structural change in the presence of long memory," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,31.
- Krämer Walter, 2002, "Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 2, pages 210-229, April, DOI: 10.1515/jbnst-2002-0204.
2001
- Michael Hauser & Götz Trenkler & Ricardo Maronna & Walter Krämer & Peter Hackl & Walter Krämer, 2001, "Book reviews," Statistical Papers, Springer, volume 42, issue 1, pages 134-138, January, DOI: 10.1007/s003620000046.
- Christian Kleiber & Gabriele Widmann & Walter Krämer & Christian Kleiber, 2001, "Book reviews," Statistical Papers, Springer, volume 42, issue 4, pages 537-541, October, DOI: 10.1007/s003620100080.
2000
- Walter KrÄmer & Ralf Runde, 2000, "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, volume 25, issue 4, pages 665-671.
- Krämer, Walter & Runde, Ralf, 1999, "Peaks or tails: What distinguishes financial data?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,08.
1999
- Walter Krämer, 1999, "Kointegration von Aktienkursen," Schmalenbach Journal of Business Research, Springer, volume 51, issue 10, pages 915-936, October, DOI: 10.1007/BF03371604.
- Krämer, Walter, 1997, "Kointegration von Aktienkursen," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,11.
1998
- 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, volume 26, issue 3, pages 377-378, January.
- Kramer, Walter & Hassler, Uwe, 1998, "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Economics Letters, Elsevier, volume 60, issue 3, pages 285-290, September.
- Krämer, Walter & Hassler, Uwe, 1997, "Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,01.
- Kramer, Walter, 1998, "Fractional integration and the augmented Dickey-Fuller Test," Economics Letters, Elsevier, volume 61, issue 3, pages 269-272, December.
- Krämer, Walter, 1997, "Fractional integration and the augmented dickey-fuller test," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1997,06.
- Walter KrÄmer, 1998, "Note Short-term predictability of German stock returns," Empirical Economics, Springer, volume 23, issue 4, pages 635-639.
1997
- Kramer, Walter & Runde, Ralf, 1997, "Chaos and the compass rose," Economics Letters, Elsevier, volume 54, issue 2, pages 113-118, February.
- Kramer, Walter & Michels, Sonja, 1997, "Autocorrelation- and heteroskedasticity-consistent t-values with trending data," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 141-147.
- Kramer, Walter & Runde, Ralf, 1997, "Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly?," Empirical Economics, Springer, volume 22, issue 4, pages 637-641.
1996
- 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, volume 22, issue 3, pages 333-334, July.
- 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, volume 22, issue 3, pages 335-335, July.
- 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, volume 23, issue 1, pages 200-201, November.
- 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, volume 23, issue 1, pages 200-201, November.
- Kramer, Walter & Baltagi, Badi, 1996, "A general condition for an optimal limiting efficiency of OLS in the general linear regression model," Economics Letters, Elsevier, volume 50, issue 1, pages 13-17, January.
- Ploberger, Werner & Kramer, Walter, 1996, "A trend-resistant test for structural change based on OLS residuals," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 175-185, January.
- Kramer, Walter & Runde, Ralf, 1996, "Stochastic Properties of German Stock Returns," Empirical Economics, Springer, volume 21, issue 2, pages 281-306.
1995
- 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, volume 20, issue 6, pages 702-703, December.
- Kramer, Walter, 1995, "The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality," Empirical Economics, Springer, volume 20, issue 3, pages 473-478.
1994
- Busse, Ralf & Jeske, Roland & Kramer, Walter, 1994, "Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated," Economics Letters, Elsevier, volume 45, issue 3, pages 267-271.
1993
- Wilfling, Bernd & Kramer, Walter, 1993, "The Lorenz-ordering of Singh-Maddala income distributions," Economics Letters, Elsevier, volume 43, issue 1, pages 53-57.
1992
- Ploberger, Werner & Kramer, Walter, 1992, "The CUSUM Test with OLS Residuals," Econometrica, Econometric Society, volume 60, issue 2, pages 271-285, March.
- Kramer, Walter & Schotman, Peter, 1992, "Range vs. maximum in the OLS-based version of the CUSUM test," Economics Letters, Elsevier, volume 40, issue 4, pages 379-381, December.
- 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, volume 74, issue 2, pages 362-365, May.
- Kiviet, Jan & Kramer, Walter, 1989, "Bias of s2 in Linear Regression Model with correlated errors," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293144, Nov, DOI: 10.22004/ag.econ.293144.
1991
- Kramer, Walter & Berghoff, Sonja, 1991, "Consistency of sDE 2 in the Linear Regression Model with Correlated Errors," Empirical Economics, Springer, volume 16, issue 3, pages 375-377.
1990
- Ploberger, Werner & Krämer;, Walter, 1990, "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, volume 6, issue 3, pages 335-347, September.
- Kramer, Walter & Zeisel, Helmut, 1990, "Finite sample power of linear regression autocorrelation tests," Journal of Econometrics, Elsevier, volume 43, issue 3, pages 363-372, March.
- Kirschner, Klaus & Becker, Karl & Neubauer, Günter & Krämer, Walter, 1990, "Strukturreform der gesetzlichen Krankenversicherung," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, volume 70, issue 4, pages 171-181.
1989
- Kramer, W., 1989, "On the robustness of the F-test to autocorrelation among disturbances," Economics Letters, Elsevier, volume 30, issue 1, pages 37-40.
- Krämer, Walter, 1986, "On the robustness of the F-test to autocorrelation among disturbances," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-097, Nov.
- Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989, "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, volume 40, issue 2, pages 307-318, February.
- 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, volume 14, issue 2, pages 65-75.
- Krämer, Walter & Ploberger, Werner & Alt, Raimund, 1987, "A modification of the CUSUM test in the linear regression model with lagged dependent variables," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-104, Jun.
1988
- Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988, "Testing for Structural Change in Dynamic Models," Econometrica, Econometric Society, volume 56, issue 6, pages 1355-1369, November.
- Krämer, Walter, 1988, "Geschlossene Gesellschaft," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, volume 68, issue 5, pages 265-268.
1987
- Ploberger, Werner & Kramer, Walter, 1987, "Mean adjustment and the CUSUM test for structural change," Economics Letters, Elsevier, volume 25, issue 3, pages 255-258.
1986
- Kramer, Walter & Sonnberger, Harald, 1986, "Computational pitfalls of the Hausman test," Journal of Economic Dynamics and Control, Elsevier, volume 10, issue 1-2, pages 163-165, June.
- Ploberger, Werner & Kramer, Walter, 1986, "On studentizing a test for structural change," Economics Letters, Elsevier, volume 20, issue 4, pages 341-344.
1985
- Kramer, Walter, 1985, "A Hausman test with trending data," Economics Letters, Elsevier, volume 19, issue 4, pages 323-325.
- Kramer, W., 1985, "The power of the Durbin-Watson test for regressions without an intercept," Journal of Econometrics, Elsevier, volume 28, issue 3, pages 363-370, June.
- Kramer, Walter, 1985, "Diagnostic Checking in Practice," The Review of Economics and Statistics, MIT Press, volume 67, issue 1, pages 118-123, February.
1984
- Kramer, Walter, 1984, "On the consequences of trend for simultaneous equation estimation," Economics Letters, Elsevier, volume 14, issue 1, pages 23-30.
1982
- Kramer, Walter, 1982, "Note on Estimating Linear Trend When Residuals are Autocorrelated," Econometrica, Econometric Society, volume 50, issue 4, pages 1065-1067, July.
1980
- Krämer, Walter, 1980, "Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, volume 60, issue 8, pages 400-404.
Books
2024
- Walter Krämer (ed.), 2024, "Statistik hautnah," Springer Books, Springer, number 978-3-662-69596-8, ISBN: ARRAY(0x746b69a8), DOI: 10.1007/978-3-662-69596-8.
2019
- Walter Krämer & Claus Weihs (ed.), 2019, "Faszination Statistik," Springer Books, Springer, number 978-3-662-60562-2, ISBN: ARRAY(0x70c69e80), DOI: 10.1007/978-3-662-60562-2.
2015
- Walter Krämer, 2015, "Statistik für alle," Springer Books, Springer, number 978-3-662-45031-4, edition 127, ISBN: ARRAY(0x6c6a17f8), DOI: 10.1007/978-3-662-45031-4.
- Walter Krämer, 2015, "Statistik für alle," Springer Books, Springer, "Statistik für alle", DOI: 10.1007/978-3-662-45031-4_1.
2011
- Heinz Grohmann & Walter Krämer & Almut Steger (ed.), 2011, "Statistik in Deutschland," Springer Books, Springer, number 978-3-642-15635-9, ISBN: ARRAY(0x6d276910), DOI: 10.1007/978-3-642-15635-9.
Chapters
2024
- Walter Krämer, 2024, "Einleitung," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_1.
- Walter Krämer, 2024, "Einleitung," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_16.
- Walter Krämer, 2024, "Einleitung," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_23.
- Walter Krämer, 2024, "Einleitung," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_7.
- Walter Krämer, 2024, "Volker Mammitzsch," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_10.
- Walter Krämer, 2024, "Peter Theodor Wilrich," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_11.
- Walter Krämer, 2024, "Wolfgang Schmid," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_12.
- Walter Krämer, 2024, "Christine Müller," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_13.
- Walter Krämer, 2024, "Nanny Wermuth," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_14.
- Walter Krämer, 2024, "Göran Kauermann," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_15.
- Walter Krämer, 2024, "Gert Wagner," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_17.
- Walter Krämer, 2024, "Ulrich Rendtel," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_18.
- Walter Krämer, 2024, "Gerhard Arminger," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_19.
- Walter Krämer, 2024, "Heinz Grohmann," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_2.
- Walter Krämer, 2024, "Katharina Morik," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_20.
- Walter Krämer, 2024, "Bernd Fitzenberger," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_21.
- Walter Krämer, 2024, "Katharina Schüller," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_22.
- Walter Krämer, 2024, "Joachim Frohn," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_24.
- Walter Krämer, 2024, "Hans Schneeweiß," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_25.
- Walter Krämer, 2024, "Günter Bamberg," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_26.
- Walter Krämer, 2024, "Helmut Lütkepohl," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_27.
- Walter Krämer, 2024, "Manfred Deistler," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_28.
- Walter Krämer, 2024, "Gerd Hansen," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_29.
- Walter Krämer, 2024, "Walter Radermacher," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_3.
- Walter Krämer, 2024, "Stefan Mittnik," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_30.
- Walter Krämer, 2024, "Wolfgang Härdle," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_31.
- Walter Krämer, 2024, "Georg Thiel," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_4.
- Walter Krämer, 2024, "Almut Steger," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_5.
- Walter Krämer, 2024, "Ralf Münnich," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_6.
- Walter Krämer, 2024, "Ursula Gather," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_8.
- Walter Krämer, 2024, "Karl Mosler," Springer Books, Springer, in: Walter Krämer, "Statistik hautnah", DOI: 10.1007/978-3-662-69596-8_9.
2019
- Walter Krämer & Katharina Schüller, 2019, "Warum leben Novemberkinder länger?," Springer Books, Springer, chapter 0, in: Walter Krämer & Claus Weihs, "Faszination Statistik", DOI: 10.1007/978-3-662-60562-2_1.
- Walter Krämer, 2019, "Die Statistik des Lottospiels," Springer Books, Springer, chapter 0, in: Walter Krämer & Claus Weihs, "Faszination Statistik", DOI: 10.1007/978-3-662-60562-2_12.
- Walter Krämer & Tileman Conring, 2019, "Mit Statistik an die Börse," Springer Books, Springer, chapter 0, in: Walter Krämer & Claus Weihs, "Faszination Statistik", DOI: 10.1007/978-3-662-60562-2_13.
- Walter Krämer & Simon Neumärker, 2019, "Ein kritischer Blick auf A, AA und AAA. Oder: Welcher Rater ist der beste?," Springer Books, Springer, chapter 0, in: Walter Krämer & Claus Weihs, "Faszination Statistik", DOI: 10.1007/978-3-662-60562-2_15.
- Walter Krämer, 2019, "Ein wahres Minenfeld: Die statistische Problematik von Mietpreisspiegeln," Springer Books, Springer, chapter 0, in: Walter Krämer & Claus Weihs, "Faszination Statistik", DOI: 10.1007/978-3-662-60562-2_17.
2015
- Walter Krämer, 2015, "Statistik für alle," Springer Books, Springer, "Statistik für alle", DOI: 10.1007/978-3-662-45031-4_1.
- Walter Krämer, 2015, "Statistik für alle," Springer Books, Springer, number 978-3-662-45031-4, edition 127, ISBN: ARRAY(0x6c6a17f8), DOI: 10.1007/978-3-662-45031-4.
2011
- Walter Krämer & Sibylle Schmerbach, 2011, "Ausbildung als zentrale Aufgabe," Springer Books, Springer, chapter 0, in: Heinz Grohmann & Walter Krämer & Almut Steger, "Statistik in Deutschland", DOI: 10.1007/978-3-642-15635-9_7.
2009
- Walter Krämer & Christoph Hanck, 2009, "More on the F-test under Nonspherical Disturbances," Springer Books, Springer, in: Bernhard Schipp & Walter Kräer, "Statistical Inference, Econometric Analysis and Matrix Algebra", DOI: 10.1007/978-3-7908-2121-5_12.
- Krämer, Walter & Hanck, Christoph, 2008, "More on the F-test under nonspherical disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,14.
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