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Walter Krämer
(Walter Kraemer)

Personal Details

First Name:Walter
Middle Name:
Last Name:Kraemer
Suffix:
RePEc Short-ID:pkr88
[This author has chosen not to make the email address public]
https://www.statistik.tu-dortmund.de/kraemer.html
University of Dortmund Fakultät Statistik 44221 Dortmund Germany
00492317553125

Affiliation

Institut für Wirtschafts- und Sozialstatistik
Universität Dortmund

Dortmund, Germany
http://www.statistik.uni-dortmund.de/lehrst/wssoz/wssoz.htm
RePEc:edi:isdorde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. Walter Kraemer & Holger Dette, 2016. "Beyond Inequality: A Novel Measure of Skewness and its Properties," CESifo Working Paper Series 5972, CESifo.
  2. Walter Kraemer, 2016. "A Neglected Semi-Stylized Fact of Daily Stock Returns," CESifo Working Paper Series 5806, CESifo.
  3. Walter Kraemer & Simon Neumärker, 2016. "Comparing Default Predictions in the Rating Industry for Different Sets of Obligors," CESifo Working Paper Series 5768, CESifo.
  4. Laurie Davies & Walter Kramer, 2016. "Stylized Facts and Simulating Long Range Financial Data," Papers 1612.05229, arXiv.org.
  5. Krämer, Walter & Messow, Philip, 2012. "Structural Change and Spurious Persistence in Stochastic Volatility," Ruhr Economic Papers 310, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  6. Walter Krämer, 2011. "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers 176, German Data Forum (RatSWD).
  7. Walter Kraemer, 2010. "The Cult of Statistical Significance," CESifo Working Paper Series 3246, CESifo.
  8. Walter Kraemer & Gerhard Arminger, 2010. ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series 3180, CESifo.
  9. André Güttler & Walter Kraemer, 2008. "On Comparing the Accuracy of Default Predictions in the Rating Industry," CESifo Working Paper Series 2202, CESifo.
  10. Walter Kraemer & Sebastian Schich, 2008. "Large-Scale Disasters and the Insurance Industry," CESifo Working Paper Series 2243, CESifo.
  11. Walter Kraemer, 2008. "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series 2225, CESifo.
  12. Walter Krämer, 2008. "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," RatSWD Working Papers 38, German Data Forum (RatSWD).
  13. 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.
  14. 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.
  15. Sibbertsen, Philipp & Krämer, Walter, 2005. "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Hannover Economic Papers (HEP) dp-318, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  16. Krämer, Walter, 2004. "Qualitätsvergleiche bei Kreditausfallprognosen," Technical Reports 2004,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Krämer, Walter, 2002. "Die Bewertung und der Vergleich von Kreditausfall-Prognosen," Technical Reports 2002,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Krämer, Walter, 2000. "Statistische Besonderheiten von Finanzmarktdaten," Technical Reports 2000,58, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  28. 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.
  29. Krämer, Walter, 2000. "Statistik in den Wirtschafts- und Sozialwissenschaften," Technical Reports 2000,59, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  30. Christian Kleiber & Walter Kraemer, 2000. "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series 343, CESifo.
  31. 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.
  32. 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.
  33. 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 6300, Universidad Carlos III de Madrid. Departamento de Estadística.
  34. 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.
  35. 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 6301, Universidad Carlos III de Madrid. Departamento de Estadística.
  36. 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.
  37. Krämer, Walter, 1997. "Kointegration von Aktienkursen," Technical Reports 1997,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  38. 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.
  39. Krämer, Walter, 1997. "Fractional integration and the augmented dickey-fuller test," Technical Reports 1997,06, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  40. 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.
  41. Kiviet, Jan & Kramer, Walter, 1989. "Bias of s2 in Linear Regression Model with correlated errors," University of Amsterdam, Actuarial Science and Econometrics Archive 293144, University of Amsterdam, Faculty of Economics and Business.
  42. Krämer, Walter, 1988. "Software-Katalog Statistik/Ökonometrie 2. Auflage," Hannover Economic Papers (HEP) dp-121, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  43. 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) dp-104, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  44. Krämer, Walter, 1987. "Software-Katalog Statistik/Ökonometrie," Hannover Economic Papers (HEP) dp-099, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  45. Krämer, Walter, 1986. "On computing the Hausman Test," Hannover Economic Papers (HEP) dp-088, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  46. Krämer, Walter, 1986. "On the robustness of the F-test to autocorrelation among disturbances," Hannover Economic Papers (HEP) dp-097, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  47. 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 3, Business and Social Statistics Department, Technische Universität Dortmund.
  48. Prof. Dr. Walter Krämer & Dr. Christoph Hanck, "undated". "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers 7, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
  49. Prof. Dr. Walter Krämer & Christian Kleiber, "undated". "Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances," Working Papers 10, Business and Social Statistics Department, Technische Universität Dortmund.
  50. Prof. Dr. Walter Krämer & Baudouin Tameze Azamo, "undated". "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.
  51. Prof. Dr. Walter Krämer, "undated". "On the ordering of probability forecasts," Working Papers 1, Business and Social Statistics Department, Technische Universität Dortmund, revised May 2003.

Articles

  1. Walter Krämer, 2024. "Interview mit Ralf Münnich," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(1), pages 117-125, March.
  2. Walter Krämer, 2023. "Interview mit Stefan Mittnik," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 17(1), pages 101-107, March.
  3. Walter Krämer, 2022. "Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 16(1), pages 79-88, March.
  4. Walter Krämer, 2022. "Interview Gert Wagner," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 16(2), pages 155-165, June.
  5. Walter Krämer, 2022. "Interview mit Gerhard Arminger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 16(3), pages 287-294, December.
  6. Walter Krämer, 2021. "Interview mit Manfred Deistler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 15(2), pages 139-147, June.
  7. Thiel, Georg & Krämer, Walter, 2021. "Verleihung des Gerhard-Fürst-Preises 2021," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, vol. 73(6), pages 17-21.
  8. Walter Krämer, 2021. "Interview mit Gerd Hansen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 15(3), pages 293-302, December.
  9. Walter Krämer & Klaus Leciejewski, 2021. "Statistik im Sozialismus [Statistic under socialism]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 15(2), pages 73-91, June.
  10. Walter Krämer, 2021. "Interview mit Almut Steger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 15(1), pages 49-58, March.
  11. Walter Krämer, 2021. "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, vol. 60(3), pages 1115-1125, March.
  12. Walter Krämer, 2020. "Interview mit Christine Müller," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(2), pages 207-213, July.
  13. Walter Krämer, 2020. "Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R," Statistical Papers, Springer, vol. 61(2), pages 919-920, April.
  14. Walter Krämer, 2020. "Interview mit Göran Kauermann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(3), pages 305-312, December.
  15. Krämer, Walter, 2020. "Verleihung des Gerhard-Fürst-Preises 2020," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, vol. 72(6), pages 19-22.
  16. 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, vol. 240(4), pages 561-564, August.
  17. 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 ," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(1), pages 67-98, March.
  18. Walter Krämer, 2020. "Interview mit Wolfgang Schmid," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(1), pages 103-111, March.
  19. Krämer, Walter & Neumärker, Simon, 2019. "Skill Scores and modified Lorenz domination in default forecasts," Economics Letters, Elsevier, vol. 181(C), pages 61-64.
  20. Walter Krämer, 2019. "Interview mit Ulrich Rendtel," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 13(2), pages 179-187, September.
  21. Walter Krämer, 2019. "Interview mit Helmut Lütkepohl," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 13(1), pages 87-94, April.
  22. Krämer, Walter, 2019. "Verleihung des Gerhard-Fürst-Preises 2019," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, vol. 71(6), pages 99-101.
  23. Walter Krämer, 2019. "Nachruf Heinz Grohmann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 13(1), pages 5-9, April.
  24. 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, vol. 13(2), pages 145-147, September.
  25. 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, vol. 13(3), pages 189-191, November.
  26. W. Krämer, 2018. "Interview mit Volker Mammitzsch," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(2), pages 179-188, September.
  27. Walter Krämer, 2018. "Interview mit Günter Bamberg," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 299-307, December.
  28. 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, vol. 12(1), pages 63-68, April.
  29. Walter Krämer, 2017. "On assessing the relative performance of default predictions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(7), pages 854-858, November.
  30. Walter Krämer, 2017. "Interview mit Nanny Wermuth," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 11(3), pages 245-251, December.
  31. Walter Krämer, 2017. "Interview Wilrich," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 11(1), pages 50-60, April.
  32. Walter Krämer, 2017. "Interview mit Hans Schneeweiß," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 11(2), pages 135-142, October.
  33. Krämer, Walter & Neumärker, Simon, 2016. "Comparing the accuracy of default predictions in the rating industry for different sets of obligors," Economics Letters, Elsevier, vol. 145(C), pages 48-51.
  34. 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, vol. 57(3), pages 847-848, September.
  35. Walter Krämer, 2016. "Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics," Statistical Papers, Springer, vol. 57(3), pages 851-851, September.
  36. 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, vol. 10(4), pages 305-323, December.
  37. Walter Krämer, 2016. "Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics," Statistical Papers, Springer, vol. 57(3), pages 843-843, September.
  38. Walter Krämer, 2016. "D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler," Statistical Papers, Springer, vol. 57(3), pages 853-853, September.
  39. Walter Krämer, 2016. "Walter Krämer: Interview mit Karl Mosler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 63-71, February.
  40. Walter Krämer, 2016. "Interview mit Joachim Frohn," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(4), pages 325-333, December.
  41. 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, vol. 9(3), pages 305-314, December.
  42. Krämer, Walter & Wied, Dominik, 2015. "A simple and focused backtest of value at risk," Economics Letters, Elsevier, vol. 137(C), pages 29-31.
  43. Walter Krämer, 2015. "Miller, S. J. (ed.): Benford’s law. Theory and applications," Statistical Papers, Springer, vol. 56(4), pages 1251-1252, November.
  44. Walter Krämer, 2015. "Interview mit Ursula Gather," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 9(2), pages 159-166, November.
  45. Walter Krämer, 2015. "D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition)," Statistical Papers, Springer, vol. 56(4), pages 1249-1250, November.
  46. Walter Krämer, 2014. "D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R," Statistical Papers, Springer, vol. 55(2), pages 577-577, May.
  47. Walter Krämer, 2014. "Kahneman, D. (2011): Thinking, Fast and Slow," Statistical Papers, Springer, vol. 55(3), pages 915-915, August.
  48. Krämer Walter, 2014. "Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(4), pages 367-377, December.
  49. Walter Krämer, 2014. "Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 8(4), pages 203-204, November.
  50. Walter Krämer, 2014. "Interview mit Heinz Grohmann," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 8(4), pages 269-277, November.
  51. Krämer Walter, 2013. "Editorial," German Economic Review, De Gruyter, vol. 14(1), pages 1-1, February.
  52. 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.
  53. 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, vol. 97(1), pages 33-47, January.
  54. Walter Krämer, 2013. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 14(1), pages 1-1, February.
  55. Messow, Philip & Krämer, Walter, 2013. "Spurious persistence in stochastic volatility," Economics Letters, Elsevier, vol. 121(2), pages 221-223.
  56. Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012. "A Hausman test for non-ignorability," Economics Letters, Elsevier, vol. 114(1), pages 23-25.
  57. Davies, Laurie & Höhenrieder, Christian & Krämer, Walter, 2012. "Recursive computation of piecewise constant volatilities," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3623-3631.
  58. Walter Krämer, 2012. "Hans Wolfgang Brachinger," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 6(1), pages 5-7, December.
  59. 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.
  60. 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, vol. 5(4), pages 299-308, March.
  61. 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(3), pages 570-589, June.
  62. 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.
  63. 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.
  64. 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.
  65. 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.
  66. Kaiser, Jonas & Krämer, Walter, 2011. "A cautionary note on computing conditional from unconditional correlations," Economics Letters, Elsevier, vol. 111(2), pages 176-179, May.
  67. 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, vol. 231(5-6), pages 608-620, October.
  68. Eckart Bomsdorf & Walter Krämer, 2011. "Lenin und die Volkszählung in Russland 1920," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(3), pages 163-178, December.
  69. 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.
  70. 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.
  71. Walter Krämer & Michael Bücker, 2011. "Probleme des Qualitätsvergleichs von Kreditausfallprognosen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(1), pages 39-58, March.
  72. 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.
  73. Krämer Walter, 2010. "Editorial," German Economic Review, De Gruyter, vol. 11(4), pages 403-403, December.
  74. Walter Krämer, 2010. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 11(3), pages 247-247, August.
  75. Krämer Walter, 2010. "Editorial," German Economic Review, De Gruyter, vol. 11(3), pages 247-247, August.
  76. Walter Krämer, 2010. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 403-403, November.
  77. Walter Krämer, 2008. "Editorial," German Economic Review, Verein für Socialpolitik, vol. 9(2), pages 113-113, May.
  78. Krämer, Walter, 2008. "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, vol. 99(2), pages 390-392, May.
  79. Walter Krämer, 2008. "Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 2(1), pages 41-50, August.
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. 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, vol. 86(8), pages 515-516.
  85. Christian Kleiber & Walter Krämer, 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.
  86. 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.
  87. Davies, P.L. & Krämer, W., 2003. "The Dickey–Fuller Test For Exponential Random Walks," Econometric Theory, Cambridge University Press, vol. 19(5), pages 865-877, October.
  88. 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.
  89. 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, vol. 222(2), pages 210-229, April.
  90. 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, vol. 1(3), pages 235-242, December.
  91. 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.
  92. Christian Kleiber & Gabriele Widmann & Walter Krämer & Christian Kleiber, 2001. "Book reviews," Statistical Papers, Springer, vol. 42(4), pages 537-541, October.
  93. 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.
  94. Walter KrÄmer & Ralf Runde, 2000. "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, vol. 25(4), pages 665-671.
  95. Walter Krämer, 1999. "Kointegration von Aktienkursen," Schmalenbach Journal of Business Research, Springer, vol. 51(10), pages 915-936, October.
  96. 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.
  97. 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.
  98. Kramer, Walter, 1998. "Fractional integration and the augmented Dickey-Fuller Test," Economics Letters, Elsevier, vol. 61(3), pages 269-272, December.
  99. Walter KrÄmer, 1998. "Note Short-term predictability of German stock returns," Empirical Economics, Springer, vol. 23(4), pages 635-639.
  100. 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.
  101. 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.
  102. Kramer, Walter & Runde, Ralf, 1997. "Chaos and the compass rose," Economics Letters, Elsevier, vol. 54(2), pages 113-118, February.
  103. 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.
  104. 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.
  105. 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.
  106. Kramer, Walter & Runde, Ralf, 1996. "Stochastic Properties of German Stock Returns," Empirical Economics, Springer, vol. 21(2), pages 281-306.
  107. 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.
  108. 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.
  109. 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.
  110. 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.
  111. Kramer, Walter, 1995. "The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality," Empirical Economics, Springer, vol. 20(3), pages 473-478.
  112. 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.
  113. Wilfling, Bernd & Kramer, Walter, 1993. "The Lorenz-ordering of Singh-Maddala income distributions," Economics Letters, Elsevier, vol. 43(1), pages 53-57.
  114. 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 362-365, May.
  115. 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.
  116. Ploberger, Werner & Kramer, Walter, 1992. "The CUSUM Test with OLS Residuals," Econometrica, Econometric Society, vol. 60(2), pages 271-285, March.
  117. Kramer, Walter & Berghoff, Sonja, 1991. "Consistency of sDE 2 in the Linear Regression Model with Correlated Errors," Empirical Economics, Springer, vol. 16(3), pages 375-377.
  118. 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, vol. 70(4), pages 171-181.
  119. Kramer, Walter & Zeisel, Helmut, 1990. "Finite sample power of linear regression autocorrelation tests," Journal of Econometrics, Elsevier, vol. 43(3), pages 363-372, March.
  120. Ploberger, Werner & Krämer;, Walter, 1990. "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, vol. 6(3), pages 335-347, September.
  121. 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.
  122. Kramer, W., 1989. "On the robustness of the F-test to autocorrelation among disturbances," Economics Letters, Elsevier, vol. 30(1), pages 37-40.
  123. 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.
  124. Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988. "Testing for Structural Change in Dynamic Models," Econometrica, Econometric Society, vol. 56(6), pages 1355-1369, November.
  125. Krämer, Walter, 1988. "Geschlossene Gesellschaft," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 68(5), pages 265-268.
  126. Ploberger, Werner & Kramer, Walter, 1987. "Mean adjustment and the CUSUM test for structural change," Economics Letters, Elsevier, vol. 25(3), pages 255-258.
  127. 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.
  128. Ploberger, Werner & Kramer, Walter, 1986. "On studentizing a test for structural change," Economics Letters, Elsevier, vol. 20(4), pages 341-344.
  129. Kramer, Walter, et al, 1985. "Diagnostic Checking in Practice," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 118-123, February.
  130. Kramer, Walter, 1985. "A Hausman test with trending data," Economics Letters, Elsevier, vol. 19(4), pages 323-325.
  131. 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.
  132. Kramer, Walter, 1984. "On the consequences of trend for simultaneous equation estimation," Economics Letters, Elsevier, vol. 14(1), pages 23-30.
  133. Kramer, Walter, 1982. "Note on Estimating Linear Trend When Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 50(4), pages 1065-1067, July.
  134. Krämer, Walter, 1980. "Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen," Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), ZBW - Leibniz Information Centre for Economics, vol. 60(8), pages 400-404.
    RePEc:bla:germec:v:9:y:2008:i::p:113-113 is not listed on IDEAS
    RePEc:bla:germec:v:11:y:2010:i::p:247-247 is not listed on IDEAS
    RePEc:bla:germec:v:11:y:2010:i::p:403-403 is not listed on IDEAS

Editorship

  1. Advanced Studies in Theoretical and Applied Econometrics, Springer.
  2. Statistical Papers, Springer.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2005-07-11 2007-01-23 2007-01-23 2007-01-23 2012-02-27. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2007-01-23 2007-01-23
  3. NEP-EDU: Education (1) 2009-07-28
  4. NEP-FOR: Forecasting (1) 2007-01-23
  5. NEP-GEO: Economic Geography (1) 2007-01-23
  6. NEP-HME: Heterodox Microeconomics (1) 2012-02-27
  7. NEP-HPE: History and Philosophy of Economics (1) 2012-02-27
  8. NEP-IAS: Insurance Economics (1) 2007-01-23
  9. NEP-LAB: Labour Economics (1) 2009-07-28
  10. NEP-SOG: Sociology of Economics (1) 2012-02-27
  11. NEP-URE: Urban and Real Estate Economics (1) 2009-07-28

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