Details about Walter Krämer

E-mail:
Homepage:	https://www.statistik.tu-dortmund.de/kraemer.html
Phone:	00492317553125
Postal address:	University of Dortmund Fakultät Statistik 44221 Dortmund Germany
Workplace:	Institut für Wirtschafts- und Sozialstatistik (Department of Business and Social Statistics), Universität Dortmund (University of Dortmund), (more information at EDIRC)

Access statistics for papers by Walter Krämer.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pkr88

---

Jump to Journal Articles Editor

Working Papers

2016

1. A Neglected Semi-Stylized Fact of Daily Stock Returns
   CESifo Working Paper Series, CESifo
2. Beyond Inequality: A Novel Measure of Skewness and its Properties
   CESifo Working Paper Series, CESifo View citations (2)
3. Comparing Default Predictions in the Rating Industry for Different Sets of Obligors
   CESifo Working Paper Series, CESifo View citations (1)
4. Stylized Facts and Simulating Long Range Financial Data
   Papers, arXiv.org View citations (1)
   Also in CESifo Working Paper Series, CESifo (2016) View citations (1)

2012

5. 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

2011

6. The cult of statistical significance. What economists should and should not do to make their data talk
   RatSWD Working Papers, German Data Forum (RatSWD) View citations (19)
   See also Journal Article 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 (2011) (2011)

2010

7. "True Believers" or Numerical Terrorism at the Nuclear Power Plant
   CESifo Working Paper Series, CESifo View citations (1)
   See also Journal Article “True Believers” or Numerical Terrorism at the Nuclear Power Plant, Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter (2011) (2011)
8. The Cult of Statistical Significance
   CESifo Working Paper Series, CESifo View citations (1)

2008

9. Large-Scale Disasters and the Insurance Industry
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Working Papers, Business and Social Statistics Department, Technische Universität Dortmund (2005)
   Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2005) View citations (1)
10. Long Memory with Markov-Switching GARCH
    CESifo Working Paper Series, CESifo View citations (2)
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2006)
    Working Papers, Business and Social Statistics Department, Technische Universität Dortmund (2006)
    See also Journal Article Long memory with Markov-Switching GARCH, Economics Letters, Elsevier (2008) View citations (2) (2008)
11. More on the F-test under nonspherical disturbances
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
12. On Comparing the Accuracy of Default Predictions in the Rating Industry
    CESifo Working Paper Series, CESifo View citations (9)
    Also in Working Papers, Business and Social Statistics Department, Technische Universität Dortmund (2006) View citations (2)
    See also Journal Article On comparing the accuracy of default predictions in the rating industry, Empirical Economics, Springer (2008) View citations (5) (2008)
13. Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?
    RatSWD Working Papers, German Data Forum (RatSWD)
    See also Journal Article Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?, AStA Wirtschafts- und Sozialstatistisches Archiv, Springer (2008) View citations (2) (2008)

2006

14. OLS-based estimation of the disturbance variance under spatial autocorrelation
    Working Papers, Business and Social Statistics Department, Technische Universität Dortmund
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2006)
15. Structural Change and long memory in the GARCH(1,1)-model
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
16. Structural change and estimated persistence in the GARCH(1,1)-model
    Working Papers, Business and Social Statistics Department, Technische Universität Dortmund View citations (1)
    See also Journal Article Structural change and estimated persistence in the GARCH(1,1)-model, Economics Letters, Elsevier (2007) View citations (24) (2007)

2005

17. The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2004)
    See also Journal Article The power of the KPSS-test for cointegration when residuals are fractionally integrated, Economics Letters, Elsevier (2006) (2006)

2004

18. Finite sample of the Durbin-Watson test against fractionally integrated disturbances
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (1)
19. How to confuse with statistics or: the use and misuse of conditional probabilities
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (1)
20. Qualitätsvergleiche bei Kreditausfallprognosen
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

2003

21. 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 View citations (1)
22. Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (1)
    See also Journal Article Evaluating probability forecasts in terms of refinement and strictly proper scoring rules, Journal of Forecasting, John Wiley & Sons, Ltd. (2006) View citations (4) (2006)
23. On the ordering of probability forecasts
    Working Papers, Business and Social Statistics Department, Technische Universität Dortmund View citations (2)
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2002)

2002

24. Die Bewertung und der Vergleich von Kreditausfall-Prognosen
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
25. 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
26. Testing and dating of structural changes in practice
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (4)
    See also Journal Article Testing and dating of structural changes in practice, Computational Statistics & Data Analysis, Elsevier (2003) View citations (172) (2003)
27. The robustness of the F-test to spatial autocorrelation among regression disturbances
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
28. The weak Pareto law and regular variation in the tails
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (2)

2001

29. Long memory vs. structural change in financial time series
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (5)

2000

30. Efficiency, Equity, and Generalized Lorenz Dominance
    CESifo Working Paper Series, CESifo View citations (4)
31. Statistik in den Wirtschafts- und Sozialwissenschaften
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
32. Statistische Besonderheiten von Finanzmarktdaten
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (1)
33. Testing for structural change in the presence of long memory
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (5)
    See also Journal Article 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 (2002) View citations (43) (2002)
34. Testing for unit roots in the context of misspecified logarithmic random walks
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (1)
    See also Journal Article Testing for unit roots in the context of misspecified logarithmic random walks, Economics Letters, Elsevier (2002) View citations (7) (2002)
35. The Dickey-Fuller-test for exponential random walks
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    See also Journal Article THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS, Econometric Theory, Cambridge University Press (2003) View citations (1) (2003)

1999

36. 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 Estadística
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1998) View citations (1)
37. Peaks or tails: What distinguishes financial data?
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    See also Journal Article Peaks or tails - What distinguishes financial data?, Empirical Economics, Springer (2000) (2000)
38. 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 Estadística
    Also in Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1998) View citations (2)
    See also Journal Article The power of residual-based tests for cointegration when residuals are fractionally integrated, Economics Letters, Elsevier (2004) View citations (8) (2004)

1998

39. Diagnostic checking in linear processes with infinit variance
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

1997

40. 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
41. Fractional integration and the augmented dickey-fuller test
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (1)
    See also Journal Article Fractional integration and the augmented Dickey-Fuller Test, Economics Letters, Elsevier (1998) View citations (24) (1998)
42. Kointegration von Aktienkursen
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    See also Journal Article Kointegration von Aktienkursen, Schmalenbach Journal of Business Research, Springer (1999) (1999)
43. Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    See also Journal Article Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated, Economics Letters, Elsevier (1998) View citations (6) (1998)

1989

44. 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
    See also Journal Article Bias of SDE 2 in the Linear Regression Model with Correlated Errors, The Review of Economics and Statistics, MIT Press (1992) View citations (5) (1992)

1988

45. Software-Katalog Statistik/Ökonometrie 2. Auflage
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

1987

46. A modification of the CUSUM test in the linear regression model with lagged dependent variables
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
    See also Journal Article A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables, Empirical Economics, Springer (1989) View citations (4) (1989)
47. Software-Katalog Statistik/Ökonometrie
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

1986

48. On computing the Hausman Test
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
49. On the robustness of the F-test to autocorrelation among disturbances
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
    See also Journal Article On the robustness of the F-test to autocorrelation among disturbances, Economics Letters, Elsevier (1989) View citations (7) (1989)

Undated

50. Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances
    Working Papers, Business and Social Statistics Department, Technische Universität Dortmund View citations (4)
    See also Journal Article Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances, Econometrics Journal, Royal Economic Society (2005) View citations (5) (2005)
51. 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

Journal Articles

2024

1. Interview mit Ralf Münnich
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2024, 18, (1), 117-125

2023

2. Interview mit Stefan Mittnik
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2023, 17, (1), 101-107

2022

3. Interview Bernd Fitzenberger für „Wirtschafts- und Sozialstatistisches Archiv“
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2022, 16, (1), 79-88
4. Interview Gert Wagner
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2022, 16, (2), 155-165
5. Interview mit Gerhard Arminger
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2022, 16, (3), 287-294

2021

6. Asymmetry in the distribution of daily stock returns
   Empirical Economics, 2021, 60, (3), 1115-1125 View citations (1)
7. Interview mit Almut Steger
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2021, 15, (1), 49-58
8. Interview mit Gerd Hansen
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2021, 15, (3), 293-302
9. Interview mit Manfred Deistler
   AStA Wirtschafts- und Sozialstatistisches Archiv, 2021, 15, (2), 139-147
10. Statistik im Sozialismus
    (Statistic under socialism)
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2021, 15, (2), 73-91 View citations (2)
11. Verleihung des Gerhard-Fürst-Preises 2021
    WISTA – Wirtschaft und Statistik, 2021, 73, (6), 17-21

2020

12. Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R
    Statistical Papers, 2020, 61, (2), 919-920
13. Interview mit Christine Müller
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2020, 14, (2), 207-213
14. Interview mit Göran Kauermann
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2020, 14, (3), 305-312
15. Interview mit Wolfgang Schmid
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2020, 14, (1), 103-111 View citations (1)
16. 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), 2020, 240, (4), 561-564
17. 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, 2020, 14, (1), 67-98
18. Verleihung des Gerhard-Fürst-Preises 2020
    WISTA – Wirtschaft und Statistik, 2020, 72, (6), 19-22

2019

19. Diskussion von „Journal-Rankings und Karriere im Fach Statistik an wirtschaftswissenschaftlichen Fakultäten“ von Ulrich Rendtel
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2019, 13, (2), 145-147
20. Interview mit Helmut Lütkepohl
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2019, 13, (1), 87-94
21. Interview mit Ulrich Rendtel
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2019, 13, (2), 179-187
22. Nachruf Heinz Grohmann
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2019, 13, (1), 5-9
23. Skill Scores and modified Lorenz domination in default forecasts
    Economics Letters, 2019, 181, (C), 61-64 View citations (2)
24. Verleihung des Gerhard-Fürst-Preises 2019
    WISTA – Wirtschaft und Statistik, 2019, 71, (6), 99-101
25. Vorwort zum Sonderheft „Statistical Literacy“ des Wirtschafts- und Sozialstatistischen Archivs
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2019, 13, (3), 189-191

2018

26. Interview mit Günter Bamberg
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2018, 12, (3), 299-307
27. Interview mit Volker Mammitzsch
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2018, 12, (2), 179-188 View citations (2)
28. Interview mit dem Präsidenten des Statistischen Bundesamtes, Dr. Georg Thiel
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2018, 12, (1), 63-68

2017

29. Interview Wilrich
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2017, 11, (1), 50-60
30. Interview mit Hans Schneeweiß
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2017, 11, (2), 135-142
31. Interview mit Nanny Wermuth
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2017, 11, (3), 245-251 View citations (2)
32. On assessing the relative performance of default predictions
    Journal of Forecasting, 2017, 36, (7), 854-858

2016

33. Comparing the accuracy of default predictions in the rating industry for different sets of obligors
    Economics Letters, 2016, 145, (C), 48-51
34. D. Rasch und D. Schott, Mathematische Statistik für Mathematiker, Natur- und Ingenieurwissenschaftler
    Statistical Papers, 2016, 57, (3), 853-853
35. Die demografische Zeitbombe: Ursachen und Folgen der Kinderlosigkeit
    (The upcoming demographic disaster)
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2016, 10, (4), 305-323 View citations (1)
36. Interview mit Joachim Frohn
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2016, 10, (4), 325-333
37. Joshua D. Angrist and Jörn-Steffen Pischke: Mastering metrics
    Statistical Papers, 2016, 57, (3), 843-843
38. Sabina Alkire, James Foster, Suman Seth, Maria Emma Santos, José Manuel Roche and Paola Ballon: Multidimensional poverty measurement and analysis
    Statistical Papers, 2016, 57, (3), 847-848
39. Uwe Hassler (2016): Stochastic processes and calculus. An elementary introduction with applications, Springer texts in business and economics
    Statistical Papers, 2016, 57, (3), 851-851
40. Walter Krämer: Interview mit Karl Mosler
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2016, 10, (1), 63-71
    Also in AStA Wirtschafts- und Sozialstatistisches Archiv, 2016, 10, (1), 63-71 (2016)

2015

41. A simple and focused backtest of value at risk
    Economics Letters, 2015, 137, (C), 29-31 View citations (2)
42. D. H. Rost: Interpretation und Bewertung pädagogisch-psychologischer Studien (3rd edition)
    Statistical Papers, 2015, 56, (4), 1249-1250
43. Ein Berufsleben für die Statistik in Deutschland und Europa – Interview mit Walter Radermacher
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2015, 9, (3), 305-314
44. Interview mit Ursula Gather
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2015, 9, (2), 159-166 View citations (1)
45. Miller, S. J. (ed.): Benford’s law. Theory and applications
    Statistical Papers, 2015, 56, (4), 1251-1252

2014

46. D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt: Optimal experimental design with R
    Statistical Papers, 2014, 55, (2), 577-577
47. Interview mit Heinz Grohmann
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2014, 8, (4), 269-277 View citations (8)
48. Kahneman, D. (2011): Thinking, Fast and Slow
    Statistical Papers, 2014, 55, (3), 915-915
49. Kommentar zu Ulrich Rendtel – Vom Datenangreifer zum zertifizierten Wissenschaftler
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2014, 8, (4), 203-204
50. Thünen-Vorlesung 2014: Zur Ökonomie von Panik, Angst und Risiko
    Perspektiven der Wirtschaftspolitik, 2014, 15, (4), 367-377

2013

51. Editorial
    German Economic Review, 2013, 14, (1), 1-1
52. Editorial
    German Economic Review, 2013, 14, (1), 1-1
53. Nearest neighbor hazard estimation with left-truncated duration data
    AStA Advances in Statistical Analysis, 2013, 97, (1), 33-47 View citations (2)
54. Reject inference in consumer credit scoring with nonignorable missing data
    Journal of Banking & Finance, 2013, 37, (3), 1040-1045 View citations (12)
55. Spurious persistence in stochastic volatility
    Economics Letters, 2013, 121, (2), 221-223 View citations (2)

2012

56. A Hausman test for non-ignorability
    Economics Letters, 2012, 114, (1), 23-25 View citations (1)
57. Das Signifikanztest-Ritual und andere Sackgassen des Fortschritts in der Statistik
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2012, 5, (4), 299-308 View citations (5)
58. Hans Wolfgang Brachinger
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2012, 6, (1), 5-7 View citations (1)
59. On the origin of high persistence in GARCH-models
    Economics Letters, 2012, 114, (1), 72-75
60. Recursive computation of piecewise constant volatilities
    Computational Statistics & Data Analysis, 2012, 56, (11), 3623-3631 View citations (4)
61. Stephen T. Ziliak and Deirdre N. McCloskey, The cult of statistical significance: how the standard error costs us jobs. justice and lives
    Statistical Papers, 2012, 53, (1), 243-244
62. TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
    Econometric Theory, 2012, 28, (3), 570-589 View citations (56)

2011

63. A cautionary note on computing conditional from unconditional correlations
    Economics Letters, 2011, 111, (2), 176-179 View citations (1)
64. A simple nonparametric test for structural change in joint tail probabilities
    Economics Letters, 2011, 110, (3), 245-247 View citations (6)
65. Andrew Gelman and Jennifer Hill: Data analysis using regression and multilevel/hierarchical models
    Statistical Papers, 2011, 52, (3), 741-742
66. Lenin und die Volkszählung in Russland 1920
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2011, 5, (3), 163-178 View citations (2)
67. O.W. Winkler: Interpreting socio-economic data—a foundation of descriptive statistics
    Statistical Papers, 2011, 52, (2), 491-492
68. Probleme des Qualitätsvergleichs von Kreditausfallprognosen
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2011, 5, (1), 39-58
69. 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, 2011, 131, (3), 455-468
    See also Working Paper The cult of statistical significance. What economists should and should not do to make their data talk, RatSWD Working Papers (2011) View citations (19) (2011)
70. The exact bias of s2 in linear panel regressions with spatial autocorrelation
    Economics Letters, 2011, 110, (1), 67-70
71. Wojtek J. Krzanowski and David J. Hand: ROC curves for continuous data
    Statistical Papers, 2011, 52, (4), 979-980
72. “True Believers” or Numerical Terrorism at the Nuclear Power Plant
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (5-6), 608-620
    See also Working Paper "True Believers" or Numerical Terrorism at the Nuclear Power Plant, CESifo Working Paper Series (2010) View citations (1) (2010)

2010

73. Editorial
    German Economic Review, 2010, 11, (4), 403-403
74. Editorial
    German Economic Review, 2010, 11, (4), 403-403
75. Editorial
    German Economic Review, 2010, 11, (3), 247-247
76. Editorial
    German Economic Review, 2010, 11, (3), 247-247

2008

77. Editorial
    German Economic Review, 2008, 9, (2), 113-113
78. Long memory with Markov-Switching GARCH
    Economics Letters, 2008, 99, (2), 390-392 View citations (2)
    See also Working Paper Long Memory with Markov-Switching GARCH, CESifo Working Paper Series (2008) View citations (2) (2008)
79. On comparing the accuracy of default predictions in the rating industry
    Empirical Economics, 2008, 34, (2), 343-356 View citations (5)
    See also Working Paper On Comparing the Accuracy of Default Predictions in the Rating Industry, CESifo Working Paper Series (2008) View citations (9) (2008)
80. Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?
    AStA Wirtschafts- und Sozialstatistisches Archiv, 2008, 2, (1), 41-50 View citations (2)
    See also Working Paper Verhindert die Statistikausbildung den Fortschritt der Wirtschafts- und Sozialwissenschaften?, RatSWD Working Papers (2008) (2008)

2007

81. Structural change and estimated persistence in the GARCH(1,1)-model
    Economics Letters, 2007, 97, (1), 17-23 View citations (24)
    See also Working Paper Structural change and estimated persistence in the GARCH(1,1)-model, Working Papers (2006) View citations (1) (2006)

2006

82. Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
    Journal of Forecasting, 2006, 25, (3), 223-226 View citations (4)
    See also Working Paper Evaluating probability forecasts in terms of refinement and strictly proper scoring rules, Technical Reports (2003) View citations (1) (2003)
83. Gesundheitspolitik in der Kompromissfalle: Kein Problem gelöst, aber neue geschaffen
    Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 2006, 86, (8), 515-516 View citations (1)
84. The power of the KPSS-test for cointegration when residuals are fractionally integrated
    Economics Letters, 2006, 91, (3), 321-324
    See also Working Paper The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated, Hannover Economic Papers (HEP) (2005) (2005)

2005

85. Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances
    Econometrics Journal, 2005, 8, (3), 406-417 View citations (5)
    See also Working Paper Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances, Working Papers View citations (4)

2004

86. The power of residual-based tests for cointegration when residuals are fractionally integrated
    Economics Letters, 2004, 82, (1), 63-69 View citations (8)
    See also Working Paper The power of residual base tests for cointegration when residuals are fractionally integrated, DES - Working Papers. Statistics and Econometrics. WS (1999) (1999)

2003

87. THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS
    Econometric Theory, 2003, 19, (5), 865-877 View citations (1)
    See also Working Paper The Dickey-Fuller-test for exponential random walks, Technical Reports (2000) (2000)
88. Testing and dating of structural changes in practice
    Computational Statistics & Data Analysis, 2003, 44, (1-2), 109-123 View citations (172)
    See also Working Paper Testing and dating of structural changes in practice, Technical Reports (2002) View citations (4) (2002)

2002

89. Statistische Besonderheiten von Finanzzeitreihen / Statistical Properties of Financial Time Series
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2002, 222, (2), 210-229 View citations (1)
90. Testing for Structural Changes in the Presence of Long Memory
    International Journal of Business and Economics, 2002, 1, (3), 235-242 View citations (43)
    See also Working Paper Testing for structural change in the presence of long memory, Technical Reports (2000) View citations (5) (2000)
91. Testing for unit roots in the context of misspecified logarithmic random walks
    Economics Letters, 2002, 74, (3), 313-319 View citations (7)
    See also Working Paper Testing for unit roots in the context of misspecified logarithmic random walks, Technical Reports (2000) View citations (1) (2000)

2001

92. Book reviews
    Statistical Papers, 2001, 42, (4), 537-541
93. Book reviews
    Statistical Papers, 2001, 42, (1), 134-138
94. Peaks or tails - What distinguishes financial data?
    Empirical Economics, 2000, 25, (4), 665-671
    See also Working Paper Peaks or tails: What distinguishes financial data?, Technical Reports (1999) (1999)

1999

95. Kointegration von Aktienkursen
    Schmalenbach Journal of Business Research, 1999, 51, (10), 915-936
    See also Working Paper Kointegration von Aktienkursen, Technical Reports (1997) (1997)

1998

96. Fractional integration and the augmented Dickey-Fuller Test
    Economics Letters, 1998, 61, (3), 269-272 View citations (24)
    See also Working Paper Fractional integration and the augmented dickey-fuller test, Technical Reports (1997) View citations (1) (1997)
97. Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
    Economics Letters, 1998, 60, (3), 285-290 View citations (6)
    See also Working Paper Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated, Technical Reports (1997) (1997)
98. Note Short-term predictability of German stock returns
    Empirical Economics, 1998, 23, (4), 635-639 View citations (2)
99. 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, 1998, 26, (3), 377-378

1997

100. Autocorrelation- and heteroskedasticity-consistent t-values with trending data
     Journal of Econometrics, 1997, 76, (1-2), 141-147 View citations (2)
101. Chaos and the compass rose
     Economics Letters, 1997, 54, (2), 113-118 View citations (19)
102. Stocks and the Weather: An Exercise in Data Mining or Yet Another Capital Market Anomaly?
     Empirical Economics, 1997, 22, (4), 637-641 View citations (36)

1996

103. A general condition for an optimal limiting efficiency of OLS in the general linear regression model
     Economics Letters, 1996, 50, (1), 13-17 View citations (6)
104. A trend-resistant test for structural change based on OLS residuals
     Journal of Econometrics, 1996, 70, (1), 175-185 View citations (11)
105. 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, 1996, 22, (3), 335-335
106. 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, 1996, 23, (1), 200-201
107. 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, 1996, 22, (3), 333-334
108. Stochastic Properties of German Stock Returns
     Empirical Economics, 1996, 21, (2), 281-306 View citations (13)
109. 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, 1996, 23, (1), 200-201

1995

110. 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, 1995, 20, (6), 702-703
111. The Probability of a "Gross" Violation of an Efficient Markets Variance Inequality
     Empirical Economics, 1995, 20, (3), 473-78

1994

112. Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated
     Economics Letters, 1994, 45, (3), 267-271 View citations (4)

1993

113. The Lorenz-ordering of Singh-Maddala income distributions
     Economics Letters, 1993, 43, (1), 53-57 View citations (20)

1992

114. Bias of SDE 2 in the Linear Regression Model with Correlated Errors
     The Review of Economics and Statistics, 1992, 74, (2), 362-65 View citations (5)
     See also Working Paper Bias of s2 in Linear Regression Model with correlated errors, University of Amsterdam, Actuarial Science and Econometrics Archive (1989) (1989)
115. Range vs. maximum in the OLS-based version of the CUSUM test
     Economics Letters, 1992, 40, (4), 379-381 View citations (5)
116. The CUSUM Test with OLS Residuals
     Econometrica, 1992, 60, (2), 271-85 View citations (257)

1991

117. Consistency of sDE 2 in the Linear Regression Model with Correlated Errors
     Empirical Economics, 1991, 16, (3), 375-77 View citations (2)

1990

118. Finite sample power of linear regression autocorrelation tests
     Journal of Econometrics, 1990, 43, (3), 363-372 View citations (8)
119. Strukturreform der gesetzlichen Krankenversicherung
     Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1990, 70, (4), 171-181 View citations (1)
120. The Local Power of the CUSUM and CUSUM of Squares Tests
     Econometric Theory, 1990, 6, (3), 335-347 View citations (48)

1989

121. A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables
     Empirical Economics, 1989, 14, (2), 65-75 View citations (4)
     See also Working Paper A modification of the CUSUM test in the linear regression model with lagged dependent variables, Hannover Economic Papers (HEP) (1987) (1987)
122. A new test for structural stability in the linear regression model
     Journal of Econometrics, 1989, 40, (2), 307-318 View citations (162)
123. On the robustness of the F-test to autocorrelation among disturbances
     Economics Letters, 1989, 30, (1), 37-40 View citations (7)
     See also Working Paper On the robustness of the F-test to autocorrelation among disturbances, Hannover Economic Papers (HEP) (1986) (1986)

1988

124. Geschlossene Gesellschaft
     Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1988, 68, (5), 265-268
125. Testing for Structural Change in Dynamic Models
     Econometrica, 1988, 56, (6), 1355-69 View citations (99)

1987

126. Mean adjustment and the CUSUM test for structural change
     Economics Letters, 1987, 25, (3), 255-258 View citations (1)

1986

127. Computational pitfalls of the Hausman test
     Journal of Economic Dynamics and Control, 1986, 10, (1-2), 163-165 View citations (3)
128. On studentizing a test for structural change
     Economics Letters, 1986, 20, (4), 341-344 View citations (16)

1985

129. A Hausman test with trending data
     Economics Letters, 1985, 19, (4), 323-325
130. Diagnostic Checking in Practice
     The Review of Economics and Statistics, 1985, 67, (1), 118-23 View citations (7)
131. The power of the Durbin-Watson test for regressions without an intercept
     Journal of Econometrics, 1985, 28, (3), 363-370 View citations (7)

1984

132. On the consequences of trend for simultaneous equation estimation
     Economics Letters, 1984, 14, (1), 23-30 View citations (1)

1982

133. Note on Estimating Linear Trend When Residuals are Autocorrelated
     Econometrica, 1982, 50, (4), 1065-67 View citations (7)

1980

134. Preise und Mengen als Komponenten der Kostenexplosion im Gesundheitswesen
     Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007), 1980, 60, (8), 400-404

Editor

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