Working Papers

From Business and Social Statistics Department, Technische Universität Dortmund
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Bibliographic data for series maintained by Prof. Dr. Walter Krämer ().

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10: Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances

Walter Krämer and Christian Kleiber

7: OLS-based estimation of the disturbance variance under spatial autocorrelation

Walter Krämer and Christoph Hanck

6: Long memory with Markov-Switching GARCH

Walter Krämer

5: Structural change and estimated persistence in the GARCH(1,1)-model

Walter Krämer and Baudouin Tameze

4: Large - scaledisasters and the insurance industry

Walter Krämer and Sebastian Schich

3: How to OverREACH oneself - a Critical View on the EU Commission's Estimate of the Health Benefits of its New Chemicals Policy

Walter Krämer

2: On comparing the accuracy of default predictions in the rating industry

Walter Krämer and Andre Güttler

1: On the ordering of probability forecasts

Walter Krämer