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Department of Statistics
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Department
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Professors emeritus
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Prof. Dr. Walter Krämer
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Publications
Articles in journals
Pollution Research 19 (4), 1332-1334, 2012. " Recursive estimation of piecewise constant volatilities ", Computational Statistics and Data Analysis 56, 3623-3631, 2012 (with L. Davies und C. Höhenrieder) [...] Econometric Theory 28 (3), 570-589, 2012 (with D. Wied und H. Dehling). " On the origin of high persistence in GARCH-models ", Economics Letters 114, 72-75, 2012 (with B. Tameze Azamo und K. Christou) [...] Christou), pdf . " A Hausman test for non-ignorability ", Economics Letters 114, 23-25, 2012 (with M. Bücker and M. Arnold), pdf . " The Cult of Statistical Significance - What Economics Should and Should Not …