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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
l Papers 37, 1996, 277-281 (with D. Fiebig and R. Bartels). " The Frisch-Waugh theorem and generalized least squares ", Econometric Reviews 15, 1996, 431- 443, (with D. Fiebig and R. Bartels). "A general [...] 159-166. " A simple and focused backtest of value at risk ", Economics Letters 137, 29-31, 2015 (with D. Wied). "Zur Ökonomie von Panik, Angst und Risiko" (Thünen Vorlesung), Perspektiven der Wirtschaftspolitik [...] 2013. " Spurious Persistence in Stochastic Volatility ", Economics Letters 121(2), 221-223, 2013 (with Ph. Messow). " Reject inference in consumer credit scoring with nonignorable missing data ", Journal of …