Details about Martin Wagner

Access statistics for papers by Martin Wagner.

Last updated 2009-11-04. Update your information in the RePEc Author Service.

Short-id: pwa66

Working Papers

2009

1. Finite Sample Correction Factors for Panel Cointegration Tests
   Economics Series, Institute for Advanced Studies
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)
2. Growth Regressions, Principal Components and Frequentist Model Averaging
   Economics Series, Institute for Advanced Studies

2008

3. Catching Growth Determinants with the Adaptive LASSO
   Economics Series, Institute for Advanced Studies View citations
4. Nonlinear Cointegration Analysis and the Environmental Kuznets Curve
   Economics Series, Institute for Advanced Studies

2007

5. The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
   Economics Series, Institute for Advanced Studies View citations

2006

6. Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems
   Economics Series, Institute for Advanced Studies
   See also Journal Article in Ecological Economics (2007)
7. The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?
   Economics Series, Institute for Advanced Studies
   Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2004) View citations
   See also Journal Article in Resource and Energy Economics (2008)

2005

8. Autoregressive Approximations of Multiple Frequency I(1) Processes
   Economics Series, Institute for Advanced Studies
   Also in Economics Working Papers, European University Institute (2005)
9. Exploring the Carbon Kuznets Hypothesis
   Others, EconWPA View citations
10. On Aghion's and Blanchard's "On the Speed of Transition in Central Europe"
    Economics Series, Institute for Advanced Studies
11. On PPP, Unit Roots and Panels
    Economics Series, Institute for Advanced Studies View citations
    See also Journal Article in Empirical Economics (2008)
12. The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities
    Economics Series, Institute for Advanced Studies
13. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations
    Also in Economics Working Papers, European University Institute (2005) View citations

2004

14. CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations
    See also Journal Article in The Economics of Transition (2005)
15. Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP
    See also Journal Article in Journal of Empirical Finance (2009)
16. What's Really the Story with this Balassa-Samuelson Effect in the CEECs?
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations

2003

17. A Canonical Form for Unit Root Processes in the State Space Framework
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations
    Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2002) View citations
18. On Polynomial Cointegration in the State Space Framework
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations
19. The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations

2002

20. A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
21. Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft View citations
22. Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft
23. The CEEC10's Real Convergence Prospects
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Transition Economics Series, Institute for Advanced Studies (2001) View citations

2000

24. Estimating Cointegrated Systems Using Subspace Algorithms
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    See also Journal Article in Journal of Econometrics (2002)

1999

25. Bierens' and Johansen's Method - Complements or Substitutes?
    Economics Series, Institute for Advanced Studies View citations
26. Capital and Goods Market Integration and the Inequality of Nations
    Economics Series, Institute for Advanced Studies
27. VAR Cointegration in VARMA Models
    Economics Series, Institute for Advanced Studies View citations

Journal Articles

2009

1. Finite Sample Correction Factors for Panel Cointegration Tests
   Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 851-881
   See also Working Paper (2009)
2. Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
   Journal of Empirical Finance, 2009, 16, (2), 330-336
   See also Working Paper (2004)
3. Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure
   Computational Statistics & Data Analysis, 2009, 53, (6), 1954-1973

2008

4. On PPP, unit roots and panels
   Empirical Economics, 2008, 35, (2), 229-249 View citations
   See also Working Paper (2005)
5. The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?
   Resource and Energy Economics, 2008, 30, (3), 388-408 View citations
   See also Working Paper (2006)

2007

6. Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems
   Ecological Economics, 2007, 62, (3-4), 648-660 View citations
   See also Working Paper (2006)

2005

7. CEEC growth projections: Certainly necessary and necessarily uncertain
   The Economics of Transition, 2005, 13, (2), 341-372 View citations
   See also Working Paper (2004)
8. The Environmental Kuznets Curve: Exploring a Fresh Specification
   The B.E. Journal of Economic Analysis & Policy, 2005, contributions.4, (1) View citations

2004

9. A Comparison of Johansen's, Bierens' and the Subspace Algorithm Method for Cointegration Analysis
   Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 399-424
   See also Working Paper (2002)

2002

10. Estimating cointegrated systems using subspace algorithms
    Journal of Econometrics, 2002, 111, (1), 47-84 View citations
    See also Working Paper (2000)