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Details about Martin Wagner

Postal address:Martin Wagner Department of Economics and Finance Institute for Advanced Studies Stumpergasse 56 A-1060 Vienna, Austria
Workplace:Institut für Höhere Studien (IHS) (Institute for Advanced Studies), (more information at EDIRC)
Technische Universität Dortmund, Fakultät Statistik

Access statistics for papers by Martin Wagner.

Last updated 2017-07-02. Update your information in the RePEc Author Service.

Short-id: pwa66


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Working Papers

2014

  1. Monitoring Stationarity and Cointegration
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads

2011

  1. A Fixed-b Perspective on the Phillips-Perron Unit Root Tests
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Econometric Theory (2013)
  2. Cointegrating Polynomial Regressions
    Economics Series, Institute for Advanced Studies Downloads
  3. Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2014)
  4. Nonparametric Rank Tests for Non-stationary Panels
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Journal of Econometrics (2015)

2010

  1. Cointegration Analysis with State Space Models
    Economics Series, Institute for Advanced Studies Downloads View citations (2)
    See also Journal Article in AStA Advances in Statistical Analysis (2010)

2009

  1. Catching Growth Determinants with the Adaptive Lasso
    wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw Downloads View citations (2)
    Also in Economics Series, Institute for Advanced Studies (2008) Downloads View citations (2)

    See also Journal Article in German Economic Review (2012)
  2. Finite Sample Correction Factors for Panel Cointegration Tests
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)
  3. Growth Regressions, Principal Components and Frequentist Model Averaging
    Economics Series, Institute for Advanced Studies Downloads View citations (7)

2008

  1. Nonlinear Cointegration Analysis and the Environmental Kuznets Curve
    Economics Series, Institute for Advanced Studies Downloads View citations (3)

2007

  1. The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study
    Economics Series, Institute for Advanced Studies Downloads View citations (34)
    See also Journal Article in Econometric Reviews (2010)

2006

  1. Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems
    Economics Series, Institute for Advanced Studies Downloads View citations (2)
    See also Journal Article in Ecological Economics (2007)
  2. The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2004) Downloads View citations (18)

    See also Journal Article in Resource and Energy Economics (2008)

2005

  1. Autoregressive Approximations of Multiple Frequency I(1) Processes
    Economics Working Papers, European University Institute Downloads View citations (1)
    Also in Economics Series, Institute for Advanced Studies (2005) Downloads View citations (5)
  2. Exploring the Carbon Kuznets Hypothesis
    Others, EconWPA Downloads View citations (2)
  3. On Aghion's and Blanchard's "On the Speed of Transition in Central Europe"
    Economics Series, Institute for Advanced Studies Downloads
  4. On PPP, Unit Roots and Panels
    Economics Series, Institute for Advanced Studies Downloads View citations (5)
    See also Journal Article in Empirical Economics (2008)
  5. The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  6. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (7)
    Also in Economics Working Papers, European University Institute (2005) Downloads View citations (15)

    See also Journal Article in Econometric Reviews (2006)

2004

  1. CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (4)
    See also Journal Article in The Economics of Transition (2005)
  2. 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 Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2009)
  3. What's Really the Story with this Balassa-Samuelson Effect in the CEECs?
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (24)

2003

  1. A Canonical Form for Unit Root Processes in the State Space Framework
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (5)
    Also in Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2002) View citations (3)
  2. On Polynomial Cointegration in the State Space Framework
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (2)
  3. The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (4)

2002

  1. A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
  2. Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads View citations (6)
  3. Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management
    Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft Downloads
  4. The CEEC10's Real Convergence Prospects
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Transition Economics Series, Institute for Advanced Studies (2001) Downloads

2000

  1. Estimating Cointegrated Systems Using Subspace Algorithms
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (7)
    See also Journal Article in Journal of Econometrics (2002)

1999

  1. Bierens' and Johansen's Method - Complements or Substitutes?
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  2. Capital and Goods Market Integration and the Inequality of Nations
    Economics Series, Institute for Advanced Studies Downloads
  3. VAR Cointegration in VARMA Models
    Economics Series, Institute for Advanced Studies Downloads View citations (5)

Journal Articles

2017

  1. Cointegration in singular ARMA models
    Economics Letters, 2017, 155, (C), 39-42 Downloads
  2. Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software
    Statistical Papers, 2017, 58, (2), 555-556 Downloads

2016

  1. COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE
    Econometric Theory, 2016, 32, (05), 1289-1315 Downloads

2015

  1. Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2015, 235, (6), 642-662 Downloads
  2. Nonparametric rank tests for non-stationary panels
    Journal of Econometrics, 2015, 185, (2), 378-391 Downloads View citations (1)
    See also Working Paper (2011)
  3. The Environmental Kuznets Curve, Cointegration and Nonlinearity
    Journal of Applied Econometrics, 2015, 30, (6), 948-967 Downloads View citations (4)

2014

  1. Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
    Journal of Econometrics, 2014, 178, (2), 741-760 Downloads View citations (2)
    See also Working Paper (2011)

2013

  1. A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
    Econometric Theory, 2013, 29, (03), 609-628 Downloads View citations (9)
    See also Working Paper (2011)
  2. The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
    Swiss Journal of Economics and Statistics (SJES), 2013, 149, (IV), 445-492 Downloads View citations (6)

2012

  1. A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
    Econometric Theory, 2012, 28, (06), 1313-1349 Downloads View citations (3)
  2. Catching Growth Determinants with the Adaptive Lasso
    German Economic Review, 2012, 13, (1), 71-85 Downloads View citations (8)
    See also Working Paper (2009)
  3. The Phillips unit root tests for polynomials of integrated processes
    Economics Letters, 2012, 114, (3), 299-303 Downloads View citations (3)

2010

  1. Cointegration analysis with state space models
    AStA Advances in Statistical Analysis, 2010, 94, (3), 273-305 Downloads View citations (2)
    See also Working Paper (2010)
  2. The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
    Econometric Reviews, 2010, 29, (2), 182-223 Downloads View citations (43)
    See also Working Paper (2007)

2009

  1. Finite Sample Correction Factors for Panel Cointegration Tests
    Oxford Bulletin of Economics and Statistics, 2009, 71, (6), 851-881 Downloads View citations (1)
    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 Downloads View citations (2)
    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 Downloads View citations (2)

2008

  1. On PPP, unit roots and panels
    Empirical Economics, 2008, 35, (2), 229-249 Downloads View citations (10)
    See also Working Paper (2005)
  2. The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?
    Resource and Energy Economics, 2008, 30, (3), 388-408 Downloads View citations (101)
    See also Working Paper (2006)

2007

  1. Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems
    Ecological Economics, 2007, 62, (3-4), 648-660 Downloads View citations (47)
    See also Working Paper (2006)

2006

  1. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
    Econometric Reviews, 2006, 25, (1), 85-116 Downloads View citations (91)
    See also Working Paper (2005)

2005

  1. CEEC growth projections: Certainly necessary and necessarily uncertain
    The Economics of Transition, 2005, 13, (2), 341-372 Downloads View citations (17)
    See also Working Paper (2004)
  2. The Environmental Kuznets Curve: Exploring a Fresh Specification
    The B.E. Journal of Economic Analysis & Policy, 2005, 4, (1), 1-30 Downloads View citations (24)

2004

  1. 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 Downloads View citations (2)
    See also Working Paper (2002)

2002

  1. Disaggregated capital stock estimation for Austria - methods, concepts and results
    Applied Economics, 2002, 34, (1), 23-37 Downloads View citations (1)
  2. Estimating cointegrated systems using subspace algorithms
    Journal of Econometrics, 2002, 111, (1), 47-84 Downloads View citations (18)
    See also Working Paper (2000)
 
Page updated 2017-08-20