Access Statistics for Martin Wagner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Canonical Form for Unit Root Processes in the State Space Framework 0 0 3 229 0 4 16 833
A Canonical Form for Unit Root Processes in the State Space Framework 0 0 0 89 0 0 1 509
A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis 0 0 0 271 1 2 5 706
A Fixed-b Perspective on the Phillips-Perron Unit Root Tests 0 0 0 119 0 0 11 293
Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes 0 0 0 172 0 0 3 679
Autoregressive Approximations of Multiple Frequency I(1) Processes 1 1 1 70 1 1 3 209
Autoregressive Approximations of Multiple Frequency I(1) Processes 1 1 1 93 1 3 5 645
Bierens' and Johansen's Method - Complements or Substitutes? 0 0 0 128 1 1 4 536
CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain 0 0 1 163 0 3 5 575
Capital and Goods Market Integration and the Inequality of Nations 0 0 0 39 0 0 1 230
Catching Growth Determinants with the Adaptive LASSO 0 1 1 100 2 7 15 326
Catching Growth Determinants with the Adaptive Lasso 1 1 2 115 3 8 12 371
Cointegrating Polynomial Regressions 1 2 3 156 1 8 14 319
Cointegration Analysis with State Space Models 1 1 2 276 1 2 7 531
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 2 4 335
Exploring the Carbon Kuznets Hypothesis 0 0 4 119 0 2 13 627
Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems 0 1 1 353 5 10 25 1,223
Finite Sample Correction Factors for Panel Cointegration Tests 0 2 2 67 2 6 13 245
Growth Regressions, Principal Components and Frequentist Model Averaging 0 2 4 211 1 7 14 530
Heterogeneity of Regional Growth in the European Union 0 0 1 84 3 10 21 187
Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions 0 0 0 141 0 4 14 304
Monitoring Stationarity and Cointegration 0 0 3 54 0 2 8 83
Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management 0 0 0 260 0 2 4 719
Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management 1 3 5 796 2 7 10 1,917
Nonlinear Cointegration Analysis and the Environmental Kuznets Curve 1 1 7 349 2 5 16 757
Nonparametric Rank Tests for Non-stationary Panels 0 0 2 159 1 3 14 300
On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" 0 0 1 181 0 2 4 705
On PPP, Unit Roots and Panels 0 1 1 504 1 5 11 1,324
On Polynomial Cointegration in the State Space Framework 1 1 1 198 1 6 9 691
The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions 0 3 13 73 0 6 31 89
The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities 0 0 2 269 1 9 11 791
The CEEC10's Real Convergence Prospects 0 0 1 161 1 5 8 442
The CEEC10's Real Convergence Prospects 0 0 1 108 1 5 7 2,045
The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? 0 0 2 369 1 7 17 1,169
The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? 0 1 2 250 1 3 14 917
The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study 0 1 1 836 1 3 12 1,885
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 0 0 2 258 0 2 13 601
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 0 0 3 703 2 4 14 1,689
The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study 0 0 2 177 0 2 7 599
VAR Cointegration in VARMA Models 0 0 1 250 6 9 12 774
What's Really the Story with this Balassa-Samuelson Effect in the CEECs? 0 0 0 322 2 4 9 804
Total Working Papers 8 23 76 9,401 45 171 437 28,514


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Johansen's, Bierens' and the Subspace Algorithm Method for Cointegration Analysis 0 0 0 34 0 1 2 215
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 0 15 0 2 3 44
A cointegrating polynomial regression analysis of the material kuznets curve hypothesis 0 1 2 3 0 1 11 13
CEEC growth projections: Certainly necessary and necessarily uncertain 0 0 1 37 0 1 3 190
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE 0 1 6 14 1 4 19 41
Catching Growth Determinants with the Adaptive Lasso 0 0 1 21 0 3 5 78
Cointegration analysis with state space models 0 0 0 41 0 2 8 115
Cointegration in singular ARMA models 0 0 1 7 0 2 6 26
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 2 4 0 2 8 33
Disaggregated capital stock estimation for Austria - methods, concepts and results 0 0 0 115 0 0 0 325
Estimating cointegrated systems using subspace algorithms 0 0 2 60 0 3 7 181
Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems 0 0 4 105 0 2 16 316
Finite Sample Correction Factors for Panel Cointegration Tests* 0 0 0 32 0 1 3 135
Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging 2 2 2 12 2 6 10 57
Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach 0 1 5 5 2 6 16 16
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions 0 0 5 35 2 8 18 122
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 0 0 0 6 0 1 1 18
Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management 0 0 1 112 0 0 4 323
Nonparametric rank tests for non-stationary panels 0 0 3 29 1 2 10 100
On PPP, unit roots and panels 0 0 0 60 0 2 8 168
The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach 0 0 2 57 4 7 18 291
The Environmental Kuznets Curve, Cointegration and Nonlinearity 0 2 4 25 0 3 10 83
The Environmental Kuznets Curve: Exploring a Fresh Specification 0 0 5 215 0 5 27 770
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study 0 0 5 123 0 1 13 321
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 1 1 8 150 3 6 30 400
The Phillips unit root tests for polynomials of integrated processes 0 0 0 27 0 0 8 75
The Phillips unit root tests for polynomials of integrated processes revisited 0 1 3 3 0 3 11 11
The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? 1 3 15 169 3 10 40 535
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 1 23 1 5 10 94
Total Journal Articles 4 12 78 1,539 19 89 325 5,096
1 registered items for which data could not be found


Statistics updated 2019-12-03