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 0 89 1 2 8 517
A Canonical Form for Unit Root Processes in the State Space Framework 0 1 3 232 0 2 7 840
A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis 0 0 1 272 0 0 7 712
A Fixed-b Perspective on the Phillips-Perron Unit Root Tests 0 0 1 120 0 4 18 311
Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes 0 0 1 173 0 1 3 682
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 1 70 0 0 2 210
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 2 94 1 1 6 650
Bierens' and Johansen's Method - Complements or Substitutes? 0 0 0 128 0 0 4 539
CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain 0 1 1 164 0 3 8 583
Capital and Goods Market Integration and the Inequality of Nations 0 0 0 39 0 0 1 231
Catching Growth Determinants with the Adaptive LASSO 0 0 2 102 4 8 24 348
Catching Growth Determinants with the Adaptive Lasso 0 0 1 115 0 3 7 375
Cointegrating Polynomial Regressions 0 0 2 157 0 1 5 323
Cointegration Analysis with State Space Models 0 0 1 276 1 1 8 538
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 0 0 335
Exploring the Carbon Kuznets Hypothesis 0 0 0 119 0 2 9 636
Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems 0 1 2 355 1 4 15 1,233
Finite Sample Correction Factors for Panel Cointegration Tests 0 0 0 67 0 3 10 253
Growth Regressions, Principal Components and Frequentist Model Averaging 0 0 0 211 0 2 7 536
Heterogeneity of Regional Growth in the European Union 0 0 1 85 1 3 29 213
Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions 0 0 1 142 0 1 14 318
Monitoring Stationarity and Cointegration 0 1 4 58 0 4 12 95
Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management 0 0 3 263 0 2 9 728
Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management 0 0 3 798 0 1 6 1,921
Nonlinear Cointegration Analysis and the Environmental Kuznets Curve 0 0 5 353 4 7 23 778
Nonparametric Rank Tests for Non-stationary Panels 1 1 2 161 1 1 13 312
On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" 0 0 0 181 2 4 5 710
On PPP, Unit Roots and Panels 0 1 3 507 0 4 18 1,341
On Polynomial Cointegration in the State Space Framework 0 0 2 199 0 0 4 694
The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions 1 1 7 80 2 8 34 123
The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities 0 0 0 269 0 0 4 794
The CEEC10's Real Convergence Prospects 0 0 0 161 1 4 11 452
The CEEC10's Real Convergence Prospects 0 0 0 108 1 2 6 2,050
The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? 0 0 3 372 0 4 19 1,187
The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? 0 0 1 251 0 3 21 937
The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study 0 0 1 837 0 2 8 1,892
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 1 3 6 709 1 3 15 1,702
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 0 1 2 260 1 4 13 614
The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study 0 0 0 177 0 0 3 602
VAR Cointegration in VARMA Models 0 0 1 251 1 2 17 785
What's Really the Story with this Balassa-Samuelson Effect in the CEECs? 1 2 2 324 1 2 4 806
Total Working Papers 4 13 65 9,458 24 98 437 28,906


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 0 2 217
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 0 15 0 0 4 48
A cointegrating polynomial regression analysis of the material kuznets curve hypothesis 0 0 3 6 0 0 4 17
CEEC growth projections: Certainly necessary and necessarily uncertain 0 0 0 37 0 0 3 193
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE 0 0 3 17 1 2 16 56
Catching Growth Determinants with the Adaptive Lasso 0 0 0 21 0 1 4 82
Cointegration analysis with state space models 0 0 0 41 1 1 8 123
Cointegration in singular ARMA models 0 0 1 8 1 1 11 37
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis 0 0 2 6 1 2 8 41
Disaggregated capital stock estimation for Austria - methods, concepts and results 0 0 0 115 0 0 5 330
Economic forecasting: editors’ introduction 0 0 0 0 0 3 11 11
Estimating cointegrated systems using subspace algorithms 0 1 1 61 0 1 4 185
Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems 0 0 3 108 0 2 13 329
Finite Sample Correction Factors for Panel Cointegration Tests* 0 0 0 32 0 1 4 139
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions 0 0 1 1 3 4 9 9
Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging 0 2 4 14 0 2 9 64
Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach 0 0 3 8 1 3 20 34
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions 0 1 4 39 0 1 20 140
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 1 2 8 0 2 5 23
Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management 0 0 7 119 1 2 14 337
Nonparametric rank tests for non-stationary panels 0 0 0 29 0 1 13 112
On PPP, unit roots and panels 0 0 0 60 0 1 6 174
The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach 0 1 2 59 3 5 15 302
The Environmental Kuznets Curve, Cointegration and Nonlinearity 0 0 5 30 0 0 9 92
The Environmental Kuznets Curve: Exploring a Fresh Specification 0 0 6 221 2 4 30 800
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study 0 1 5 128 1 4 14 335
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study 1 3 7 156 4 7 19 416
The Phillips unit root tests for polynomials of integrated processes 0 0 1 28 0 0 2 77
The Phillips unit root tests for polynomials of integrated processes revisited 0 1 2 5 0 1 4 15
The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? 1 2 8 176 4 9 36 568
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 3 26 0 0 6 99
Total Journal Articles 2 13 73 1,608 23 60 328 5,405


Statistics updated 2020-11-03