Martin Wagner

Available identifiers

zbMath Open wagner.martin-franz-xaverMaRDI QIDQ429159

List of research outcomes

Publication	Date of Publication	Type
Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions	2023-09-12	Paper
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	2023-07-25	Paper
https://portal.mardi4nfdi.de/entity/Q5215709	2020-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q5215724	2020-02-13	Paper
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions	2019-12-19	Paper
The Phillips unit root tests for polynomials of integrated processes revisited	2019-03-11	Paper
Elastic deformation of twinned microstructures	2019-01-09	Paper
Cointegration analysis with state space models	2018-12-19	Paper
Cointegration in singular ARMA models	2018-09-12	Paper
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis	2017-12-01	Paper
Book review of: J. Casals et al., State-space methods for time series analysis. Theory, applications and software	2017-06-27	Paper
COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE	2017-04-28	Paper
Nonparametric rank tests for non-stationary panels	2015-05-06	Paper
Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions	2014-08-07	Paper
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES	2014-02-24	Paper
A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS	2013-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q2845288	2013-08-22	Paper
The genuine Bernstein-Durrmeyer operators and quasi-interpolants	2012-11-19	Paper
The Phillips unit root tests for polynomials of integrated processes	2012-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3584692	2010-08-30	Paper
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study	2010-04-23	Paper
Using subspace algorithm cointegration analysis: simulation performance and application to the term structure	2010-03-30	Paper
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study	2006-05-22	Paper
Estimating cointegrated systems using subspace algorithms	2003-04-09	Paper
https://portal.mardi4nfdi.de/entity/Q2725676	2001-10-28	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Martin Wagner