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Estimating cointegrated systems using subspace algorithms
Bauer, Dietmar; Wagner, Martin - In: Journal of econometrics 111 (2002) 1, pp. 47-84
Persistent link: https://www.econbiz.de/10001703554
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Estimating cointegrated systems using subspace algorithms
Bauer, Dietmar; Wagner, Martin - In: Journal of econometrics 111 (2002) 1, pp. 47-84
Persistent link: https://www.econbiz.de/10006766960
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 178 (2014) 2, pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 185 (2015) 2, pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
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Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin; Grabarczyk, Peter; Hong, Seung Hyun - In: Journal of econometrics 214 (2020) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10012438321