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The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Hlouskova, Jaroslava; Wagner, Martin - In: Econometric reviews 25 (2006) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10006871609
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A Comparison of Johansen's, Bierens' and the Subspace Algorithm Method for Cointegration Analysis
Wagner, Martin - In: Oxford bulletin of economics and statistics 66 (2004) 3, pp. 399-424
Persistent link: https://www.econbiz.de/10006428941
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Cointegration analysis with state space models
Wagner, Martin - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 94 (2010) 3, pp. 273-306
Persistent link: https://www.econbiz.de/10008706523
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A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
Vogelsang, Timothy J.; Wagner, Martin - In: Econometric theory 29 (2012) 3, pp. 609-628
Persistent link: https://www.econbiz.de/10010120923
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Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems
Müller-Fürstenberger, Georg; Wagner, Martin - In: Ecological economics : the transdisciplinary journal of … 62 (2007) 3, pp. 648-660
Persistent link: https://www.econbiz.de/10007730154
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Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-336
Persistent link: https://www.econbiz.de/10008172655
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Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 146-158
Persistent link: https://www.econbiz.de/10008349860
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Finite Sample Correction Factors for Panel Cointegration Tests
Hlouskova, Jaroslava; Wagner, Martin - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 851-882
Persistent link: https://www.econbiz.de/10008320722
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The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?
Wagner, Martin - In: Resource and energy economics 30 (2008) 3, pp. 388-408
Persistent link: https://www.econbiz.de/10008065237
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On PPP, unit roots and panels
Wagner, Martin - In: Empirical economics : a journal of the Institute for … 35 (2008) 2, pp. 229-250
Persistent link: https://www.econbiz.de/10008096269