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Sie sind hier:

Prof. Dr. Martin Wagner

Ökonometrie und Statistik

Kontakt

Martin Wagner
Mathematik,
Raum 924
0231 755 - 3174
Fakultät Statistik
Technische Universität Dortmund
44221 Dortmund


Sprechstunde

  • Mittwoch 10:00 - 12:00 Uhr (nur nach vorheriger Vereinbarung)
  • In der vorlesungsfreien Zeit nach Vereinbarung

 

Aktuelle Diskussionspapiere

  • M. Wagner and A. Zeileis. Heterogeneity and Regional Growth in the EU: A Recursive Partitioning Approach. [DOI]
  • O. Stypka, P. Grabarczyk, R. Kawka and M. Wagner. "Linear" Fully Modified OLS Estimation of Cointegrating Polynomial Regressions. [DOI].
  • M. Wagner and P. Grabarczyk. The Environmental Kuznets Curve for Carbon Dioxide Emissions: A Seemingly Unrelated Cointegrating Polynomial Regressions Approach. [DOI].
  • M. Frondel, P. Grabarczyk and M. Wagner. Integrated Modified OLS Estimation for Cointegrating Polynomial Regressions - With an Application to the Environmental Kuznets Curve for CO2 Emissions. [DOI].
  • M. Frondel, P. Grabarczyk, S. Sommer and M. Wagner. A Cointegrating Polynomial Regression Analysis of the Material Kuznets Curve Hypothesis. [DOI].
  • M. Frondel, C. Vance and M. Wagner. Cycling on the extensive and intensive margin: The role of paths and prices. [DOI]
  • L. Linnemann, G. Uhrin and M. Wagner. Government Spending Shocks and Labor Productivity. [DOI]
  • M. Wagner and D. Wied. Monitoring Stationarity and Cointegration. [DOI]
  • T. J. Vogelsang and M. Wagner. An Integrated Modified OLS RESET Test for Cointegrating Regressions. [DOI]

2016

  • M. Wagner and S. H. Hong. Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Econometric Theory, vol. 32 no. 5, pages 1289-1315, 2016. [DOI]

2015

  • P. Aschersleben, M. Wagner and D. Wied. Monitoring Euro Area Real Exchange Rates. In A. Steland, E. Rafajłowicz and K. Szajowski, editors, Stochastic Models, Statistics and Their Applications, volume 122 of Springer Proceedings in Mathematics & Statistics, pages 363-370. Springer International Publishing, 2015. [DOI]
  • P. L. Pedroni, T. J. Vogelsang, M. Wagner and J. Westerlund. Nonparametric Rank Tests for Non-Stationary Panels. Journal of Econometrics, vol. 185 no. 2, pages 378-391, 2015. [DOI]
  • M. Wagner. The Environmental Kuznets Curve, Cointegration and Nonlinearity. Journal of Applied Econometrics, vol. 30 no. 6, pages 948-967, 2015. [DOI]
  • M. Wagner and J. Hlouskova. Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging. Journal of Economics and Statistics, vol. 235 no. 6, pages 642-662, 2015.

2014

  • T. J. Vogelsang and M. Wagner. Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Journal of Econometrics, vol. 178 no. 2, pages 741-760, 2014. [DOI]

2013

  • J. Hlouskova and M. Wagner. The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach. Swiss Journal of Economics and Statistics (SJES), vol. 149 no. IV, pages 445-492, 2013.
  • T. J. Vogelsang and M. Wagner. A Fixed-b Perspective on the Phillips-Perron Tests. Econometric Theory, vol. 29 no. 3, pages 609-628, 2013. [DOI]

2012

  • D. Bauer and M. Wagner. A State Space Canonical Form for Unit Root Processes. Econometric Theory, vol. 28 no. 6, pages 1319-1349, 2012. [DOI]
  • U. Schneider and M. Wagner. Catching Growth Determinants with the Adaptive Lasso. German Economic Review, vol. 13 no. 1, pages 71-85, 2012. [DOI]
  • M. Wagner. The Phillips Unit Root Tests for Polynomials of Integrated Processes. Economics Letters, vol. 114 no. 3, pages 299-303, 2012. [DOI]

2010

  • M. Wagner. Cointegration Analysis with State Space Models. AStA Advances in Statistical Analysis, vol. 94 no. 3, pages 273-305, 2010. [DOI]

2009

  • A. Banerjee and M. Wagner. Panel Methods to Test for Unit Roots and Cointegration, chapter 13, pages 632-726. Palgrave Macmillan, 2009. [DOI]
  • D. Bauer and M. Wagner. Using Subspace Algorithm Cointegration Analysis: Simulation Performance and Application to the Term Structure. Computational Statistics and Data Analysis, vol. 53 no. 6, pages 1954-1973, 2009. [DOI]
  • J. Hlouskova, K. Schmidheiny and M. Wagner. Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management. Journal of Empirical Finance, vol. 16 no. 2, pages 330-336, 2009. [DOI]
  • J. Hlouskova and M. Wagner. Finite Sample Correction Factors for Panel Cointegration Tests. Oxford Bulletin of Economics and Statistics, vol. 71 no. 6, pages 851-881, 2009. [DOI]
  • M. Wagner and J. Hlouskova. The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. Econometric Reviews, vol. 29 no. 2, pages 182-223, 2009. [DOI]