Fakultät Statistik
Technische Universität Dortmund
44221 Dortmund
Sprechstunde
Mittwoch 10:00 - 12:00 Uhr und nach vorheriger Vereinbarung per E-Mail
Aktuelle Diskussionspapiere
K. Reichold and M. Wagner. Panel Cointegrating Polynomial Regressions: Group-Mean Fully Modified OLS Estimation and Inference. [DOI]
R. M. de Jong and M. Wagner. Panel Cointegrating Polynomial Regression Analysis and the Environmental Kuznets Curve. [DOI]
O. Stypka and M. Wagner. The Phillips Unit Root Tests for Polynomials of Integrated Processes. [DOI]
J. Reynolds, L. Sögner, M. Wagner and D. Wied. Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets.[DOI]
E. Naevdal and M.Wagner. The Speed of Transition Revisited.[DOI]
M. Deistler and M. Wagner. Cointegration in Singular ARMA Models.[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, 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]