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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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On the structure of cointegration
Deistler, Manfred; Wagner, Martin - In: Optimization, dynamics, and economic analysis : essays …, (pp. 368-374). 2000
Persistent link: https://www.econbiz.de/10001497188
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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 - 2004
Persistent link: https://www.econbiz.de/10002482836
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Bargaining and budget making in Illinois public institutions
Derber, Milton; Jennings, Ken; McAndrew, Ian - In: ILR review : the journal of work and policy 27 (1973/74) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10002078457
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Bargaining and budget making in Illinois public institutions
Derber, Milton; Jennings, Ken; McAndrew, Ian - In: Public sector labor relations : analysis and readings, (pp. 345-358). 1977
Persistent link: https://www.econbiz.de/10002078464
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Asymptotic properties of pseudo maximum likelihood estimates for multiple frequency I(1) processes
Bauer, Dietmar (contributor); Wagner, Martin (contributor) - 2002
Persistent link: https://www.econbiz.de/10002601551
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Multistep predictions from multivariate ARMA-GARCH : models and their value for portfolio management
Hlouskova, Jaroslava (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10002601610
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CEEC growth projections : certainly necessary and necessarily uncertain
Wagner, Martin (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002603346
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What's really the story with this Balassa-Samuelson effect in the CEECs?
Wagner, Martin (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002603359
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The performance of subspace algorithm cointegration analysis : a simulation study
Bauer, Dietmar (contributor); Wagner, Martin (contributor) - 2003
Persistent link: https://www.econbiz.de/10002604403