Martin Wagner

Economics and Econometrics · 2000–2015

A researcher in the Science corpus: 9 papers; trusts 60 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

Whom Martin Wagner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. Pedroni
  2. In Choi
  3. Peter C. B. Phillips
  4. Joon Y. Park
  5. Yoosoon Chang
  6. J. Breitung
  7. Jushan Bai
  8. K. Hadri
  9. Michael Jansson
  10. Rolf Larsson

Who trusts Martin Wagner overall

  1. Olimpia Neagu
  2. Alexandra Leitão
  3. N. Aslanidis
  4. Kuan-Min Wang
  5. James B. Ang
  6. Z. Mrabet
  7. Georg Müller-Fürstenberger
  8. David I. Stern
  9. Mehdi Ben Jebli
  10. Zsuzsanna Csereklyei

Papers from Martin Wagner's perspective

Ordered by how strongly the researchers Martin Wagner trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  2. Testing For A Unit Root In Panels With Dynamic Factors
  3. Unit root tests in panel data: asymptotic and finite-sample properties
  4. Testing for unit roots in heterogeneous panels
  5. Unit root tests for panel data
  6. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
  7. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. A PANIC Attack on Unit Roots and Cointegration
  10. Determining the Number of Factors in Approximate Factor Models

Their papers