Talk by Martin Wagner on August 31, 2023 on “Testing Linear Cointegration Against Smooth Transition Cointegration” at the 75th European Meeting of the Econometric Society (ESEM 2023) in Barcelona, Spain.
Martin Wagner and his research team welcomed their partners from Bielefeld to a 3-day workshop for their joint GLASS project. The three days were filled with a highly intense agenda.
Plenary Talk by Martin Wagner on “Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States” on July 13, 2023 […]
Talk by Martin Wagner on May 27, 2023 on “Pseudo Maximum Likelihood Estimation for Multiple Frequency I(1) VARMA Processes: A State Space Approach” at the 10th Italian Congress of Econometrics […]
“Fully Modified Estimation and Inference for Systems of Cointegrating Polynomial Regressions” by Martin Wagner accepted for publication in Economics Letters.
Gerhard Rünstler (Monetary Policy Research, European Central Bank) holds a talk on “The Macroeconomic Impact of Euro Area Labour Market Reforms: Evidence from a Narrative Panel VAR” on Mon. May […]
“Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference” by Martin Wagner and Karsten Reichold has been published in Econometric Reviews.
Digitalisation is revolutionising every aspect of economics. Thanks to this transformation, companies can use innovative tools to generate data volumes in the googol byte range. They need state-of-the-art management science methods to ensure that insights potentially contained in the data can be used in a meaningful and purposeful way to achieve success. Experts specialising in this cross-sectional subject – which cuts across all areas of data science and economics – will receive academic training at the University of Klagenfurt from the winter semester of 2023/24.
Prof. Mathias Vetter (Department of Mathematics, Kiel University) holds a talk on “Jump Regressions Revisited” on Thu. May 11, 2023 at 4:00pm in N.1.43. Guests welcome! Abstract A relevant question […]
The School of Economics and Business (EF – Ekonomska Fakulteta) of the University of Ljubljana has awarded the two economics professors Paul Schweinzer and Martin Wagner the title of “full […]