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Issue Date	Title	Author(s)
2023	Essays in time series econometrics	Jentsch, Carsten; Reichold, Karsten; Wagner, Martin; Demetrescu, Matei
2021	Essays on cointegration analysis in the state space framework	Wagner, Martin; Matuschek, Lukas; Krämer, Walter
2020-10-01	Limit theorems for locally stationary processes	Kawka, Rafael
2020	Pseudo maximum likelihood estimation of cointegrated multiple frequency I(1) VARMA processes using the state space framework	Wagner, Martin; Ribeiro, Patrick de Matos; Krämer, Walter
2017	Essays on cointegrating polynomial regressions with applications to the EKC	Wagner, Martin; Grabarczyk, Peter; Krämer, Walter; Hillebrand, Eric
2017	In search of Q: results on identification in structural vector autoregressive models	Wagner, Martin; Uhrin, Gábor B.; Krämer, Walter
2009-12-01T13:56:50Z	Optimal estimation of nonlinear functions of distribution parameters	Trenkler, Götz; Moya, Ana; Krämer, W.
2003-07-24	Modellierung von Kapitalmarktrenditen mittels asymmetrischer GARCH-Modelle	Krämer, Walter; Schoffer, Olaf; Trenkler, Götz