Multivariate AR systems and mixed frequency data: G-identifiability and estimation BDO Anderson, M Deistler, E Felsenstein, B Funovits, L Koelbl, M Zamani Econometric Theory 32 (4), 793-826, 2016 | 45 | 2016 |
The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case BDO Anderson, M Deistler, E Felsenstein, L Koelbl Journal of Econometrics 192 (2), 366-373, 2016 | 30 | 2016 |
Non-Identifiability of VMA and VARMA Systems in the Mixed Frequency Case M Deistler, L Koelbl, BDO Anderson Econometrics and Statistics, 2017 | 10 | 2017 |
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case L Koelbl, A Braumann, E Felsenstein, M Deistler Dynamic Factor Models, 43-73, 2016 | 9 | 2016 |
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case', Dynamic Factor Models (Advances in Econometrics, Volume 35) L Koelbl, A Braumann, E Felsenstein, M Deistler Emerald Group Publishing Limited, 2016 | 9* | 2016 |
VAR Systems: g-Identifiability and Asymptotic Properties of Parameter Estimates for the Mixed-Frequency Case L Kölbl Vienna University of Technology, 2015 | 7 | 2015 |
A new approach for estimating VAR systems in the mixed-frequency case L Koelbl, M Deistler Statistical Papers, 1-10, 2018 | 4 | 2018 |
Econometrics and Statistics M Deistler, L Koelbl, BDO Anderson | | 2016 |