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Estimation of VAR systems from mixed-frequency data : the stock and the flow case
Koelbl, Lukas; Braumann, Alexander; Felsenstein, Elisabeth - In: Dynamic factor models, (pp. 43-73). 2016
Persistent link: https://www.econbiz.de/10011448655
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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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Identification of multivariate state-space systems
Ribarits, Thomas; Deistler, Manfred - In: Adaptive information systems and modelling in economics …, (pp. 233-241). 2005
Persistent link: https://www.econbiz.de/10003320091
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Factor models for multivariate time series
Hamann, Eva; Deistler, Manfred; Scherrer, Wolfgang - In: Adaptive information systems and modelling in economics …, (pp. 243-251). 2005
Persistent link: https://www.econbiz.de/10003320096
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The structure of generalized linear dynamic factor models
Deistler, Manfred; Scherrer, Wolfgang; Anderson, Brian D. O. - In: Empirical economic and financial research : theory, …, (pp. 379-400). 2015
Persistent link: https://www.econbiz.de/10010490088