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On the linear stochastic model in population dynamics

Deistler, Manfred; Feichtinger, Gustav - In: Bulletin of the International Statistical Institute 45 (1973) 1, pp. 301-308

Persistent link: https://www.econbiz.de/10002072124

Origin of cyclical fluctuations in econometric models : paper submitted to the European Meeting of the Econometric Society in Budapest

Deistler, Manfred; Schleicher, Stefan - 1972

Persistent link: https://www.econbiz.de/10001951404

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

Geschichte und Perspektiven der Ökonometrie

Deistler, Manfred - In: RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung 50 (1999) 3, pp. 109-127

Persistent link: https://www.econbiz.de/10001433548

System identification by dynamic factor models

Heij, Christiaan; Scherrer, Wolfgang; Deistler, Manfred - 1998

Persistent link: https://www.econbiz.de/10000977638

System identification by dynamic factor models

Heij, Christiaan - 1995

Persistent link: https://www.econbiz.de/10000904952

Identification of Factor Models for Forecasting Returns

Deistler, Manfred - 2010

A data-driven approach for forecasting returns of asset prices is introduced. Special emphasis is given to data-driven specification and to dimension reduction. Specification is performed by a modified AIC, BIC-based An-algorithm. Quasi-static principal component analysis, quasi-static factor...

Persistent link: https://www.econbiz.de/10012761974

Interview mit Manfred Deistler

Deistler, Manfred (interviewee); Krämer, Walter (interviewer) - In: Wirtschafts- und sozialstatistisches Archiv : eine … 15 (2021) 2, pp. 139-147

Persistent link: https://www.econbiz.de/10012615244

Generic Identifiability for REMIS : The Case of Cointegrated Unit Root VAR

Gersing, Philipp; Sögner, Leopold; Deistler, Manfred - 2022

The ``REtrieval from MIxed Sampling'' (REMIS) approach based on blocking developed in Anderson et al. (2016) is concerned with retrieving an underlying high frequency model from mixed frequency observations. In this paper we investigate parameter-identifiability in the Johansen (1995) vector...

Persistent link: https://www.econbiz.de/10013293633

Multivariate AR systems and mixed frequency data : G-identifiability and estimation

Anderson, Brian D. O.; Deistler, Manfred; Felsenstein, … - In: Econometric theory 32 (2016) 4, pp. 793-826

Persistent link: https://www.econbiz.de/10011644205