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Almost sure bounds on the estimation error for OLS estimators when the regressors include certain MFI(1) processes
Bauer, Dietmar - In: Econometric theory 25 (2009) 2, pp. 571-582
Persistent link: https://www.econbiz.de/10003818369
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Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar - In: Econometric theory 24 (2008) 4, pp. 1063-1092
Persistent link: https://www.econbiz.de/10003736860
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A state space canonical form for unit root processes
Bauer, Dietmar; Wagner, Martin - In: Econometric theory 28 (2012) 6, pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo; Archontakis, F.; Bauer, D.; Wagner, M.; … - In: Econometric theory 23 (2007) 3, pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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THE ET INTERVIEW: PROFESSOR MANFRED DEISTLER: Interviewed by Benedikt M. Pötscherfnr rid="fn1">fn id="fn1">The interviewer is at the University of Vienna.
Pötscher, Benedikt M.; Akaike, H.; Anderson, T.W.; Aoki, M. - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10007732415