EconPapers    
Economics at your fingertips  
 

Details about Dietmar Bauer

E-mail:
Homepage:http://www.wiwi.uni-bielefeld.de/lehrbereiche/statoekoinf/oeko/
Workplace:Fakultät für Wirtschaftswissenschaften (Faculty of Economics and Business Administration), Universität Bielefeld (University of Bielefeld), (more information at EDIRC)

Access statistics for papers by Dietmar Bauer.

Last updated 2017-03-10. Update your information in the RePEc Author Service.

Short-id: pba1445


Jump to Journal Articles

Working Papers

2010

  1. Persistence-robust Granger causality testing
    Working Papers, University of Guelph, Department of Economics and Finance Downloads View citations (2)

2005

  1. Autoregressive Approximations of Multiple Frequency I(1) Processes
    Economics Series, Institute for Advanced Studies Downloads View citations (7)
    Also in Economics Working Papers, European University Institute (2005) Downloads View citations (3)

2004

  1. Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Econometric Theory (2008)

2000

  1. Estimating Cointegrated Systems Using Subspace Algorithms
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (7)
    See also Journal Article in Journal of Econometrics (2002)

1999

  1. Variances of Population Projections: Comparison of Two Approaches
    Working Papers, International Institute for Applied Systems Analysis Downloads

Journal Articles

2012

  1. A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
    Econometric Theory, 2012, 28, (6), 1313-1349 Downloads View citations (11)
  2. Persistence-robust surplus-lag Granger causality testing
    Journal of Econometrics, 2012, 169, (2), 293-300 Downloads View citations (24)

2009

  1. ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES
    Econometric Theory, 2009, 25, (2), 571-582 Downloads View citations (4)
  2. Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
    Journal of Multivariate Analysis, 2009, 100, (3), 397-421 Downloads
  3. Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure
    Computational Statistics & Data Analysis, 2009, 53, (6), 1954-1973 Downloads View citations (2)

2008

  1. USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS
    Econometric Theory, 2008, 24, (4), 1063-1092 Downloads View citations (1)
    See also Working Paper (2004)

2005

  1. Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs
    Journal of Time Series Analysis, 2005, 26, (5), 631-668 Downloads View citations (7)
  2. ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
    Econometric Theory, 2005, 21, (1), 181-211 Downloads View citations (13)

2002

  1. Estimating cointegrated systems using subspace algorithms
    Journal of Econometrics, 2002, 111, (1), 47-84 Downloads View citations (20)
    See also Working Paper (2000)
 
Page updated 2021-02-26