Bernd Funovits
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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
372016
Identifiability of regular and singular multivariate autoregressive models from mixed frequency data
BDO Anderson, M Deistler, E Felsenstein, B Funovits, P Zadrozny, ...
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 184-189, 2012
202012
AR systems and AR processes: The singular case
M Deistler, A Filler, B Funovits
Communications in Information and Systems 11 (3), 225-236, 2011
172011
The full set of solutions of linear rational expectations models
B Funovits
Economics Letters 161, 47-51, 2017
42017
Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation
B Funovits
arXiv preprint arXiv:2002.04346, 2020
12020
The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models
B Funovits
arXiv preprint arXiv:2002.04369, 2020
12020
Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs
B Funovits
arXiv preprint arXiv:1910.04087, 2019
12019
Essays on identifiability and estimation in multivariate T time series analysis
B Funovits
uniwien, 2015
12015
Implications of stochastic singularity in linear multivariate rational expectations models
B Funovits
Vienna Economics Papers, 2014
12014
Analyticity properties of the decomposition of the spectral density matrix in the context of dynamic PCA
B Funovits
12009
Identifiability of Structural Singular Vector Autoregressive Models
B Funovits, A Braumann
Journal of Time Series Analysis, 2020
2020
All-Pass Functions for Mirroring Pairs of Complex-Conjugated Roots of Rational Matrix Functions
W Scherrer, B Funovits
arXiv preprint arXiv:2010.01598, 2020
2020
All-Pass Filters for Mirroring Pairs of Complex-Conjugated Roots of Rational Matrix Functions
W Scherrer, B Funovits
arXiv e-prints, arXiv: 2010.01598, 2020
2020
Generalized Dynamic Factor Models-The Single-and the Multifrequency Case
BDO Anderson, M Deistler, E Felsenstein, B Funovits, A Filler, W Chen, ...
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Artículos 1–14