Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 0 0 0 215
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 0 0 0 658
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 0 1 342
Persistence-robust Granger causality testing 0 0 2 215 0 0 4 500
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 0 0 1 797
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 0 0 2 278
Total Working Papers 0 0 2 806 0 0 8 2,790


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 1 1 1 19 1 1 3 61
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 1 1 2 35
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 1 37 0 0 1 148
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 0 0 1 72
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 0 0 0 124
Estimating cointegrated systems using subspace algorithms 0 1 5 73 0 1 6 210
Persistence-robust surplus-lag Granger causality testing 0 2 5 42 0 7 15 161
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 0 1 2 28
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 1 27 0 0 1 105
Total Journal Articles 1 4 13 262 2 11 31 944


Statistics updated 2025-08-05