Anderson, Brian D.O.
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Article in Academic Journal
Anderson, Brian D.O., Deistler, Manfred and Dufour, Jean-Marie (2018) On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling. Journal of Time Series Analysis. (Published before print)
Deistler, Manfred, Koelbl, Lukas and Anderson, Brian D.O. (2017) Non-identifiability of VMA and VARMA systems in the mixed frequency case. Econometrics and Statistics, 4, pp. 31-38.
Anderson, Brian D.O., Deistler, Manfred, Felsenstein, Elisabeth, Funovits, Bernd, Koelbl, Lukas and Zamani, Mohsen (2016) Multivariate AR Systems and mixed Frequency Data: G-Identifiability and Estimation. Econometric Theory, 32 (4), pp. 793-826.
Anderson, Brian D.O., Deistler, Manfred, Felsenstein, Elisabeth and Koelbl, Lukas (2016) The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case. Journal of Econometrics, 192 (2), pp. 366-373.