Anderson, Brian D.O.

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Number of items: 5.

Article in Academic Journal

Anderson, Brian D.O.; Deistler, Manfred and Dufour, Jean-Marie (2019) On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling. Journal of Time Series Analysis, 40 (1), pp. 102-123.

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.

Anderson, Brian D.O.; Deistler, Manfred; Chen, Weitian and Filler, Alexander (2012) Autoregressive models of singular spectral matrices. Automatica, 48 (11), pp. 2843-2849.

This list was generated on Wed Jun 3 23:07:50 2020 CEST.