Deistler, Manfred

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. https://doi.org/10.1111/jtsa.12430

Scherrer, Wolfgang and Deistler, Manfred (2019) Vector autoregressive moving average models. In: Rao, C.R., (ed.) Handbook of Statistics: Conceptual Econometrics Using R. Handbook of Statistics, 41. Oxford: North Holland/Elsevier, pp. 145-191. https://doi.org/10.1016/bs.host.2019.01.004

Deistler, Manfred and Scherrer, Wolfgang (2018) Modelle der Zeitreihenanalyse. Mathematik Kompakt. Basel: Birkhäuser (Springer). 159 p. https://doi.org/10.1007/978-3-319-68664-6

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. https://doi.org/10.1016/j.ecosta.2016.11.006

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. https://doi.org/10.1017/S0266466615000043

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. https://doi.org/10.1016/j.jeconom.2016.02.004

Koelbl, Lukas; Braumann, Alexander; Felsenstein, Elisabeth and Deistler, Manfred (2016) Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case. Advances in Econometrics, 35, pp. 43-73. https://doi.org/10.1108/S0731-905320150000035002

Anderson, Brian D.O.; Deistler, Manfred; Chen, Weitian and Filler, Alexander (2012) Autoregressive models of singular spectral matrices. Automatica, 48 (11), pp. 2843-2849. https://doi.org/10.1016/j.automatica.2012.05.047

Hannan, E.J. and Deistler, Manfred (2012) The Statistical Theory of Linear Systems. Classics in Applied Mathematics 70. Philadelphia: siam, Society for Industrial and Applied Mathematics. 380 p.

Chen, Weitian; Anderson, Brian D.O.; Deistler, Manfred and Filler, Alexander (2011) Solutions of Yule‐Walker equations for singular AR processes. Journal of Time Series Analysis, 32 (5), pp. 531-538. https://doi.org/10.1111/j.1467-9892.2010.00711.x

Deistler, Manfred; Anderson, Brian D.O.; Filler, Alexander; Zinner, Ch. and Chen, Weitan (2010) Generalized Linear Dynamic Factor Models: An Approach via Singular Autoregressions. European Journal of Control, 16 (3), pp. 211-224. https://doi.org/10.3166/ejc.16.211-224

Scherrer, Wolfgang and Deistler, Manfred (1998) A Structure Theory for Linear Dynamic Errors-in-Variables Models. SIAM Journal on Control and Optimization, 36 (6), pp. 2148-2175. https://doi.org/10.1137/S0363012994262464

Anderson, Brian D.O.; Deistler, Manfred; Farina, L. and Benvenuti, L. (1996) Nonnegative realization of a linear system with nonnegative impulse response. IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications, 43 (2), pp. 134-142. https://doi.org/10.1109/81.486435

Deistler, Manfred; Peternell, K. and Scherrer, Wolfgang (1995) Consistency and relative efficiency of subspace methods. Automatica, 31 (12), pp. 1865-1875. https://doi.org/10.1016/0005-1098%2895%2900089-6

Deistler, Manfred (1985) General Structure and Parametrization of ARMA and State Space Systems and its Relation to Statistical Problems. In: Hannan, E.J.; Krishnaiah, P.R. and Rao, M.M., (eds.) Handbook of Statistics. 5. Amsterdam: North Holland, pp. 257-277.

Deistler, Manfred and Pötscher, B. M. (1984) The behaviour of the likelihood function for ARMA models. Advances in Applied Probability, 16 (4), pp. 843-866. https://doi.org/10.2307/1427343

Anderson, Brian D.O. and Deistler, Manfred (1984) Identifiability in Dynamic Errors-in-Variables Models. Journal of Time Series Analysis, 5 (1), pp. 1-13. https://doi.org/10.1111/j.1467-9892.1984.tb00374.x

Deistler, Manfred (1983) The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification. Econometrica, 51 (4), pp. 1187-1207. https://doi.org/10.2307/1912058

Hannan, E.J.; Dunsmuir, W.T.M. and Deistler, Manfred (1980) Estimation of vector ARMAX models. Journal of Multivariate Analysis, 10 (3), pp. 275-295. https://doi.org/10.1016/0047-259X%2880%2990050-0

Schleicher, Stefan and Deistler, Manfred (June 1979) Dynamische Eigenschaften von ökonometrischen Systemen. Former Series > Forschungsberichte / Research Memoranda 139

Deistler, Manfred and Schrader, Jürgen (1979) Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions. Econometrica, 47 (2), pp. 495-504. https://doi.org/10.2307/1914195

Deistler, Manfred (1978) The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions. Journal of Econometrics, 8 (1), pp. 23-31. https://doi.org/10.1016/0304-4076%2878%2990087-8

Deistler, Manfred and Seifert, Hans-Günther (1978) Identifiability and Consistent Estimability in Econometric Models. Econometrica, 46 (4), pp. 969-980. https://doi.org/10.2307/1909759

Deistler, Manfred; Dunsmuir, W. and Hannan, E.J. (1978) Vector linear time series models: corrections and extensions. Advances in Applied Probability, 10 (2), pp. 360-372. https://doi.org/10.2307/1426940

Deistler, Manfred and Schleicher, Stefan (September 1972) Origin of cyclical fluctuations in econometric models. Former Series > Forschungsberichte / Research Memoranda 71

Deistler, Manfred and Schleicher, Stefan (January 1972) Effects of the disturbance process of the econometric model austria 1. Former Series > Forschungsberichte / Research Memoranda 63

Deistler, Manfred and Schleicher, Stefan (June 1971) Struktur der österreichischen Industrieproduktion. Former Series > Forschungsberichte / Research Memoranda 56

Deistler, Manfred and Wegscheider, Horst (November 1968) Stationäre Zufallsfolgen. Zusammenstellung der wichtigsten Sätze und Betrachtung eines Schätzverfahrens für Spektraldichten. Former Series > Forschungsberichte / Research Memoranda 30