Felsenstein, Elisabeth

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Article in Academic Journal

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.

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