Felsenstein, Elisabeth

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Number of items: 3.

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. DOI: 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. DOI: 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. DOI: 10.1108/S0731-905320150000035002

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