Koelbl, Lukas

2017

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

2016

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