Dietmar Bauer

zbMath Openbauer.dietmarDBLP04/5442WikidataQ59884546 ScholiaQ59884546MaRDI QIDQ90659

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
RprobitB	2024-02-26	Software
Using subspace methods to model long-memory processes	2020-05-14	Paper
Periodic and seasonal (co-)integration in the state space framework Economics Letters	2019-10-10	Paper
Persistence-robust surplus-lag Granger causality testing Journal of Econometrics	2017-05-12	Paper
A state space canonical form for unit root processes Econometric Theory	2014-02-24	Paper
Asymptotic distribution of estimators in reduced rank regression settings when the regressors are integrated	2012-11-06	Paper
Using subspace algorithm cointegration analysis: simulation performance and application to the term structure Computational Statistics and Data Analysis	2010-03-30	Paper
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS Econometric Theory	2009-06-11	Paper
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES Econometric Theory	2009-06-11	Paper
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms Journal of Multivariate Analysis	2009-02-09	Paper
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs Journal of Time Series Analysis	2006-05-24	Paper
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS Econometric Theory	2005-10-18	Paper
Asymptotic properties of subspace estimators Automatica	2005-05-12	Paper
Estimating cointegrated systems using subspace algorithms Journal of Econometrics	2003-04-09	Paper
Asymptotic properties of least-squares estimates of Hammerstein-Wiener models International Journal of Control	2002-10-16	Paper
Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms Automatica	2002-09-05	Paper
Order estimation for subspace methods Automatica	2002-04-10	Paper
Balanced canonical forms for system identification IEEE Transactions on Automatic Control	2000-10-17	Paper
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs Automatica	1999-09-02	Paper

Research outcomes over time

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