Forschungsbereich Ökonometrie

Organization Name (de) Name der Organisation (de)
E105-02 - Forschungsbereich Ökonometrie
 
Country Land
Austria
 
Code Kennzahl
E105-02
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
Active Aktiv
 


Results 1-100 of 349 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gordić, Snežana ; Levajković, Tijana ; Oparnica, Ljubica Stochastic very weak solutions to parabolic equations with singular coefficientsArticle Artikel Mar-2026
2Graczyk, Piotr ; Schneider, Ulrike ; Skalski, Tomasz ; Tardivel, Patrick A Unified Framework for Pattern Recovery in Penalized and Thresholded Estimation and its GeometryArticle Artikel 2026
3Reichold, Karsten Forecasting Seasonal Time Series with Random ForestsPresentation Vortrag5-Jun-2025
4Schneider, Ulrike Understanding the Adaptive LASSO in Predictive RegressionsPresentation Vortrag5-Apr-2025
5Reichold, Karsten Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic TrendsPresentation Vortrag4-Apr-2025
6Schneider, Ulrike Understanding the Adaptive LASSO in Predictive RegressionsPresentation Vortrag26-Mar-2025
7Schneider, Ulrike A unified framework for pattern recovery in penalized estimationPresentation Vortrag24-Mar-2025
8Schneider, Ulrike ; Tardivel, Patrick ; Skalski, Tomasz ; Graczyk, Piotr A Unified Framework for Pattern Recovery in Penalized EstimationPresentation Vortrag12-Mar-2025
9Levajkovic, Tijana Stochastic parabolic equations with singular potentialsInproceedings Konferenzbeitrag2025
10Schneider, Ulrike A Unified Framework for Pattern Recovery in Penalized EstimationInproceedings Konferenzbeitrag2025
11Reichold, Karsten ; Jentsch, Carsten ; Hanck, Christoph Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic TrendsInproceedings Konferenzbeitrag2025
12Reichold, Karsten A residual‐based nonparametric variance ratio no‐cointegration testArticle Artikel Sep-2024
13Reichold, Karsten Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic TrendsPresentation Vortrag19-Jul-2024
14Reichold, Karsten Forecasting Seasonal Time Series Using Random ForestsPresentation Vortrag3-Jul-2024
15Reichold, Karsten Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic TrendsPresentation Vortrag16-May-2024
16Reichold, Karsten Bootstrap Inference in Panels of Cointegrating Regressions with Global Stochastic TrendsPresentation Vortrag8-May-2024
17Reichold, Karsten Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test StatisticsPresentation Vortrag3-May-2024
18Funovits, Bernd Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisationArticle Artikel 2-Apr-2024
19Levajković, Tijana ; Pilipović, Stevan ; Seleši, Dora ; Žigić, Milica Stochastic evolution equations with Wick-analytic nonlinearitiesArticle Artikel 2024
20Schneider, Ulrike A Unified Framework for Pattern Recovery in Penalized Estimation and its GeometryPresentation Vortrag2024
21Reichold, Karsten ; Jentsch, Carsten Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test StatisticsArticle Artikel 2024
22Schneider, Ulrike ; Tardivel, Patrick ; Skalski, Tomasz ; Graczyk, Piotr A unified framework for pattern recovery in penalized estimation and its geometryInproceedings Konferenzbeitrag2024
23Reichold, Karsten ; Wagner, Martin Smooth Transition Cointegrating Regressions: Modified Nonlinear Least Squares Estimation and InferenceInproceedings Konferenzbeitrag2024
24Reichold, Karsten Smooth transition cointegrating regressions: Modified nonlinear least squares estimation and inferencePresentation Vortrag18-Dec-2023
25Schneider, Ulrike A Unified Framework for Pattern Recovery in Penalized Estimation and its GeometryPresentation Vortrag15-Nov-2023
26Kramlinger-2023-Journal of Multivariate Analysis-vor.pdf.jpgKramlinger, Peter ; Schneider, Ulrike ; Krivobokova, Tatyana Uniformly valid inference based on the Lasso in linear mixed modelsArticle Artikel Nov-2023
27Reichold, Karsten Smooth Transition Cointegrating Regressions: Modified Nonlinear Least Squares Estimation and InferencePresentation Vortrag31-Oct-2023
28Schneider, Ulrike Pattern Recovery in Penalized Estimation and its GeometryPresentation Vortrag10-May-2023
29Schneider, Ulrike Uniformly Valid Inference Based on the Lasso in Linear Mixed ModelsPresentation Vortrag31-Mar-2023
30Graczyk, Piotr ; Schneider, Ulrike ; Skalski, Tomasz ; Tardivel, Patrick Pattern Recovery in Penalized Estimation and its GeometryInproceedings Konferenzbeitrag2023
31Schneider, Ulrike The Geometry of Uniqueness and Pattern Detection in Lasso-type EstimationPresentation Vortrag27-Oct-2022
32Schneider, Ulrike ; Tardivel, Patrick The Geometry of Uniqueness, Sparsity and Clustering in Penalized EstimationArticle Artikel Oct-2022
33Deistler, Manfred ; Scherrer, Wolfgang Time Series ModelsBook Buch Oct-2022
34Schneider, Ulrike The Geometry of Uniqueness and Pattern Detection in Penalized and Thresholded EstimationPresentation Vortrag30-Jun-2022
35Schneider, Ulrike On the Geometry of Uniqueness and Model Selection of LASSO, SLOPE and Related EstimatorsPresentation Vortrag20-Jun-2022
36Schneider, Ulrike ; Tradivel, Patrick On the Geometry of Uniqueness, Sparsity and Clustering of LASSO, SLOPE and Related EstimatorsPräsentation Presentation2021
37Schneider, Ulrike ; Tradivel, Patrick The Geometry of Model Selection and Uniqueness of Lasso-Type MethodsPräsentation Presentation2021
38Schneider, Ulrike ; Tradivel, Patrick The Geometry of Model Selection and Uniqueness of Lasso-Type MethodsPräsentation Presentation2021
39Amann, Nicolai David ; Schneider, Ulrike Uniform Asymptotics and Confidence Regions Based on the Adaptive Lasso with Partially Consistent TuningArtikel Article 2021
40Schneider, Ulrike Uniformly valid confidence sets based on the Lasso in low dimensionsPräsentation Presentation2020
41Funovits, Bernd Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF ParametrizationPräsentation Presentation2020
42Funovits, Bernd The Right Parametrization for Opening the Blackbox: Right MFDs for Structural Factor ModelsPräsentation Presentation2020
43Funovits, Bernd Identification and Estimation of Possibly Non-Invertible Structural VARMA Models: WHF ParametrizationPräsentation Presentation2020
44Ewald, Karl ; Schneider, Ulrike On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensionsArtikel Article 2020
45Funovits, Bernd ; Braumann, Alexander Identifiability of structural singular vector autoregressive modelsArtikel Article 2020
46Deistler, Manfred Singular ARMA systems: A structure theoryArtikel Article Sep-2019
47Anderson, Brian D.O. ; Deistler, Manfred ; Dufour, Jean-Marie On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and SubsamplingArtikel Article Jan-2019
48Scherrer, Wolfgang ; Deistler, Manfred Vector autoregressive moving average modelsBuchbeitrag Book Contribution2019
49Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
50Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
51Funovits, Bernd Identification of Structural Singular VARsPräsentation Presentation2019
52Schneider, Ulrike On the model selection properties and uniqueness of the Lasso and related estimatorsPräsentation Presentation2019
53Schneider, Ulrike On the model selection properties and geometry of the LassoPräsentation Presentation2019
54Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
55Deistler, Manfred On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and SubsamplingPräsentation Presentation2019
56Deistler, Manfred On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and SubsamplingPräsentation Presentation2019
57Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
58Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
59Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
60Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
61Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
62Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
63Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
64Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
65Bauer, Dietmar ; Tulic, Mirsad ; Scherrer, Wolfgang Modelling travel time uncertainty in urban networks based on floating taxi dataArtikel Article 2019
66Schneider, Ulrike On the Model Selection Properties and the Geometry of the LassoPräsentation Presentation2018
67Schneider, Ulrike On the Model Selection Properties of the LassoPräsentation Presentation2018
68Funovits, Bernd Forecasting Electricity LoadPräsentation Presentation2018
69Ewald, Karl ; Schneider, Ulrike Uniformly Valid Confidence Sets Based on the LassoArtikel Article 2018
70Deistler, Manfred ; Scherrer, Wolfgang Modelle der ZeitreihenanalyseBuch Book2018
71Schneider, Ulrike On the Model Selection Properties and Uniqueness of the LassoPräsentation Presentation2018
72Schneider, Ulrike On the Model Selection Properties of the LassoPräsentation Presentation2018
73Schneider, Ulrike On the Model Selection Properties of the LassoPräsentation Presentation2018
74Funovits, Bernd Estimating non-causal VAR using all-pass filtersPräsentation Presentation2018
75Funovits, Bernd Identifcation and Estimation of SVARMA models with Independent and Non-Gaussian InputsPräsentation Presentation2018
76Funovits, Bernd Using polyspectra for identifying multivariate ARMA modelsPräsentation Presentation2018
77Coronel-2017-Entropy-vor.pdf.jpgCoronel, Carmina ; Garn, Heinrich ; Waser, Markus ; Deistler, Manfred ; Benke, Thomas ; Dal-Bianco, Peter ; Ransmayr, Gerhard ; Seiler, Stephan ; Grossegger, Dieter ; Schmidt, Reinhold Quantitative EEG Markers of Entropy and Auto Mutual Information in Relation to MMSE Scores of Probable Alzheimer's Disease PatientsArtikel Article 17-Mar-2017
78Deistler, Manfred ; Anderson, Brian D.O. ; Felsenstein, Elisabeth ; Funovits, Bernd ; Kölbl, Lukas ; Zamani, Mohsen ; Braumann, Alexander High Frequency Linear Time Series Models and Mixed Frequency DataPräsentation Presentation1-Jan-2017
79Deistler, Manfred ; Koelbl, Lukas ; Anderson, Brian D.O. Non-Identifability of VMA and VARMA Systems in the Mixed Frequency CaseArtikel Article2017
80Deistler, Manfred ; Wagner, Martin Cointegration in Singular ARMA ModelsArtikel Article 2017
81Deutsch, Edwin ; Quettier, Alexandre ; Simon, Arnaud L'influence des arrondissements dans la formation des prix immobiliers à Paris: Diffusion ou localisation ? (District influence in Parisian housing prices formation: spillover or location?)Artikel Article2017
82Schneider, Ulrike On the Distribution and Model Selection Properties of the Lasso Estimator in Low and High DimensionsPräsentation Presentation2017
83Schneider, Ulrike Statistical Inference after Lasso estimationPräsentation Presentation2017
84Schneider, Ulrike On the Distribution and Model Selection Properties of the Lasso Estimator in Low and High DimensionsPräsentation Presentation2017
85Schneider, Ulrike Statistische Inferenz nach Lasso-SchätzungPräsentation Presentation2017
86Deistler, Manfred ; Anderson, Brian D.O. ; Braumann, Alexander ; Felsenstein, Elisabeth ; Funovits, Bernd ; Kölbl, Lukas High Frequency Linear Time Series Models and Mixed Frequency DataPräsentation Presentation2017
87Deistler, Manfred ; Anderson, Brian D.O. ; Kölbl, Lukas ; Braumann, Alexander ; Felsenstein, Elisabeth ; Funovits, Bernd High Frequency Linear Time Series Models and Mixed Frequency DataPräsentation Presentation2017
88Deistler, Manfred High Frequency Linear Time Series Models and Mixed Frequency DataPräsentation Presentation2017
89Deistler, Manfred The Structure of Linear Dynamic Systems-Its Relevance for Parameter EstimationPräsentation Presentation2017
90Schneider, Ulrike On the Distribution and Model Selection Properties of the Lasso Estimator in Low and High DimensionsPräsentation Presentation2017
91Anderson, Brian D.O. ; Deistler, Manfred ; Felsenstein, Elisabeth ; Kölbl, Lukas The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency caseArtikel Article Jun-2016
92Waser, Markus ; Garn, Heinrich ; Schmidt, Reinhold ; Benke, Thomas ; Dal-Bianco, Peter ; Ransmayr, Gerhard ; Schmidt, H. ; Seiler, S. ; Sanin, Günter ; Mayer, F. ; Caravias, G. ; Grossegger, D. ; Frühwirth, Wolfgang ; Deistler, Manfred Quantifying synchrony patterns in the EEG of Alzheimer's patients with linear and non-linear connectivity markersArtikel Article Mar-2016
93Wurzenberger, Markus ; Skopik, Florian ; Settanni, Giuseppe ; Scherrer, Wolfgang Complex Log File Synthesis for Rapid Sandbox-Benchmarking of Security- and Computer Network Analysis ToolsArtikel Article 2016
94Schneider, Ulrike Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression ModelsArtikel Article 2016
95Deistler, Manfred ; Graef, Andreas Fokus-Erkennung bei Epilepsiepatienten mithilfe moderner Verfahren der ZeitreihenanalyseArtikel Article2016
96Koelbl, Lukas ; Braumann, Alexander ; Felsenstein, Elisabeth ; Deistler, Manfred Estimation of VAR Systems from Mixed Frequency Data: The Stock and the Flow CaseArtikel Article2016
97Schneider, Ulrike Exact Post-Model Selection Inference: Uniformly Valid Confidence Sets Based on the LassoPräsentation Presentation2016
98Schneider, Ulrike Exact Post-Model Selection Inference: Uniformly Valid Confidence Regions Based on the LassoPräsentation Presentation2016
99Schneider, Ulrike Confidence Sets Based on the Lasso EstimatorPräsentation Presentation2016
100Scherrer, Wolfgang Balanced Model ReductionPräsentation Presentation2016