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 21-40 of 326 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Schneider, Ulrike Uniformly valid confidence sets based on the Lasso in low dimensionsPräsentation Presentation2020
22Funovits, Bernd ; Braumann, Alexander Identifiability of structural singular vector autoregressive modelsArtikel Article 2020
23Deistler, Manfred Singular ARMA systems: A structure theoryArtikel Article Sep-2019
24Anderson, 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
25Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
26Bauer, Dietmar ; Tulic, Mirsad ; Scherrer, Wolfgang Modelling travel time uncertainty in urban networks based on floating taxi dataArtikel Article 2019
27Scherrer, Wolfgang ; Deistler, Manfred Vector autoregressive moving average modelsBuchbeitrag Book Contribution2019
28Deistler, Manfred On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and SubsamplingPräsentation Presentation2019
29Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
30Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
31Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
32Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
33Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
34Schneider, Ulrike On the model selection properties and geometry of the LassoPräsentation Presentation2019
35Deistler, Manfred High frequency linear time series models and mixed frequency dataPräsentation Presentation2019
36Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
37Funovits, Bernd Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series ModelsPräsentation Presentation2019
38Funovits, Bernd Identification of Structural Singular VARsPräsentation Presentation2019
39Funovits, Bernd Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputsPräsentation Presentation2019
40Deistler, Manfred On the Sensitivity of Granger Causality to Errors-In-Variables, Linear Transformations and SubsamplingPräsentation Presentation2019