Lukas Koelbl
Lukas Koelbl
Accenture Austria
Verifierad e-postadress på accenture.com
Titel
Citeras av
Citeras av
År
Multivariate AR systems and mixed frequency data: G-identifiability and estimation
BDO Anderson, M Deistler, E Felsenstein, B Funovits, L Koelbl, M Zamani
Econometric Theory 32 (4), 793-826, 2016
372016
The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
BDO Anderson, M Deistler, E Felsenstein, L Koelbl
Journal of Econometrics 192 (2), 366-373, 2016
202016
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case
L Koelbl, A Braumann, E Felsenstein, M Deistler
Dynamic Factor Models, 43-73, 2016
72016
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case', Dynamic Factor Models (Advances in Econometrics, Volume 35)
L Koelbl, A Braumann, E Felsenstein, M Deistler
Emerald Group Publishing Limited, 2016
7*2016
VAR Systems: g-Identifiability and Asymptotic Properties of Parameter Estimates for the Mixed-Frequency Case
L Kölbl
Vienna University of Technology, 2015
72015
Non-Identifiability of VMA and VARMA Systems in the Mixed Frequency Case
M Deistler, L Koelbl, BDO Anderson
Econometrics and Statistics, 2017
52017
A new approach for estimating VAR systems in the mixed-frequency case
L Koelbl, M Deistler
Statistical Papers, 1-10, 2018
32018
Econometrics and Statistics
M Deistler, L Koelbl, BDO Anderson
2016
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–8