5
H index
3
i10 index
87
Citations
Dietmar Bauer : Citation Profile
Universität Bielefeld | RESEARCH PRODUCTION: 9 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (1999 - 2012). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dietmar Bauer. | Is cited by:
| Cites to:
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Main data
Where Dietmar Bauer has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 4 |
| Journal of Econometrics | 2 |
Recent works citing Dietmar Bauer (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952. Full description at Econpapers || Download paper |
| 2022 | On cointegration for processes integrated at different frequencies. (2022). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:412-435. Full description at Econpapers || Download paper |
| 2021 | Cointegration, Root Functions and Minimal Bases. (2021). Paruolo, Paolo ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:31-:d:615763. Full description at Econpapers || Download paper |
| 2022 | Patents in the Long Run : Theory, History and Statistics. (2022). Pellier, Karine ; Diebolt, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02929514. Full description at Econpapers || Download paper |
Works by Dietmar Bauer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2005 | ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2008 | USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2004 | Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations.(2004) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2012 | A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2000 | Estimating Cointegrated Systems Using Subspace Algorithms In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 17 |
| 2002 | Estimating cointegrated systems using subspace algorithms.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2009 | Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | Persistence-robust surplus-lag Granger causality testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2009 | Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Autoregressive Approximations of Multiple Frequency I(1) Processes In: Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Autoregressive Approximations of Multiple Frequency I(1) Processes.(2005) In: Economics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Persistence-robust Granger causality testing In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Variances of Population Projections: Comparison of Two Approaches. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team