Dietmar Bauer : Citation Profile


Are you Dietmar Bauer?

Universität Bielefeld

6

H index

4

i10 index

85

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

RESEARCH ACTIVITY:

   13 years (1999 - 2012). See details.
   Cites by year: 6
   Journals where Dietmar Bauer has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 6 (6.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1445
   Updated: 2020-10-17    RAS profile: 2017-03-10    
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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:

Wagner, Martin (12)

Kascha, Christian (12)

Mertens, Karel (7)

Garcia-Hiernaux, Alfredo (6)

Inoue, Atsushi (4)

Kilian, Lutz (4)

Izquierdo, Segismundo (3)

Hernandez, Cesareo (3)

Nielsen, Bent (3)

DIEBOLT, Claude (3)

Trenkler, Carsten (3)

Cites to:

Phillips, Peter (13)

Saikkonen, Pentti (8)

Baillie, Richard (7)

Wagner, Martin (6)

Dufour, Jean-Marie (6)

Engel, Charles (5)

Lütkepohl, Helmut (5)

Vigfusson, Robert (4)

Bollerslev, Tim (4)

Renault, Eric (4)

Granger, Clive (4)

Main data


Where Dietmar Bauer has published?


Journals with more than one article published# docs
Econometric Theory4
Journal of Econometrics2

Recent works citing Dietmar Bauer (2020 and 2019)


YearTitle of citing document
2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2019The Uniform Validity of Impulse Response Inference in Autoregressions. (2019). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:1908.

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2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

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2020Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196.

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2020Patents in the Long Run: Theory, History and Statistics. (2020). DIEBOLT, Claude ; Pellier, Karine. In: Post-Print. RePEc:hal:journl:hal-02929514.

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2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

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2020On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611.

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2019Testing for Episodic Predictability in Stock Returns. (2019). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Working Papers. RePEc:ptu:wpaper:w201906.

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2019.

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2019.

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Works by Dietmar Bauer:


YearTitleTypeCited
2005Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs In: Journal of Time Series Analysis.
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article6
2005ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS In: Econometric Theory.
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article11
2008USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS In: Econometric Theory.
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article1
2004Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations.(2004) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2009ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES In: Econometric Theory.
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article4
2012A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES In: Econometric Theory.
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article10
2000Estimating Cointegrated Systems Using Subspace Algorithms In: Econometric Society World Congress 2000 Contributed Papers.
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paper20
2002Estimating cointegrated systems using subspace algorithms.(2002) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 20
article
2009Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure In: Computational Statistics & Data Analysis.
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article2
2012Persistence-robust surplus-lag Granger causality testing In: Journal of Econometrics.
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article23
2009Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms In: Journal of Multivariate Analysis.
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article0
2005Autoregressive Approximations of Multiple Frequency I(1) Processes In: Economics Working Papers.
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paper6
2005Autoregressive Approximations of Multiple Frequency I(1) Processes.(2005) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2010Persistence-robust Granger causality testing In: Working Papers.
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paper2
1999Variances of Population Projections: Comparison of Two Approaches. In: Working Papers.
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paper0

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