Dietmar Bauer : Citation Profile

Are you Dietmar Bauer?

Universität Bielefeld

5

H index

3

i10 index

89

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: 6.    Total self citations: 7 (7.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1445
   Updated: 2023-08-19    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 (15)

Kascha, Christian (12)

Mertens, Karel (7)

Kilian, Lutz (4)

Inoue, Atsushi (4)

Trenkler, Carsten (3)

Nielsen, Bent (3)

Enflo, Kerstin (3)

Demetrescu, Matei (3)

Stern, David (3)

Hernandez, Cesareo (3)

Cites to:

Phillips, Peter (13)

Saikkonen, Pentti (9)

Wagner, Martin (7)

Baillie, Richard (7)

Dufour, Jean-Marie (6)

Lütkepohl, Helmut (6)

Maynard, Alex (6)

Engel, Charles (5)

Renault, Eric (4)

Vigfusson, Robert (4)

Christiano, Lawrence (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 (2022 and 2021)

YearTitle of citing document
2023Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

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2022On 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

2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

Full description at Econpapers || Download paper

2023Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models. (2023). Hartl, Tobias ; Haimerl, Paul. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:10-:d:1115213.

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2021Cointegration, 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

2022Patents 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:

YearTitleTypeCited
2005Comparing 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]		article5
2005ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2008USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS In: Econometric Theory.
[Full Text][Citation analysis]		article1
2004Using 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
2009ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article4
2012A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article15
2000Estimating Cointegrated Systems Using Subspace Algorithms In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper17
2002Estimating cointegrated systems using subspace algorithms.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2009Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2012Persistence-robust surplus-lag Granger causality testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2009Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
2005Autoregressive Approximations of Multiple Frequency I(1) Processes In: Economics Working Papers.
[Full Text][Citation analysis]		paper7
2005Autoregressive Approximations of Multiple Frequency I(1) Processes.(2005) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2010Persistence-robust Granger causality testing In: Working Papers.
[Full Text][Citation analysis]		paper3
1999Variances of Population Projections: Comparison of Two Approaches. In: Working Papers.
[Full Text][Citation analysis]		paper0

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