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Bernd Funovits
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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
452016
AR systems and AR processes: The singular case
M Deistler, A Filler, B Funovits
Communications in Information and Systems 11 (3), 225-236, 2011
252011
Identifiability of regular and singular multivariate autoregressive models from mixed frequency data
BDO Anderson, M Deistler, E Felsenstein, B Funovits, P Zadrozny, ...
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 184-189, 2012
232012
The full set of solutions of linear rational expectations models
B Funovits
Economics letters 161, 47-51, 2017
82017
Identifiability and estimation of possibly non-invertible svarma models: A new parametrisation
B Funovits
arXiv preprint arXiv:2002.04346, 2020
42020
Identifiability of Structural Singular Vector Autoregressive Models
B Funovits, A Braumann
Journal of Time Series Analysis, 2020
22020
All-Pass Functions for Mirroring Pairs of Complex-Conjugated Roots of Rational Matrix Functions
W Scherrer, B Funovits
arXiv preprint arXiv:2010.01598, 2020
12020
The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models
B Funovits
arXiv preprint arXiv:2002.04369, 2020
12020
Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs
B Funovits
arXiv preprint arXiv:1910.04087, 2019
12019
Essays on Identifiability and Estimation in Multivariate Time Series Analysis
B Funovits
12015
Implications of stochastic singularity in linear multivariate rational expectations models
B Funovits
Vienna Economics Papers, 2014
12014
Analyticity properties of the decomposition of the spectral density matrix in the context of dynamic PCA
B Funovits
Technische Universitšt Wien, 2009
12009
Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
J Koistinen, B Funovits
arXiv preprint arXiv:2202.00310, 2022
2022
Generalized Dynamic Factor Models-The Single-and the Multifrequency Case
BDO Anderson, M Deistler, E Felsenstein, B Funovits, A Filler, W Chen, ...
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