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 | 48 | 2016 |
AR systems and AR processes: The singular case M Deistler, A Filler, B Funovits Communications in Information and Systems 11 (3), 225-236, 2011 | 26 | 2011 |
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 | 23 | 2012 |
The full set of solutions of linear rational expectations models B Funovits Economics Letters 161, 47-51, 2017 | 8 | 2017 |
Identifiability and estimation of possibly non-invertible svarma models: A new parametrisation B Funovits arXiv preprint arXiv:2002.04346, 2020 | 5 | 2020 |
Identifiability of Structural Singular Vector Autoregressive Models B Funovits, A Braumann Journal of Time Series Analysis, 2020 | 2 | 2020 |
Comment on Gouri\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models B Funovits arXiv preprint arXiv:2010.02711, 2020 | 2 | 2020 |
Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization J Koistinen, B Funovits arXiv preprint arXiv:2202.00310, 2022 | 1 | 2022 |
All-Pass Functions for Mirroring Pairs of Complex-Conjugated Roots of Rational Matrix Functions W Scherrer, B Funovits arXiv preprint arXiv:2010.01598, 2020 | 1 | 2020 |
The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models B Funovits arXiv preprint arXiv:2002.04369, 2020 | 1 | 2020 |
Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs B Funovits arXiv preprint arXiv:1910.04087, 2019 | 1 | 2019 |
Semi-Parametric Estimation of Multivariate Possibly Non-Causal and Possibly Non-Invertible Time Series Models B Funovits | 1 | 2019 |
Essays on Identifiability and Estimation in Multivariate Time Series Analysis B Funovits | 1 | 2015 |
Implications of stochastic singularity in linear multivariate rational expectations models B Funovits Vienna Economics Papers, 2014 | 1 | 2014 |
Analyticity properties of the decomposition of the spectral density matrix in the context of dynamic PCA B Funovits Technische Universität Wien, 2009 | 1 | 2009 |
Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation B Funovits Journal of Econometrics 241 (2), 105766, 2024 | | 2024 |
The Right Parametrization for Opening the Blackbox: Right MFDs for Structural Factor Models B Funovits | | 2020 |
Identification of Structural Singular VARs B Funovits | | 2019 |
Identification and estimation of Structural VARMA models driven by non-Gaussian independent inputs B Funovits | | 2019 |
Estimating non-causal VAR using all-pass filters B Funovits | | 2018 |