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Bernd Funovits

TU Wien (from arXiv:2202.00310, 2022) · ORCID · OpenAlex

10 papers in scope · 4 published · 9 on the econ.EM arXiv · 50 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

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  2. Marie-Christine Düker
  3. Ruey S. Tsay
  4. Nathanaël Perraudin
  5. Andreas Loukas
  6. Elvin Isufi
  7. Geert Leus
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  10. Zhaoxing Gao
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  12. George Michailidis
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  14. Ines Wilms
  15. Jushan Bai
  16. Serena Ng
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  18. Sihan Tu
  19. Jialuo Chen
  20. Mike West

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(7 of 10)

Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation
published2024 · Journal of Econometrics · 5 citations
Journal of Econometrics
Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization
working paper2022 · arXiv
with Juho Koistinen
Paper profile arXiv arXiv:2202.00310
Identifiability of structural singular vector autoregressive models
published2020 · Journal of Time Series Analysis · 3 citations · first circulated 2019
with Alexander Braumann
Paper profile Journal of Time Series Analysis arXiv:1910.04096
Comment on Gouriéroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models
working paper2020 · arXiv
Paper profile arXiv arXiv:2010.02711
Comment on Gouri\\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models
working paper2020 · arXiv
Paper profile arXiv arXiv:2010.02711
Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation
working paper2020 · arXiv · 1 citations
Paper profile arXiv arXiv:2002.04346
The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models
working paper2020 · arXiv · 1 citations
Paper profile arXiv arXiv:2002.04369
Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs
working paper2019 · arXiv · 1 citations
Paper profile arXiv arXiv:1910.04087
The full set of solutions of linear rational expectations models
published2017 · Economics Letters · 6 citations
Economics Letters
MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
published2015 · Econometric Theory · 33 citations
with Brian D. O. Anderson, Manfred Deistler, Elisabeth Felsenstein, Lukas Koelbl, Mohsen Zamani
Econometric Theory

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.