← All authors Manfred Deistler Vienna University of Economics and Business (from arXiv:2204.05952, 2022) · ORCID · OpenAlex
77 papers in scope · 76 published · 2 on the econ.EM arXiv · 2,477 citations · h-index 24 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Philipp Gersing Matteo Barigozzi Jianqing Fan Marc Hallin Jushan Bai Yuheng Zheng Serena Ng Yuling Yan Marcelo C. Medeiros Ricardo Masini Christoph Alexander Rüst Matteo Luciani Yuan Liao Jungjun Choi Ming Yuan Esther Ruiz Diego Fresoli Pilar Poncela Xu Han Ovidijus Stauskas 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 (2 of 77)
THE ECONOMETRIC THEORY INTERVIEW: PROFESSOR MARCO LIPPI
published 2026 · Econometric Theory
published 2025 · Metrika · first circulated 2022
THE ET INTERVIEW: BENEDIKT M. PÖTSCHER
published 2024 · Econometric Theory
Factor models and high-dimensional time series A tribute to Marco Lippi on the occasion of his 80th birthday
published 2024 · Econometrics and Statistics
GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER
published 2023 · Econometric Theory
working paper 2023 · arXiv · 1 citations
Linear System Challenges of Dynamic Factor Models
published 2022 · Econometrics · 4 citations
with Brian D. O. Anderson, Marco Lippi
High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research
published 2022 · Econometrics and Statistics · 21 citations
with Marco Lippi, Brian D. O. Anderson, Brian Anderson
Singular arma systems: A structure theory
published 2019 · 9 citations
On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling
published 2018 · Journal of Time Series Analysis · 27 citations
A new approach for estimating VAR systems in the mixed-frequency case
published 2018 · Statistical Papers · 6 citations
with Lukas Koelbl
Identification of Generalized Dynamic Factor Models from mixed-frequency data
published 2018 · IFAC-PapersOnLine · 2 citations
Quantitative EEG Markers of Entropy and Auto Mutual Information in Relation to MMSE Scores of Probable Alzheimer’s Disease Patients
published 2017 · Entropy · 35 citations
with Carmina Coronel, Heinrich Garn, Markus Waser, Thomas Benke, Peter Dal-Bianco, Gerhard Ransmayr, Stephan Seiler, Dieter Grossegger, Reinhold Schmidt
Cointegration in singular ARMA models
published 2017 · Economics Letters · 10 citations
with Martin Wagner
Non-identifiability of VMA and VARMA systems in the mixed frequency case
published 2016 · Econometrics and Statistics · 7 citations
with Lukas Koelbl, Brian D. O. Anderson
The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
published 2016 · Journal of Econometrics · 25 citations
with Brian D. O. Anderson, Elisabeth Felsenstein, Lukas Koelbl
MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
published 2015 · Econometric Theory · 33 citations
CFEnetwork: The Annals of Computational and Financial Econometrics
published 2014 · Computational Statistics & Data Analysis
EEG in the diagnostics of Alzheimer’s disease
published 2013 · Statistical Papers · 12 citations
with Markus Waser, Heinrich Garn, Thomas Benke, Peter Dal-Bianco, Gerhard Ransmayr, Dieter Grossegger, Reinhold Schmidt
Autoregressive models of singular spectral matrices
published 2012 · Automatica · 18 citations
with Brian D. O. Anderson, Weitian Chen, Alexander Filler
Properties of blocked linear systems
published 2012 · Automatica · 24 citations · first circulated 2011
with Weitian Chen, Brian D. O. Anderson, Alexander Filler
Solutions of Yule-Walker equations for singular AR processes
published 2011 · Journal of Time Series Analysis · 25 citations
with Weitian Chen, Brian D. O. Anderson, Alexander Filler
An Interactive Term Approach to Non-Parametric FIR Nonlinear System Identification
published 2010 · IEEE Transactions on Automatic Control · 9 citations · first circulated 2007
with Er-Wei Bai
Estimating the codifference function of linear time series models with infinite variance
published 2009 · Metrika · 35 citations
with Dedi Rosadi
Properties of Zero-Free Spectral Matrices
published 2009 · IEEE Transactions on Automatic Control · 21 citations
with Brian D. O. Anderson
Properties of Zero-Free Transfer Function Matrices
published 2008 · SICE Journal of Control Measurement and System Integration · 59 citations
with Brian D. O. Anderson
[untitled]
published 2007 · Communications in Information and Systems · 21 citations
with Christiane Zinner
Identification of Factor Models for Forecasting Returns
published 2005 · Journal of Financial Econometrics · 16 citations
with Eva Hamann
An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems
published 2005 · Automatica · 8 citations
with Thomas Ribarits, Bernard Hanzon
On new parametrization methods for the estimation of linear state–space models
published 2004 · International Journal of Adaptive Control and Signal Processing · 13 citations
with Thomas Ribarits, Bernard Hanzon
An analysis of the parametrization by data driven local coordinates for multivariable linear systems
published 2004 · Automatica · 28 citations
with Thomas Ribarits, Tomas McKelvey
On the structure of static balanced flow systems
published 2003 · IFAC Proceedings Volumes
with Erik Weyer, Andreas Gleiß, Karl Heinz Gruber, Thomas Matyus
On continuity and consistency of ℓ∞ optimal models
published 2001 · Systems & Control Letters
with S. Weiland, Wolfgang Scherrer
Comments on the contributions by C.W.J. Granger and J.J. Heckman
published 2001 · Journal of Econometrics · 2 citations
On the Impact of Weighting Matrices in Subspace Algorithms
published 2000 · IFAC Proceedings Volumes · 18 citations
with Dietmar Bauer, Wolfgang Scherrer
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
published 1999 · Automatica · 116 citations
with Dietmar Bauer, Wolfgang Scherrer
Balanced canonical forms for system identification
published 1999 · IEEE Transactions on Automatic Control · 15 citations
with Dietmar Bauer
A Structure Theory for Linear Dynamic Errors-in-Variables Models
published 1998 · 66 citations
with Wolfgang Scherrer, Brian D. O. Anderson
A Structure Theory for Identification of Recurrent Neural Nets - Part 1
published 1998 · IFAC Proceedings Volumes · 2 citations
with Monika Dörfler
The set of observationally equivalent errors-in-variables models
published 1998 · Systems & Control Letters · 6 citations
with Walter Schachermayer
Statistical analysis of novel subspace identification methods
published 1996 · Signal Processing · 124 citations
with K. Peternell, Wolfgang Scherrer
Solution set properties for static errors-in-variables problems
published 1996 · Automatica · 6 citations · first circulated 1994
with Brian D. O. Anderson, Wolfgang Scherrer, Adam Anderson
Consistency and relative efficiency of subspace methods
published 1995 · Automatica · 124 citations · first circulated 1994
with K. Peternell, Wolfgang Scherrer
System IdentificationT. Söderström and P. Stoica Prentice Hall International, 1989
published 1994 · Econometric Theory · 9 citations
Identification of dynamic systems from noisy data: Single factor case
published 1993 · Mathematics of Control Signals and Systems · 8 citations
with Brian D. O. Erson, Brian D.O. Anderson
Identification of Arma Systems
published 1992 · IFAC Proceedings Volumes · 2 citations
Solution sets for linear dynamic errors‐in‐variables models*
published 1991 · Statistica Neerlandica · 4 citations
with Wolfgang Scherrer, M. Kopel, W. Reitgruber
Comment on state space modeling of multiple time series
published 1991 · Econometric Reviews · 4 citations
Lineare Modelle mit fehlerbehafteten Daten - H. Schneeweiß, H. J. Mittag.
published 1991 · Metrika
no link
State Space Modeling of Time SeriesMasanao Aoki Springer-Verlag, 1987
published 1990 · Econometric Theory
The Statistical Theory of Linear Systems.
published 1990 · Technometrics · 766 citations · first circulated 1989
Linear dynamic errors-in-variables models
published 1989 · Journal of Econometrics · 73 citations · first circulated 1986
with Brian D. O. Anderson
Latent variables models
published 1989 · Journal of Econometrics · 36 citations
with Dennis J. Aigner
Properties of the parametrization of monic ARMA systems
published 1989 · Automatica · 5 citations · first circulated 1988
with M. Gevers
Comment
published 1988 · Econometric Theory
with Werner Ploberger, J. Rissanen, Christopher A. Sims
Dynamic errors-in-variables systems with three variables
published 1987 · Automatica · 26 citations
with Brian D. O. Anderson
Errors-in-Variables Identification: Linear-Gaussian Stationary Results
published 1987 · IFAC Proceedings Volumes · 3 citations
with Brian D. O. Anderson, M. Green
Introduction
published 1986 · Applied Mathematics and Computation
Identification of Linear Dynamic Systems—A Survey of Some Recent Developments
published 1986 · IMA Journal of Mathematical Control and Information
The uniqueness of the transfer function of linear systems from input-output observations
published 1984 · Metrika
Panel Discussion: Structure Identification for Multivariable Linear Systems
published 1984 · IFAC Proceedings Volumes
with M. Gevers, Roberto Guidozzi, Gilberto O. Corrêa
IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS
published 1984 · Journal of Time Series Analysis · 143 citations · first circulated 1983
with Brian D. O. Anderson
Discussion of Paper by D.F. Hendry and J.-F. Richard
published 1983 · International Statistical Review
The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
published 1983 · Econometrica · 51 citations · first circulated 1981
Some properties of the parameterization of ARMA systems with unknown order
published 1981 · Journal of Multivariate Analysis · 53 citations
with E. J. Hannan
Estimation of vector ARMAX models
published 1980 · Journal of Multivariate Analysis · 120 citations
with E. J. Hannan, William T. M. Dunsmuir
Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions
published 1979 · Econometrica · 10 citations
with Jürgen Schrader
The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
published 1978 · Journal of Econometrics · 18 citations
Identifiability and Consistent Estimability in Econometric Models
published 1978 · Econometrica · 45 citations
with Hans-Gunther Seifert
Vector linear time series models: corrections and extensions
published 1978 · Advances in Applied Probability · 91 citations
with William T. M. Dunsmuir, E. J. Hannan
Exact estimability of the transfer functions of linear systems
published 1978 · Series Statistics
with Jürgen Schrader
The Identifiability of Linear Econometric Models with Autocorrelated Errors
published 1976 · International Economic Review · 29 citations
z-Transform and identification of linear econometric models with autocorrelated errors
published 1975 · Metrika · 17 citations
The Linear Model Formulation of a Multitype Branching Process Applied to Population Dynamics
published 1974 · Journal of the American Statistical Association · 6 citations
with Gustav Feichtinger
The Identifiability of Linear Models with Autocorrelated Errors
published 1974 · Journal of Cybernetics · 2 citations
Struktur der �sterreichischen Industrieproduktion
published 1974 · Empirica · 1 citations
with Stefan Schleicher
Macroeconomic Systems
published 1972 · IFAC Proceedings Volumes · 7 citations
with Walter Oberhofer
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