1 citations · 1 across the 3 of their papers we have counts for
3 papers
econ.EM2020
Comment on Gouriéroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models
Bernd Funovits
This comment points out a serious flaw in the article "Gouriéroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models" with regard to m…
econ.EM2020★ 1 cited
The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models
Bernd Funovits
This paper analyses the number of free parameters and solutions of the structural difference equation obtained from a linear multivariate rational expectations model. First, it is…
econ.EM2019
Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs
Bernd Funovits
This paper analyzes identifiability properties of structural vector autoregressive moving average (SVARMA) models driven by independent and non-Gaussian shocks. It is well known, t…