The estimation of continuous time models with mixed frequency data
Author:
Funder
Economic and Social Research Council
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference34 articles.
1. An exact discrete analog to a closed linear first-order continuous-time system with mixed sample;Agbeyegbe;Econometric Theory,1987
2. An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample;Agbeyegbe;J. Econometrics,1988
3. Multivariate AR systems and mixed frequency data: G-identifiability and estimation;Anderson;Econometric Theory,2015
4. Regression models with mixed sampling frequencies;Andreou;J. Econometrics,2010
5. Gaussian estimation of structural parameters in higher order continuous time dynamic models;Bergstrom;Econometrica,1983
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