Computing estimates of continuous time macroeconometric models on the basis of discrete data-Reference-Cited by-同舟云学术

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Computing estimates of continuous time macroeconometric models on the basis of discrete data

Published:2005-04 Issue:2 Volume:49 Page:397-416
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Jewitt Giles,Roderick McCrorie J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference43 articles.

1. The Padé method for computing the matrix exponential;Arioli;Linear Algebra Appl.,1996

2. Barnett, W.A., Gandolfo, G., Hillinger, C. (Eds.), Dynamic Disequilibrium Modeling. Cambridge University Press, Cambridge.

3. Introduction to Matrix Analysis;Bellman,1969

4. Continuous time stochastic models and issues of aggregation over time;Bergstrom,1984

5. Survey of continuous time econometrics;Bergstrom,1996

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2. Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data;Journal of Time Series Analysis;2019-12-20

3. Continuous Time Modelling Based on an Exact Discrete Time Representation;Continuous Time Modeling in the Behavioral and Related Sciences;2018

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