Continuous time and nonparametric modelling of U.S. interest rate models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference34 articles.
1. Gaussian estimation of structural parameters in higher-order continuous time dynamic models;Bergstrom;Econometrica,1983
2. Continuous time stochastic models and issues of aggregation over time;Bergstrom,1984
3. The estimation of parameters in nonstationary higher-order continuous time dynamic models;Bergstrom;Econometric Theory,1985
4. The estimation of open higher-order continuous time dynamic models with mixed stock and flow data;Bergstrom;Econometric Theory,1986
5. Optimal forecasting of discrete stock and flow data generated by a higher-order continuous time system;Bergstrom;Computer and Mathematics with Applications,1989
Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Out‐of‐sample performance of bias‐corrected estimators for diffusion processes;Journal of Forecasting;2020-07-24
2. Asymptotic behavior of encompassing test for independent processes: Case of linear and nearest neighbor regressions;Cogent Mathematics & Statistics;2020-01-01
3. Forecasting Costa Rican inflation with machine learning methods;Latin American Journal of Central Banking;2020
4. Gaussian Estimation and Forecasting of the UK Yield Curve with Multi-Factor Continuous Time Models;SSRN Electronic Journal;2015
5. Chapter 8 Alternative Methods for Forecasting GDP;International Symposia in Economic Theory and Econometrics;2010-12-31
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3