Pages that link to "Item:Q5677256"
From MaRDI portal
The following pages link to The Structural Estimation of a Stochastic Differential Equation System (Q5677256):
Displayed 20 items.
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212) (← links)
- The construction and estimation of continuous time models and discrete approximations in econometrics (Q1244777) (← links)
- Inference in continuous systems with mildly explosive regressors (Q1676388) (← links)
- Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210) (← links)
- The problem of identification in finite parameter continuous time models (Q1844181) (← links)
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Problems with the estimation of stochastic differential equations using structural equations models (Q3988271) (← links)
- YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- Stochastic stability and stabilization for stochastic differential semi‐Markov jump systems with incremental quadratic constraints (Q6071539) (← links)