REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964): Difference between revisions

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+A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
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+Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends
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+MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE  EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
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+Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations
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+Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Testing for unit roots with flow data and varying sampling frequency
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+An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
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+THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
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+A Note on Modelling Seasonal Processes in Continuous Time
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+Discrete time representation of stationary and non-stationary continuous time systems
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+Error Correction and Long-Run Equilibrium in Continuous Time
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+The Estimation of Some Continuous Time Models
@@ Property / cites work: The Estimation of Some Continuous Time Models / rank @@
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+The problem of identification in finite parameter continuous time models
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+The Structural Estimation of a Stochastic Differential Equation System
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+Optimal control in wide-sense stationary continuous-time stochastic models
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+The exact discrete time representation of a system of fourth-order differential equations
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+Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
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+Interpolating exogenous variables in continuous time dynamic models
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+Q4117778
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+DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
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+A Gaussian approach for continuous time models of the short-term interest rate
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+ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
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+https://doi.org/10.1017/s0266466608090427
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+W2162726016
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+Publication:3181964