Purchasing power parity analyzed through a continuous-time version of the ESTAR model (Q531392): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2010.11.012
@@ Property / DOI: 10.1016/j.econlet.2010.11.012 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B60
@@ Property / Mathematics Subject Classification ID: 91B60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
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@@ Property / zbMATH DE Number: 5882461 / rank @@
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@@ Property / zbMATH Keywords @@
+PPP
@@ Property / zbMATH Keywords: PPP / rank @@
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@@ Property / zbMATH Keywords @@
+mean reversion
@@ Property / zbMATH Keywords: mean reversion / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
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@@ Property / describes a project that uses @@
+ESTAR
@@ Property / describes a project that uses: ESTAR / rank @@
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@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
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@@ Property / OpenAlex ID: W1971446254 / rank @@
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@@ Property / cites work: Q4397010 / rank @@
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@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
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@@ Property / cites work @@
+ARCH models as diffusion approximations
@@ Property / cites work: ARCH models as diffusion approximations / rank @@
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@@ Property / cites work @@
+A new technique for simulating the likelihood of stochastic differential equations
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@@ Property / cites work @@
+On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
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@@ Property / cites work @@
+Q4693173
@@ Property / cites work: Q4693173 / rank @@
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@@ Property / DOI @@
+.1016/J.ECONLET.2010.11.012
@@ Property / DOI: 10.1016/J.ECONLET.2010.11.012 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:531392