Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212): Difference between revisions

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+The Padé method for computing the matrix exponential
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+Q5737099
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+Q4130828
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+Discrete time representation of stationary and non-stationary continuous time systems
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+More explicit formulas for the matrix exponential
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+Padé approximation for the exponential of a block triangular matrix
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+Generalizations of the field of values useful in the study of polynomial functions of a matrix
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+Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
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+Computing estimates of continuous time macroeconometric models on the basis of discrete data
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+A Schur--Fréchet Algorithm for Computing the Logarithm and Exponential of a Matrix
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+DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
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+The likelihood of the parameters of a continuous time vector autoregressive model
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+Granger causality and the sampling of economic processes
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+Nineteen Dubious Ways to Compute the Exponential of a Matrix
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+Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
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+Derivatives of the matrix exponential and their computation
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+Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends
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+Computing integrals involving the matrix exponential
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+Numerical Computation of the Matrix Exponential with Accuracy Estimate
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+Computation of the Exponential of a Matrix I: Theoretical Considerations
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+STRUCTURAL NONLINEAR CONTINUOUS-TIME MODELS IN ECONOMETRICS
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