scientific article

From MaRDI portal
Revision as of 09:36, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3719692

zbMath0591.62098MaRDI QIDQ3719692

A. R. Bergstrom

Publication date: 1984


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (42)

Indirect estimation of stochastic differential equation models: some computational experimentsYULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELSGranger causality and the sampling of economic processesTemporal aggregation and the power of tests for a unit rootParameter estimation and bias correction for diffusion processesTime to intervene: a continuous-time approach to network analysis and centralityParameter Estimation in Stochastic Differential EquationsECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTIONDISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATAESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOGProblems with the estimation of stochastic differential equations using structural equations modelsOptimal control in wide-sense stationary continuous-time stochastic modelsTesting for a Unit Root in a Near-Integrated Model with Skip-Sampled DataOptimal forecasting of discrete stock and flow data generated by a higher order continuous time systemAn exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sampleThe exact discrete time representation of a system of fourth-order differential equationsDISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSESDeterministic Parameter Change Models in Continuous and Discrete TimeFurther Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time ModelEstimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data modelRobust estimation of stationary continuous‐time arma models via indirect inferenceMaximum likelihood estimation of partially observed diffusion modelsBayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling schemeForecasting discrete stock and flow data generated by a second order continuous time systemStrategic asset allocation in a continuous-time VAR modelThe Jacobian of the exponential functionCointegration and sampling frequencyComputing estimates of continuous time macroeconometric models on the basis of discrete dataA spectral EM algorithm for dynamic factor modelsContinuous time state space modeling of panel data by means of semSensitivity analysis in continuous time econometric modelsBias in estimating multivariate and univariate diffusionsGaussian estimation of one-factor mean reversion processesInterpolating exogenous variables in continuous time dynamic modelsThe estimation of continuous time models with mixed frequency dataSigns of impact effects in time series regression modelsA nonnested approach to testing continuous time models against discrete alternativesEstimation of continuous and discrete time co-integrated systems with stock and flow variablesCOMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCYFrequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample DataDiscrete time representation of stationary and non-stationary continuous time systemsContinuous panel models with time dependent parameters







This page was built for publication: