Instrumental Variables Estimation of Differential Equations

DOI10.2307/1913442zbMath0336.93034OpenAlexW2066692036MaRDI QIDQ4103418

Peter M. Robinson

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913442

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (3)

Parameter estimation for continuous-time models - a survey ⋮ Optimal linear instrumental variables approximations ⋮ The construction and estimation of continuous time models and discrete approximations in econometrics

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