Pages that link to "Item:Q5517466"

The following pages link to Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations (Q5517466):

Displaying 17 items.

• Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
• Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
• Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
• A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan (Q816779) (← links)
• Parameter estimation for continuous-time models - a survey (Q1148280) (← links)
• The construction and estimation of continuous time models and discrete approximations in econometrics (Q1244777) (← links)
• The problem of identification in finite parameter continuous time models (Q1844181) (← links)
• A new approach based on inventory control using interval differential equation with application to manufacturing system (Q2118448) (← links)
• Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
• Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION (Q3181954) (← links)
• ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• A first order continuous time <scp>VAR</scp> with random coefficients (Q6148343) (← links)
• Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter (Q6185840) (← links)