Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
From MaRDI portal
Cited in
(37)- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
- Optimal control in wide-sense stationary continuous-time stochastic models
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
- Econometric Modelling with Mixed Frequency and Temporally Aggregated Data
- Robust estimation of stationary continuous-time ARMA models via indirect inference
- Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
- Montary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
- Continuous time ARMA processes: discrete time representation and likelihood evaluation
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG
- The estimation of continuous time models with mixed frequency data
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
- The exact discrete time representation of a system of fourth-order differential equations
- An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
- Discrete time representation of stationary and non-stationary continuous time systems
- Continuous time autoregressive models with common stochastic trends
- Interpolating exogenous variables in continuous time dynamic models
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables
- Bayesian inference for higher-order ordinary differential equation models
- Mixed first- and second-order cointegrated continuous time models with mixed stock and flow data
- Exact discrete representations of linear continuous time models with mixed frequency data
- Identification of continuous-time linear filters when only discrete-time data is available
- A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
- Gaussian estimation of one-factor mean reversion processes
- ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
- REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
- Consumer buying dynamics for a single commodity using flow and stock utilities and a principle of minimum total utility imbalance
- The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends
- The exact discrete model of a system of linear stochastic differential equations driven by fractional noise
- Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results
- Parameter estimation in stochastic differential equations
- Estimation of continuous-time linear DSGE models from discrete-time measurements
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
- A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan
- Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
- Approximation spline de la prevision d'un processus fonctionnel autorégressif d'ordre 1
This page was built for publication: Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4742191)
