Instrumental Variables Estimation of Differential Equations

DOI10.2307/1913442MaRDI QIDQ4103418zbMATH OpenOpenAlexFDO

Authors 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) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10)

Cited in

(3)

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

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