Interpolating exogenous variables in continuous time dynamic models

DOI10.1016/S0165-1889(99)00061-5MaRDI QIDQ5941344zbMATH OpenOpenAlexWikidataFDO

Authors J. Roderick McCrorie

Publication date 20 August 2001

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1889(99)00061-5

zbMATH Keywords

continuous time modelsoptimal interpolant

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Applications of the Drazin Inverse to Linear Systems of Differential Equations with Singular Constant Coefficients
• Deriving the exact discrete analog of a continuous time system
• Discrete time representation of stationary and non-stationary continuous time systems
• Error Correction and Long-Run Equilibrium in Continuous Time
• Estimating the dimension of a model
• Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
• scientific article; zbMATH DE number 3949563 (Why is no real title available?)
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• scientific article; zbMATH DE number 3557054 (Why is no real title available?)
• scientific article; zbMATH DE number 3558789 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3070807 (Why is no real title available?)
• Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
• The Estimation of Some Continuous Time Models

Cited in

(7)

• Periodic properties of interpolated time series
• Interpolation and shock persistence of prewar U.S. macroeconomic time series: a reconsideration
• Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation
• REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG
• Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
• The exact discrete time representation of a system of fourth-order differential equations

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