Problems with the estimation of stochastic differential equations using structural equations models (Q3988271)

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scientific article; zbMATH DE number 32297
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    Problems with the estimation of stochastic differential equations using structural equations models
    scientific article; zbMATH DE number 32297

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      Problems with the estimation of stochastic differential equations using structural equations models (English)
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      28 June 1992
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      identifiction
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      maximum likelihood estimation of systems of linear stochastic differential equations
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      panel data
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      exact discrete model
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      LISREL
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      structural equations models
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      continuous time model
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