Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827)
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scientific article; zbMATH DE number 4133383
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| English | Estimating integrated higher-order continuous time autoregressions with an application to money-income causality |
scientific article; zbMATH DE number 4133383 |
Statements
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (English)
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1989
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money-income causality
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algorithm
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Gaussian maximum likelihood estimator
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multivariate continuous time autoregressive process
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multiple roots
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stocks
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flows
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Kalman-Bucy filter
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0.7806233763694763
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0.7803192734718323
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0.7801326513290405
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