Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends
From MaRDI portal
Publication:1272689
DOI10.1023/A:1008682814171zbMath0922.90026MaRDI QIDQ1272689
Publication date: 3 January 1999
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008682814171
discrete stock and flow data; exact Gaussian estimation; higher-order continuous time econometric models
62P20: Applications of statistics to economics
91B84: Economic time series analysis
91B62: Economic growth models
Related Items
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models., Computing estimates of continuous time macroeconometric models on the basis of discrete data, ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION, SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS, REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING