CYCLICAL TRENDS IN CONTINUOUS TIME MODELS
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Publication:3181967
DOI10.1017/S0266466608090440zbMath1278.62179MaRDI QIDQ3181967
Publication date: 30 September 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608090440
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B62: Economic growth models
Cites Work
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- Properties of higher order stochastic cycles
- MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
- A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends