ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
DOI10.1017/S0266466606060233zbMATH Open1125.62090OpenAlexW1987918105WikidataQ115336245 ScholiaQ115336245MaRDI QIDQ3409063FDOQ3409063
Authors: Joanne S. Ercolani, Marcus J. Chambers 
Publication date: 7 November 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060233
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Cites Work
- Vector linear time series models
- A dynamic IS-LM model with delayed taxation revenues
- The problem of identification in finite parameter continuous time models
- Time-to-build and cycles
- The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
- MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
- On dynamics with time-to-build investment technology and non-time- separable leisure
Cited In (5)
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
- On the simultaneous estimation of delay model parameters in economic dynamics
- REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
- Estimating parameters in delay differential equation models
- CYCLICAL TRENDS IN CONTINUOUS TIME MODELS
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