MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
DOI10.1017/S0266466602182077zbMATH Open1109.62334MaRDI QIDQ4807294FDOQ4807294
Authors: Marcus J. Chambers, J. S. McGarry 
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
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Cited In (7)
- On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
- What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?
- An I(\(d\)) model with trend and cycles
- REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
- ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
- CYCLICAL TRENDS IN CONTINUOUS TIME MODELS
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