MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
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Publication:4807294
DOI10.1017/S0266466602182077zbMath1109.62334MaRDI QIDQ4807294
J. S. McGarry, Marcus J. Chambers
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Qualitative investigation and simulation of models involving functional-differential equations (34K60)
Related Items (5)
REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING ⋮ CYCLICAL TRENDS IN CONTINUOUS TIME MODELS ⋮ On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series ⋮ ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS ⋮ On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
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