Interpolating exogenous variables in continuous time dynamic models

DOI10.1016/S0165-1889(99)00061-5zbMath0981.91068OpenAlexW2052391741WikidataQ126758525 ScholiaQ126758525MaRDI QIDQ5941344

J. Roderick McCrorie

Publication date: 20 August 2001

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00061-5

zbMATH Keywords

continuous time modelsoptimal interpolant

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (4)

REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING ⋮ ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG ⋮ The exact discrete time representation of a system of fourth-order differential equations ⋮ Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability

Cites Work

• Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
• Estimating the dimension of a model
• Discrete time representation of stationary and non-stationary continuous time systems
• DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
• The Estimation of Some Continuous Time Models
• Applications of the Drazin Inverse to Linear Systems of Differential Equations with Singular Constant Coefficients
• Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
• Error Correction and Long-Run Equilibrium in Continuous Time
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