The exact discrete time representation of a system of fourth-order differential equations

DOI10.1016/S0898-1221(03)90026-5zbMath1056.34010MaRDI QIDQ597220

J. S. McGarry

Publication date: 6 August 2004

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

Differential equations; Continuous time econometrics

Mathematics Subject Classification ID

91B84: Economic time series analysis

34A45: Theoretical approximation of solutions to ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

Related Items

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 MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS

Cites Work

• 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
• Computing integrals involving the matrix exponential
• Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
• Interpolating exogenous variables in continuous time dynamic models
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