Pages that link to "Item:Q3181968"
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The following pages link to ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968):
Displaying 9 items.
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA (Q5349014) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
- A note on the embeddability conditions in the case of integrated CARMA (2, 1) stochastic process with single and double zero roots (Q6641054) (← links)
- Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)
