The following pages link to (Q4117778):
Displaying 27 items.
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827) (← links)
- The exact discrete time representation of a system of fourth-order differential equations (Q597220) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Parameter estimation for continuous-time models - a survey (Q1148280) (← links)
- Sensitivity analysis in continuous time econometric models (Q1202456) (← links)
- Discrete time representation of stationary and non-stationary continuous time systems (Q1275550) (← links)
- An efficient order recursive algorithm with a lattice structure for estimating continuous-time AR process parameters (Q1356129) (← links)
- Statistical inference for stochastic differential equations with small noises (Q1724191) (← links)
- Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications (Q1726180) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion (Q2701810) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations (Q2893438) (← links)
- Local lagged adapted generalized method of moments and applications (Q2968185) (← links)
- <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION (Q3181954) (← links)
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (Q3181958) (← links)
- THE NEW ZEALAND BUSINESS CYCLE (Q3181962) (← links)
- REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING (Q3181964) (← links)
- APERIODIC DYNAMICS IN THE BERGSTROM/WYMER MODEL OF THE UNITED KINGDOM (Q3181966) (← links)
- CYCLICAL TRENDS IN CONTINUOUS TIME MODELS (Q3181967) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS (Q3653390) (← links)
- The aliasing‐phenomenon in visual terms (Q4017804) (← links)
- Continuous panel models with time dependent parameters (Q4229254) (← links)
- CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS (Q4272772) (← links)
