Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 13 (1997)
Issue (Month): 04 (August)
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Other versions of this item:
- A.R. Bergstrom, . "Gaussian Estimation of Mixed Order Continuous Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data," Economics Discussion Papers 448, University of Essex, Department of Economics.
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- Jewitt, Giles & Roderick McCrorie, J., 2005. "Computing estimates of continuous time macroeconometric models on the basis of discrete data," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 397-416, April.
- Maria Enescu & Marian Enescu, 2009. "Macroeconomic Modeling to Analyze the Development of Investments in Romania in the Transition," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 269-276.
- Russel Cooper & Kieran P. Donaghy, 2000. "Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa," Econometric Society World Congress 2000 Contributed Papers 0527, Econometric Society.
- Chambers, Marcus J. & Roderick McCrorie, J., 2007. "Frequency domain estimation of temporally aggregated Gaussian cointegrated systems," Journal of Econometrics, Elsevier, vol. 136(1), pages 1-29, January.
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