The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 1 (1985)
Issue (Month): 03 (December)
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- Ramsey, James B., 1996. "On the existence of macro variables and of macro relationships," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 275-299, September.
- Nowman, K. Ben & Saltoglu, Burak, 2003. "Continuous time and nonparametric modelling of U.S. interest rate models," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 25-34.
- Oguz Asirim, 1996. "Alternative Theories of Consumption and an Application to the Turkish Economy," Discussion Papers 9604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Chambers, Marcus J, 1992. "Estimation of a Continuous-Time Dynamic Demand System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 53-64, Jan.-Marc.
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