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Econometric Estimation of Stochastic Differential Equation Systems

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  • Wymer, C R
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    Bibliographic Info

    Article provided by Econometric Society in its journal Econometrica.

    Volume (Year): 40 (1972)
    Issue (Month): 3 (May)
    Pages: 565-77

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    Handle: RePEc:ecm:emetrp:v:40:y:1972:i:3:p:565-77

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    Cited by:
    1. Daniela Federici & Giancarlo Gandolfo, 2002. "Endogenous Growth in an Open Economy and the Real Exchange Rate," Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 499-518, December.
    2. Federici, Daniela & Gandolfo, Giancarlo, 2012. "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 670-681.
    3. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
    4. Bent Nielsen & Heino Bohn Nielsen, 2008. "Properties of etimated characteristic roots," Economics Papers 2008-W07, Economics Group, Nuffield College, University of Oxford.
    5. Saltari, Enrico & Federici, Daniela, 2013. "Elasticity of substitution and technical progress: Is there a misspecification problem?," MPRA Paper 52194, University Library of Munich, Germany.
    6. M. Holler & G. Brennan & C. Deissenberg & C. Papageorgiou & R. Forslid & I. Steedman & G. Tullio & S. Gomulka & S. Marjit, 2000. "Book reviews," Journal of Economics, Springer, vol. 71(2), pages 200-226, June.
    7. Lars Peter Hansen & Thomas J. Sargent, 1980. "Rational expectations models and the aliasing phenomenon," Staff Report 60, Federal Reserve Bank of Minneapolis.
    8. Vos, A.F. & Steyn, I.J., 1990. "Stochastic nonlinearity : a firm basis for the flexible functional form," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    9. Lars Peter Hansen & Thomas J. Sargent, 1980. "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report 59, Federal Reserve Bank of Minneapolis.
    10. E. et al. Saltari, 2011. "The impact of ICT on the Italian productivity dynamics," Working Papers 149, University of Rome La Sapienza, Department of Public Economics.
    11. Saltari, Enrico & Wymer, Clifford R. & Federici, Daniela, 2013. "The impact of ICT and business services on the Italian economy," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 110-118.

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