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Discrete time representation of stationary and non-stationary continuous time systems

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Author Info
Chambers, Marcus J.

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 23 (1999)
Issue (Month): 4 (February)
Pages: 619-639
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Handle: RePEc:eee:dyncon:v:23:y:1999:i:4:p:619-639

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  1. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
  2. Arie ten Cate, 2004. "Refinement of the partial adjustment model using continuous-time econometrics," CPB Discussion Papers 41, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
  3. J. McCrorie, 2002. "The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model," Statistical Inference for Stochastic Processes, Springer, vol. 5(3), pages 273-286, October. [Downloadable!] (restricted)
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