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The construction and estimation of continuous time models and discrete approximations in econometrics

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Author Info
Robinson, Peter M.
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 6 (1977)
Issue (Month): 2 (September)
Pages: 173-197
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Handle: RePEc:eee:econom:v:6:y:1977:i:2:p:173-197

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Lars Peter Hansen & Thomas J. Sargent, 1981. "Exact linear rational expectations models: specification and estimation," Staff Report 71, Federal Reserve Bank of Minneapolis. [Downloadable!]
  2. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003. "There is a Risk-Return Tradeoff After All," University of California at Los Angeles, Anderson Graduate School of Management 1155, Anderson Graduate School of Management, UCLA. [Downloadable!]
    Other versions:
  3. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO. [Downloadable!]
  4. Peter Robinson, 2007. "On Discrete Sampling Of Time-Varyingcontinuous-Time Systems," STICERD - Econometrics Paper Series /2007/520, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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This page was last updated on 2009-12-9.


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