Computing estimates of continuous time macroeconometric models on the basis of discrete data
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
- Chambers, Marcus J., 2016.
"The estimation of continuous time models with mixed frequency data,"
Journal of Econometrics,
Elsevier, vol. 193(2), pages 390-404.
- Chambers, MJ, 2016. "The Estimation of Continuous Time Models with Mixed Frequency Data," Economics Discussion Papers 15988, University of Essex, Department of Economics.
- Thornton, Michael A. & Chambers, Marcus J., 2016. "The exact discretisation of CARMA models with applications in finance," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 739-761.
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