Stability and the structure of continuous-time economic models
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- Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Other publications TiSEM f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.
- Schoonbeek, Lambert, 1989. "Stability and structural forms of economic models," Economic Modelling, Elsevier, vol. 6(2), pages 182-188, April.
- Schoonbeek, Lambert, 1984. "Coefficient values and the dynamic properties of econometric models," Economics Letters, Elsevier, vol. 16(3-4), pages 303-308.
- Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(02), pages 179-191, August.
- Schoonbeek, Lambert, 1992. "Negative coefficients and eigenvalues of economic models," Economic Modelling, Elsevier, vol. 9(2), pages 111-120, April.
- Bergstrom, A. R. & Nowman, K. B. & Wymer, C. R., 1992. "Gaussian estimation of a second order continuous time macroeconometric model of the UK," Economic Modelling, Elsevier, vol. 9(4), pages 313-351, October.
- Buiter, W, 1982.
"Saddlepoint Problems in Continuous Time Rational Expectations Models : A General Method and Some Macroeconomic Examples,"
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- Buiter, Willem H, 1984. "Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples," Econometrica, Econometric Society, vol. 52(3), pages 665-80, May.
- Willem H. Buiter, 1984. "Saddlepoint Problems in Contifuous Time Rational Expectations Models: A General Method and Some Macroeconomic Ehamples," NBER Technical Working Papers 0020, National Bureau of Economic Research, Inc.
- Bergstrom, A.R., 1984. "Continuous time stochastic models and issues of aggregation over time," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 20, pages 1145-1212 Elsevier.
- Takayama,Akira, 1985. "Mathematical Economics," Cambridge Books, Cambridge University Press, number 9780521314985, Junio.
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