Estimating Continuous-Time Income Models
Download full text from publisher
Other versions of this item:
- Schluter, Christian & Trede, Mark, 2010. "Estimating continuous-time income models," Discussion Paper Series In Economics And Econometrics 1014, Economics Division, School of Social Sciences, University of Southampton.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Babai, M. Zied & Ali, Mohammad M. & Nikolopoulos, Konstantinos, 2012. "Impact of temporal aggregation on stock control performance of intermittent demand estimators: Empirical analysis," Omega, Elsevier, vol. 40(6), pages 713-721.
More about this item
Keywordsincome processes; integrated non-linearly transformed Ornstein-Uhlenbeck process; temporal aggregation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-05 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cqe:wpaper:1811. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Susanne Deckwitz). General contact details of provider: http://edirc.repec.org/data/cqmuede.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.