The following pages link to (Q3719692):
Displaying 46 items.
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- The exact discrete time representation of a system of fourth-order differential equations (Q597220) (← links)
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Strategic asset allocation in a continuous-time VAR model (Q953710) (← links)
- Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212) (← links)
- Optimal control in wide-sense stationary continuous-time stochastic models (Q1102848) (← links)
- Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system (Q1116609) (← links)
- An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample (Q1118324) (← links)
- Forecasting discrete stock and flow data generated by a second order continuous time system (Q1192175) (← links)
- Sensitivity analysis in continuous time econometric models (Q1202456) (← links)
- Discrete time representation of stationary and non-stationary continuous time systems (Q1275550) (← links)
- Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
- The problem of aliasing in identifying finite parameter continuous time stochastic models (Q1415502) (← links)
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- Time to intervene: a continuous-time approach to network analysis and centrality (Q2141652) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Continuous time state space modeling of panel data by means of sem (Q2250627) (← links)
- Gaussian estimation of one-factor mean reversion processes (Q2260564) (← links)
- Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
- Assessing and accounting for time heterogeneity in stochastic actor oriented models (Q2442804) (← links)
- Signs of impact effects in time series regression models (Q2512333) (← links)
- Parameter Estimation in Stochastic Differential Equations (Q2909728) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION (Q3181954) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model (Q3525709) (← links)
- Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (Q3668249) (← links)
- Problems with the estimation of stochastic differential equations using structural equations models (Q3988271) (← links)
- Continuous panel models with time dependent parameters (Q4229254) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
- Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS (Q5285835) (← links)
- Interpolating exogenous variables in continuous time dynamic models (Q5941344) (← links)
- Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659) (← links)
