Problems with the estimation of stochastic differential equations using structural equations models (Q3988271)
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scientific article; zbMATH DE number 32297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Problems with the estimation of stochastic differential equations using structural equations models |
scientific article; zbMATH DE number 32297 |
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Problems with the estimation of stochastic differential equations using structural equations models (English)
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28 June 1992
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identifiction
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maximum likelihood estimation of systems of linear stochastic differential equations
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panel data
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exact discrete model
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LISREL
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structural equations models
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continuous time model
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