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Computing estimates of continuous time macroeconometric models on the basis of discrete data - MaRDI portal

Computing estimates of continuous time macroeconometric models on the basis of discrete data (Q957212)

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scientific article; zbMATH DE number 5374167
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Computing estimates of continuous time macroeconometric models on the basis of discrete data
scientific article; zbMATH DE number 5374167

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    Computing estimates of continuous time macroeconometric models on the basis of discrete data (English)
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    26 November 2008
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    continuous time
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    dynamic disequilibrium modelling
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    matrix exponential
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    Padé approximation
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    Schur-Fréchet method
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