Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends

DOI10.1023/A:1008682814171zbMath0922.90026OpenAlexW1562640694MaRDI QIDQ1272689

K. B. Nowman

Publication date: 3 January 1999

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008682814171

zbMATH Keywords

discrete stock and flow dataexact Gaussian estimationhigher-order continuous time econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (5)

ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION ⋮ SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS ⋮ REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING ⋮ Computing estimates of continuous time macroeconometric models on the basis of discrete data ⋮ Analytic derivatives of the matrix exponential for estimation of linear continuous-time models.

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