Estimation of continuous and discrete time co-integrated systems with stock and flow variables

DOI10.1515/jtse-2019-0026OpenAlexW3131712999MaRDI QIDQ2046060

Isai Guizar, Daniel González Olivares

Publication date: 17 August 2021

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2019-0026

zbMATH Keywords

cointegrationtemporal aggregationcontinuous time systemexact discrete representation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

A first order continuous time <scp>VAR</scp> with random coefficients

Cites Work

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