Continuous panel models with time dependent parameters

DOI10.1080/0022250X.1998.9990214zbMath0921.62102MaRDI QIDQ4229254

Hermann Singer

Publication date: 5 October 1999

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

zbMATH Keywords

Kalman filterpanel datagrowth modelstime dependent parameterscontinuous-discrete state space model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of statistics (62P99)

Related Items

SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations ⋮ Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms ⋮ Continuous time state space modeling of panel data by means of sem ⋮ Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals ⋮ Risk matters: breaking certainty equivalence in linear approximations

Uses Software

• LSDE

Cites Work

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