The exact discrete time representation of a system of fourth-order differential equations

DOI10.1016/S0898-1221(03)90026-5zbMath1056.34010MaRDI QIDQ597220

J. S. McGarry

Publication date: 6 August 2004

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

Differential equationsContinuous time econometrics

Mathematics Subject Classification ID

Economic time series analysis (91B84) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING ⋮ ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG ⋮ THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS

Cites Work

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• Discrete time representation of stationary and non-stationary continuous time systems
• DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
• The Estimation of Some Continuous Time Models
• Computing integrals involving the matrix exponential
• Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
• Interpolating exogenous variables in continuous time dynamic models

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