The construction and estimation of continuous time models and discrete approximations in econometrics
type: Item
instance of: scholarly article
title: The construction and estimation of continuous time models and discrete approximations in econometrics
zbMATH Open document ID: 0373.62068
DOI: 10.1016/0304-4076(77)90014-8
published in: Journal of Econometrics
publication date: 1977-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 3581507
author: Peter M. Robinson
MaRDI profile type: Publication
full work available at URL: 0304-4076(77)90014-8
OpenAlex ID: W2064926012
cites work: Q5681430
cites work: Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential Equations
cites work: Q4130828
cites work: Q3847819
cites work: Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
cites work: Band Spectrum Regression
cites work: Q5612941
cites work: The Identification Problem for Multiple Equation Systems with Moving Average Errors
cites work: The asymptotic theory of linear time-series models
cites work: THE ESTIMATION OF PARAMETERS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
cites work: The Structural Estimation of a Stochastic Differential Equation System
cites work: The problem of identification in finite parameter continuous time models
cites work: The Estimation of Some Continuous Time Models
cites work: The Estimation of Linear Differential Equations with Constant Coefficients
cites work: Instrumental Variables Estimation of Differential Equations
cites work: Q4772597
cites work: Discrete Approximations to Continuous Time Distributed Lags in Econometrics
cites work: Q5659313
cites work: The Role of Approximate Prior Restrictions in Distributed Lag Estimation
cites work: Q4105970
cites work: Q5808925
cites work: Econometric Estimation of Stochastic Differential Equation Systems
cites work: Q3254471
description: scientific article; zbMATH DE number 3581507