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Sensitivity analysis in continuous time econometric models
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Sensitivity analysis in continuous time econometric models (1992)Sensitivity analysis in continuous time e…Continuous-time models in macroeconomics: specification and estimation (1993)Continuous-time models in mac…The Italian continuous time model (1990)The Italian continuous time m…CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)CONTINUOUS TIME STOCHASTIC MO…Income and Price Elasticities in World Trade (1969)The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect (1983)The New Palgrave: A Dictionary of Economics. (1988)Gaussian estimation of a second order continuous time macroeconometric model of the UK (1992)Stability Analysis of Continuous-Time Macroeconometric Systems (1999)A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends (2007)Statistical Inference in Dynamic Economic Models (1950)Macroeconomics and Reality (1980)Economic Interdependence and Flexible Exchange Rates (1984)On a stochastic integral equation (1946)On stochastic differential equations (1951)Discrete Approximations to Continuous Time Distributed Lags in Econometrics (1971)Estimation in the Cox-Ingersoll-Ross Model (1997)Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance (2009)Continuous Time Modeling of Panel Data by means of SEM (2010)
this work references cited by second hop

References

  • 1984CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME208 cited
  • 1990The Italian continuous time model57 cited
  • 1993Continuous-time models in macroeconomics: specification and estimation21 cited

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