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CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME · Study

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PreprintCONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME

Albert Rex Bergstrom1984

Preprint1984

CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME

Albert Rex Bergstrom

208 citations·0/0 files stored·RePEc: Research Papers in Economics

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Economic theories and models Monetary Policy and Economic Impact Complex Systems and Time Series Analysis

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References

1951On stochastic differential equations 1971Discrete Approximations to Continuous Time Distributed Lags in Econometrics 1946On a stochastic integral equation 1983Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models 1972Econometric Estimation of Stochastic Differential Equation Systems

Cited by

1997Estimation in the Cox-Ingersoll-Ross Model 2010Continuous Time Modeling of Panel Data by means of SEM 2009Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance 2006Chapter 7 Forecasting with Unobserved Components Time Series Models 1989Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model 2004Asset Returns and State-Dependent Risk Preferences 2006Forecasting with Unobserved Components Time Series Models 2021Time to Intervene: A Continuous-Time Approach to Network Analysis and Centrality

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2007A Continuous Time Econometric Model of the United Kingdom with Stochastic Trendsbook · 4 shared references 1992Gaussian estimation of a second order continuous time macroeconometric model of the UKarticle · 3 shared references 1993Continuous-time models in macroeconomics: specification and estimationchapter · 3 shared references 2009ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOGarticle · 3 shared references 2004Granger Causality and the Sampling of Economic Processespreprint · 3 shared references 1983Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Modelsarticle · 2 shared references

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Year1984

Typepreprint

Published1984-01-01

VenueRePEc: Research Papers in Economics

Languageen

Citations208

Files0 public / 0

ShelfEconomic theories and models

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openalex_workW3122264006

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