Continuous time modelling based on an exact discrete time representation
Marcus J. Chambers, J. Roderick McCrorie and Michael A. Thornton
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Chambers, Marcus J. ; MacCrorie, J. Roderick ; Thornton, Michael A. |
| Institutions: | University of Essex / Department of Economics (issuing body) |
| Publisher: |
Colchester : [University of Essex, Department of Economics] |
| Subject: | Continuous time | exact discrete time representation | stochastic differential equation | Gaussian estimation | identification | Granger causality | nonstationarity | mixed frequency data | computation | macroeconometric modelling | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Analysis | Mathematical analysis | Schätztheorie | Estimation theory | Kausalanalyse | Causality analysis | Makroökonometrie | Macroeconometrics |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162724