Discrete Models for Estimating General Linear Continuous Time Systems

This paper derives discrete models for estimating systems of both first- and second-order linear differential equations in which derivatives of the exogenous variables appear in addition to their levels.

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Year of publication:	1991
Authors:	Chambers, Marcus J.
Published in:	Econometric Theory. - Cambridge University Press. - Vol. 7.1991, 04, p. 531-542
Publisher:	Cambridge University Press
Description of contents:	Abstract [journals.cambridge.org]

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005411714