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Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models
Sunakawa, Takeki, (2019)
Aggregate Structural Macroeconomic Modelling : A Reconsideration and Defence
Setterfield, Mark, (2012)
Deriving Aggregate Network Effects in Macroeconomic Models
Palestrini, Antonio, (2013)
Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J., (2017)
Discrete time representation of continuous time ARMA processes
Chambers, Marcus J., (2012)
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A., (2016)