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  • Search: subject:"Exact discrete-time state space representation"
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Subject
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Continuous time 1 DSGE model 1 DSGE models 1 DSGE-Modell 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Estimation theory 1 Exact discrete-time state space representation 1 Local identification 1 Mixed frequency data 1 Schock 1 Schätztheorie 1 Shock 1 Stochastic process 1 Stochastischer Prozess 1 Stock and flow variables 1 Structural shocks 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Christensen, Bent Jesper 1 Neri, Luca 1 Parra-Alvarez, Juan Carlos 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - In: Journal of econometrics 244 (2024) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10015552445
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