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  • Search: subject:"exact discrete time representation"
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Year of publication
Subject
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Estimation theory 2 Schätztheorie 2 Stochastic process 2 Stochastischer Prozess 2 Time series analysis 2 Zeitreihenanalyse 2 Analysis 1 Causality analysis 1 Continuous time 1 DSGE model 1 DSGE models 1 DSGE-Modell 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Gaussian estimation 1 Granger causality 1 Kalman filter 1 Kausalanalyse 1 Macroeconometrics 1 Makroökonometrie 1 Mathematical analysis 1 Schock 1 Shock 1 State space model 1 Zustandsraummodell 1 aliasing 1 computation 1 continuous time 1 exact discrete time representation 1 exact discrete-time representation 1 identification 1 macroeconometric modelling 1 maximum likelihood 1 mixed frequency data 1 nonstationarity 1 stochastic differential equation 1 stock and flow variables 1 structural shocks 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2
Author
All
Chambers, Marcus J. 1 Christensen, Bent Jesper 1 MacCrorie, J. Roderick 1 Neri, Luca 1 Parra-Alvarez, Juan Carlos 1 Thornton, Michael A. 1
Institution
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University of Essex / Department of Economics 1
Published in...
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CREATES research paper 1 Economics discussion papers / University of Essex, Department of Economics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023
Persistent link: https://www.econbiz.de/10014280884
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Cover Image
Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724
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