Se considera la estimacion y la inferencia de vectores autorregresivos en panel (VAP) con efectos fijos cuando la dimension temporal del panel es finita y la dimension de corte transversal es grande. Se propone un estimador de maxima verosimilitud (MV), basado en una funcion de verosimilitud...

Although structural constraints such as model order and time delay have been incorporated in the continuous time system identification since its origin, the constraints on the estimated model parameters were rarely enforced. This paper proposes a continuous time system identification approach...