Continuous-Time Econometrics
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10

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3

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Published By Springer Netherlands

9789401046732, 9789401115421

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Continuous-time models in macroeconomics: specification and estimation

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_3 ◽

1993 ◽

pp. 35-79 ◽

Cited By ~ 2

Author(s):

Clifford R. Wymer

Keyword(s):

Continuous Time ◽

Continuous Time Models

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Capital liberalization and exchange rate expectations: the italian case

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_7 ◽

1993 ◽

pp. 133-149

Author(s):

Giancarlo Gandolfo ◽

Pier Carlo Padoan

Keyword(s):

Exchange Rate ◽

Italian Case ◽

Capital Liberalization ◽

Exchange Rate Expectations

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The history of continuous-time econometric models

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_2 ◽

1993 ◽

pp. 13-34 ◽

Cited By ~ 3

Author(s):

Albert Rex Bergstrom

Keyword(s):

Continuous Time ◽

Econometric Models ◽

History Of

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Continuous-time econometrics has come of age

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_1 ◽

1993 ◽

pp. 1-11 ◽

Cited By ~ 4

Author(s):

Giancarlo Gandolfo

Keyword(s):

Continuous Time

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A continuous-time model of the United States economy

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_8 ◽

1993 ◽

pp. 151-193 ◽

Cited By ~ 4

Author(s):

Kieran P. Donaghy

Keyword(s):

United States ◽

Continuous Time ◽

The United States ◽

Continuous Time Model ◽

Time Model ◽

United States Economy

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Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamic model with mixed stock and flow data

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_5 ◽

1993 ◽

pp. 93-116 ◽

Cited By ~ 3

Author(s):

K. B. Nowman

Keyword(s):

Dynamic Model ◽

Continuous Time ◽

Higher Order ◽

Flow Data ◽

Finite Sample ◽

Time Dynamic ◽

Finite Sample Properties ◽

Mixed Stock ◽

Gaussian Estimation ◽

Order Continuous

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Aggregation over time, space and individuals in economic modelling: a generating mechanism approach

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_6 ◽

1993 ◽

pp. 117-132

Author(s):

Giuseppe Arbia

Keyword(s):

Economic Modelling ◽

Time Space ◽

Over Time

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An approximation to the covariance matrix of a mixed-sample system

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_4 ◽

1993 ◽

pp. 81-92

Author(s):

Terence D. Agbeyegbe

Keyword(s):

Covariance Matrix ◽

Mixed Sample ◽

Sample System

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Flexible functional forms and generalized dynamic adjustment in the specification of the demand for money

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_10 ◽

1993 ◽

pp. 229-259 ◽

Cited By ~ 3

Author(s):

Kieran P. Donaghy ◽

Denis M. Richard

Keyword(s):

Dynamic Adjustment ◽

Flexible Functional Forms ◽

Demand For Money ◽

Functional Forms

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Contimos — A continuous-time econometric model for Sweden based on monthly data

Continuous-Time Econometrics ◽

10.1007/978-94-011-1542-1_9 ◽

1993 ◽

pp. 195-227 ◽

Cited By ~ 2

Author(s):

Boo Sjöö

Keyword(s):

Continuous Time ◽

Econometric Model ◽

Monthly Data

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