Download or read book Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends written by Theodore Simos and published by . This book was released on 1995 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends written by Theo Simos and published by . This book was released on 1995 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Gaussian Estimation Fo a Contiuous Time Dynamic Model with Common Stochastic Trends written by Theodore Simos and published by . This book was released on 1995 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Gaussian Estimation of Mixed Order Continuous time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data written by Abram R. Bergstrom and published by . This book was released on 1995 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends written by Albert Rex Bergstrom and published by Cambridge University Press. This book was released on 2007-04-16 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. It describes the model in detail to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour.

Download or read book Journal of Economic Dynamics Control written by and published by . This book was released on 1998 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Continuous Time Econometric Modelling written by Albert Rex Bergstrom and published by Oxford University Press, USA. This book was released on 1990 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mixed First and Second Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data written by Nancy Milena Hoyos Gomez and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article derives the exact discrete representation corresponding to a cointegrated system of mixed first- and second-order stochastic differential equations with mixed stock and flow data and observable stochastic trends. We provide some formulae to implement the Gaussian estimation and conduct a Monte Carlo experiment to examine the finite sample properties of the Gaussian estimator. We also compare the properties of the estimator based on the exact discrete representation to that based on misspecified discrete models. Results show that the use of the exact discrete representation for estimation purposes produces considerable reductions in the root mean square error of the estimate for most of the parameters.

Download or read book Finite sample properties of the Gaussian estimation of an open higher order continuous time dynamic model with mixed stock and flow data written by K. B. Nowman and published by . This book was released on 1990 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Finite Sample Properties of the Gaussian Estimation of an Open Higer Order Continuous Time Dynamic Model with Mixed Stock and Flow Data written by K. B. Nowman and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Gaussian Estimation of Open Higher Order Continuous Time Dynamic Models with Mixed Stock and Flow and with an Application to a United Kingdom Macroeconomic Model written by Khalid Nowman (Ben) and published by . This book was released on 1992 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Handbook of Research Methods and Applications in Empirical Macroeconomics written by Nigar Hashimzade and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1997 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book JOURNAL OF ECONOMICS LITERATURE written by and published by . This book was released on 1996 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dynamic Disequilibrium Modeling Theory and Applications written by William A. Barnett and published by Cambridge University Press. This book was released on 1996-06-13 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: . The organizers of the ninth symposium, which produced the current proceedings volume, were Claude Hillinger at the University of Munich, Giancarlo Gandolfo at the University of Rome "La Sapienza," A. R. Bergstrom at the University of Essex, and P. C. B. Phillips at Yale University.

Download or read book Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate written by Jun Yu and published by . This book was released on 2001 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book State Estimation for Nonlinear Continuous Discrete Stochastic Systems written by Gennady Yu. Kulikov and published by Springer Nature. This book was released on with total page 813 pages. Available in PDF, EPUB and Kindle. Book excerpt: