Diaphragm 发表于 2025-3-25 03:20:44
Book 1993d textbooks on econometrics. Thanks to the work done in the last 20 years, both the theoretical and the applied side are by now well developed. Methods of estimation have been theoretically elaborated and practically implemented through computer programs. Continuous-time macroeconometric models forinhumane 发表于 2025-3-25 07:28:50
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Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamications based on the theory of random measures was developed. The main theorem of that paper which is proved (Bergstrom, 1983, theorem 1) is a more general existence and uniqueness theorem for the solution of the higher-order continuous-time dynamic model than has previously appeared in the literature (Edwards and Moyal, 1955).桉树 发表于 2025-3-25 19:52:02
Continuous-time econometrics has come of age,ntinuous time. This (usually implicit) assumption may also be due to the fact that differential equations are the standard tool used in physics. And physics is the ‘hard’ science from which economic theory has drawn, and continues to draw, much inspiration (Mirowski, 1984) (it suffices here to mentiROOF 发表于 2025-3-25 22:01:54
The history of continuous-time econometric models,istical methods applicable to such models commenced over 40 years ago. The first significant contribution to the problem of estimating the parameters of continuous-time stochastic models from discrete data was made by the British statistician Bartlett (1946) only three years after the pioneer contri妨碍 发表于 2025-3-26 03:04:00
Continuous-time models in macroeconomics: specification and estimation, particularly of the monetary approach to the balance of payments, with the aim of evaluating the policy implications of these theories. The reasons for placing such emphasis on empirical work are twofold. Firstly, it is necessary to develop and test the theoretical propositions and alternative hypoMAG 发表于 2025-3-26 05:00:22
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Capital liberalization and exchange rate expectations: the italian case,the transition from a situation with capital controls to a situation with perfect capital mobility). Starting from the portfolio approach to capital movements, we showed that the presence of capital controls is reflected in the adjustment speed of the actual to the desired stock of net foreign asset