Research graph
References from Discrete time representation of stationary and non-stationary continuous time systems. Local targets link to admitted publications; unresolved targets remain external evidence.
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Gaussian estimation of structural parameters in higher-order continuous time dynamic models
10.2307/1912251 · 1983 · External reference
10.1016/s1573-4412(84)02012-2
10.1016/s1573-4412(84)02012-2 · External reference
The estimation of open higher-order continuous time dynamic models with mixed stock and flow data
10.1017/s026646660001166x · 1986 · External reference
Optimal control in wide-sense stationary continuous-time stochastic models
10.1016/s0165-1889(87)80016-7 · 1987 · External reference
Gaussian estimation of mixed-order continuous-time dynamic models with unobservable stochastic trends from mixed stock and flow data
10.1017/s0266466600005971 · 1997 · External reference
Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
10.1016/0165-1889(94)90029-9 · 1994 · External reference
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The estimation of higher-order continuous time autoregressive models
10.1017/s0266466600011026 · 1985 · External reference
Continuous time autoregressive models with common stochastic trends
10.1016/0165-1889(88)90046-2 · 1988 · External reference
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
10.2307/2938278 · 1991 · External reference
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Error correction and long run equilibrium in continuous time
10.2307/2938169 · 1991 · External reference
The construction and estimation of continuous time models and discrete approximations in econometrics
10.1016/0304-4076(77)90014-8 · 1977 · External reference
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Gaussian estimation of a continuous time dynamic model with common stochastic trends
10.1017/s0266466600006630 · 1996 · External reference
10.1109/tac.1978.1101743
10.1109/tac.1978.1101743 · External reference
Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies
10.1017/s0266466600011890 · 1988 · External reference
