9 results
DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
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- Journal:
- Econometric Theory / Volume 28 / Issue 1 / February 2012
- Published online by Cambridge University Press:
- 02 August 2011, pp. 219-238
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DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
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- Econometric Theory / Volume 25 / Issue 4 / August 2009
- Published online by Cambridge University Press:
- 01 August 2009, pp. 1030-1049
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ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
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- Econometric Theory / Volume 25 / Issue 4 / August 2009
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- 01 August 2009, pp. 891-900
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The Estimation of Continuous Parameter Long-Memory Time Series Models
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- Econometric Theory / Volume 12 / Issue 2 / June 1996
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- 11 February 2009, pp. 374-390
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Discrete Models for Estimating General Linear Continuous Time Systems
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- Econometric Theory / Volume 7 / Issue 4 / December 1991
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- 11 February 2009, pp. 531-542
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ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
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- Journal:
- Econometric Theory / Volume 22 / Issue 3 / June 2006
- Published online by Cambridge University Press:
- 15 March 2006, pp. 483-498
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THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
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- Econometric Theory / Volume 19 / Issue 1 / February 2003
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- 08 January 2003, pp. 49-77
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MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
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- Econometric Theory / Volume 18 / Issue 2 / April 2002
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- 16 May 2002, pp. 387-419
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TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS: A Simulation Study
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- Journal:
- Econometric Theory / Volume 17 / Issue 3 / June 2001
- Published online by Cambridge University Press:
- 27 July 2001, pp. 591-607
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