Estimation of continuous and discrete time co-integrated systems with stock and flow variables
Year of publication: |
2021
|
---|---|
Authors: | González Olivares, Daniel ; Guizar, Isai |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 13.2021, 2, p. 145-186
|
Subject: | cointegration | continuous time system | exact discrete representation | temporal aggregation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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