The estimation of continuous time models with mixed frequency data
Year of publication: |
August 2016
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Authors: | Chambers, Marcus J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 2, p. 390-404
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Subject: | Continuous time | Mixed frequency data | Exact discrete time models | Stock and flow variables | Zeitreihenanalyse | Time series analysis | Zeit | Time | Schätztheorie | Estimation theory |
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