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~person:"Bayer, Christian"
~person:"Chambers, Marcus J."
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Search: subject:"Continuous Time"
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Time series analysis
7
Zeitreihenanalyse
7
Continuous time
6
Theorie
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5
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4
Schätztheorie
4
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continuous time uncertainty
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existence
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uniqueness
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counting process
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Continuous time ARMA process
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Bayer, Christian
Chambers, Marcus J.
Posch, Olaf
30
Wälde, Klaus
20
Friedman, Daniel
15
Andersen, Torben G.
14
Bollerslev, Tim
14
Oprea, Ryan
14
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14
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13
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12
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11
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10
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9
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9
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9
Gandolfo, Giancarlo
8
Guo, Xianping
8
Parra-Alvarez, Juan Carlos
8
Prieto-Rumeau, Tomás
8
Behringer, Stefan
7
Benndorf, Volker
7
Ebina, Takeshi
7
Hong, Yongmiao
7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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2
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ECONIS (ZBW)
9
RePEc
3
EconStor
2
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1
The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings
Bayer, Christian
;
Rendall, Alan D.
;
Wälde, Klaus
-
2018
We study optimal savings in
continuous
time
with exogenous transitions between employment and unemployment as the only …
Persistent link: https://www.econbiz.de/10011957213
Saved in:
2
The invariant distribution of wealth and employment status in a small open economy with precautionary savings
Bayer, Christian
;
Rendall, Alan D.
;
Wälde, Klaus
-
2018
We study optimal savings in
continuous
time
with exogenous transitions between employment and unemployment as the only …
Persistent link: https://www.econbiz.de/10011941404
Saved in:
3
Continuous
time
modelling based on an exact discrete time representation
Chambers, Marcus J.
;
MacCrorie, J. Roderick
;
Thornton, …
-
University of Essex / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10013162724
Saved in:
4
The estimation of
continuous
time
models with mixed frequency data
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011417391
Saved in:
5
Continuous
time
ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
Saved in:
6
The effects of sampling frequency on detrending methods for unit root tests
Chambers, Marcus J.
-
University of Essex / Department of Economics
-
2016
Persistent link: https://www.econbiz.de/10013162718
Saved in:
7
The invariant distribution of wealth and employment status in a small open economy with precautionary savings
Bayer, Christian
;
Rendall, Alan D.
;
Wälde, Klaus
- In:
Journal of mathematical economics
85
(
2019
),
pp. 17-37
Persistent link: https://www.econbiz.de/10012311014
Saved in:
8
Continuous
time
ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
Saved in:
9
Existence, Uniqueness and Stability of Invariant Distributions in
Continuous-Time
Stochastic Models
Bayer, Christian
;
Waelde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2011
We study a dynamic stochastic general equilibrium model in
continuous
time
. Related work has proven that optimal …
Persistent link: https://www.econbiz.de/10010615396
Saved in:
10
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
1
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