Interpolating exogenous variables in continuous time dynamic models

Journal of Economic Dynamics and Control

Volumn 25, Issue 9, 2001, Pages 1399-1427

  Roderick McCrorie, J ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

C32; Continuous time; Dynamic disequilibrium models; Exogenous variables; Identification; Interpolation

Indexed keywords

EID: 0043262971     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(99)00061-5     Document Type: Article

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