Computing estimates of continuous time macroeconometric models on the basis of discrete data

Computational Statistics and Data Analysis

Volumn 49, Issue 2, 2005, Pages 397-416

  Jewitt, Giles ^a   McCrorie, J Roderick ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Continuous time; Dynamic disequilibrium modelling; Matrix exponential; Pad approximation; Schur Fr chet method

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBLEM SOLVING;

DYNAMIC DISEQUILIBRIUM MODELING; MACROECONOMETRIC MODELING; MATRIX EXPONENTIAL; PADÉ APPROXIMATION;

ECONOMICS;

EID: 17644412903     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.05.021     Document Type: Article

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