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Discrete Models for Estimating General Linear Continuous Time Systems

Published online by Cambridge University Press:  11 February 2009

Marcus J. Chambers
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Abstract

This paper derives discrete models for estimating systems of both first- and second-order linear differential equations in which derivatives of the exogenous variables appear in addition to their levels.

Type
Brief Report
Information
Econometric Theory , Volume 7 , Issue 4 , December 1991 , pp. 531 - 542
Copyright
Copyright © Cambridge University Press 1991

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References

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