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Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables

Published online by Cambridge University Press:  11 February 2009

K. Ben Nowman
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Abstract

This paper is concerned with deriving formulae for higher order derivatives of exogenous variables for use in estimating the parameters of an open secondorder continuous time model with mixed stock and flow data and first and second order derivatives of exogenous variables which are not observable. This should provide the basis for the future estimation of continuous time models in a range of applied areas using the new Gaussian estimation computer program developed by Nowman [4].

Type
Brief Report
Information
Econometric Theory , Volume 7 , Issue 3 , September 1991 , pp. 404 - 408
Copyright
Copyright © Cambridge University Press 1991

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References

REFERENCES

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