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REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
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- Journal:
- Econometric Theory / Volume 25 / Issue 4 / August 2009
- Published online by Cambridge University Press:
- 01 August 2009, pp. 1087-1098
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Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables
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- Journal:
- Econometric Theory / Volume 7 / Issue 3 / September 1991
- Published online by Cambridge University Press:
- 11 February 2009, pp. 404-408
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Kalman Filtering of Generalized Vasicek Term Structure Models
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 1 / March 1999
- Published online by Cambridge University Press:
- 06 April 2009, pp. 115-130
- Print publication:
- March 1999
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