Discrete Models for Estimating General Linear Continuous Time Systems

B-Tier
Journal: Econometric Theory
Year: 1991
Volume: 7
Issue: 4
Pages: 531-542

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:7:y:1991:i:04:p:531-542_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25