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Open Higher Order Continuous-Time DynamicModel with Mixed Stock and Flow Data and Derivativesof 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 forhigher order derivatives of exogenous variables foruse in estimating the parameters of an opensecondorder continuous time model with mixed stockand flow data and first and second order derivativesof exogenous variables which are not observable.This should provide the basis for the futureestimation of continuous time models in a range ofapplied areas using the new Gaussian estimationcomputer program developed by Nowman [4].

Information

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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