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An Exact Discrete Analog to a Closed LinearFirst-Order Continuous-Time System with MixedSample

Published online by Cambridge University Press:  11 February 2009

Terence D. Agbeyegbe
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Abstract

This article deals with the derivation of the exactdiscrete model that corresponds to a closed linearfirst-order continuous-time system with mixed stockand flow data. This exact discrete model is (underappropriate additional conditions) a stationaryautoregressive moving average time series model andmay allow one to obtain asymptotically efficientestimators of the parameters describing thecontinuous-time system.

Information

Type
Brief Report
Information
Econometric Theory , Volume 3 , Issue 1 , February 1987 , pp. 143 - 149
Copyright
Copyright © Cambridge University Press 1987

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References

REFERENCES

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