ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG

J. Roderick McCrorie

Econometric Theory, 2009, vol. 25, issue 04, pages 1120-1137

Abstract: This paper offers a perspective on A.R. Bergstrom s contribution and legacy is secure and retains some relevance today for the analysis of macroeconomic and financial time series.

Date: 2009

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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:25:y:2009:i:04:p:1120-1137_09

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