Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables

K. Ben Nowman

Econometric Theory, 1991, vol. 7, issue 03, pages 404-408

Abstract: This paper is concerned with deriving formulae for higher order derivatives of exogenous variables for use in estimating the parameters of an open secondorder continuous time model with mixed stock and flow data and first and second order derivatives of exogenous variables which are not observable. This should provide the basis for the future estimation of continuous time models in a range of applied areas using the new Gaussian estimation computer program developed by Nowman [4].

Date: 1991

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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:7:y:1991:i:03:p:404-408_00

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