19
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Implied continuous time lag distributions: further evidence for the UK

Pages 415-418 | Published online: 06 Oct 2010

References

  • Bergstrom , A. R. 1983 . Gaussian estimation of structural parameters in higher-order continuous time dynamic models . Econometrica , 51 : 117 – 152 .
  • Bergstrom , A. R. 1985 . The estimation of parameters in nonstationary higher-order continuous time dynamic models . Econometric Theory , 1 : 369 – 385 .
  • Bergstrom , A. R. 1986 . The estimation of open higher-order continuous time dynamic models with mixed stock and flow data . Econometric Theory , 2 : 350 – 373 .
  • Bergstrom , A. R. , Nowman , K. B. and Wymer , C. R. 1992 . Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom . Economic Modelling , 9 : 313 – 351 .
  • Bergstrom , A. R. , Nowman , K. B. and Wandasiewicz , S. 1994 . Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom . Journal of Economic Dynamics and Control , 18 : 731 – 761 .
  • Chambers , M. J. 1991 . Discrete models for estimating general linear continuous time systems . Econometric Theory , 7 : 531 – 542 .
  • Nowman , K. B. 1991 . Open higher-order continuous time dynamic model with mixed stock and flow data and derivatives of exogenous variables . Econometric Theory , 7 : 404 – 408 .
  • Nowman , K. B. 1996 . “ A note on continuous time dynamic disequilibrium macroeconometric modelling of the United Kingdom ” . In Dynamic Disequilibrium Modelling , Edited by: Barnett , W. A. , Gandolfo , G. and Hillinger , C. Cambridge : Cambridge University Press .
  • Nowman , K. B. 1998 . Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends . Computational Economics , 12 : 243 – 254 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.