Gaussian estimation of a continuous time system with common stochastic trends
| dc.contributor.author | Simos, T. | en |
| dc.date.accessioned | 2015-11-24T17:04:33Z | |
| dc.date.available | 2015-11-24T17:04:33Z | |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/11195 | |
| dc.rights | Default Licence | - |
| dc.title | Gaussian estimation of a continuous time system with common stochastic trends | en |
| heal.abstract | We derive the exact discrete model and the Gaussian likelihood function of a first-order system of linear stochastic differential equations driven by an observable vector of stochastic trends and a vector of stationary innovations. | en |
| heal.access | campus | - |
| heal.fullTextAvailability | TRUE | - |
| heal.identifier.secondary | http://journals.cambridge.org/action/displayAbstract;jsessionid=DC5A0F01C389495A24AFBACE60DFCAFE.journals?fromPage=online&aid=2935472 | - |
| heal.journalName | Econometric Theory | en |
| heal.journalType | peer reviewed | - |
| heal.language | en | - |
| heal.publicationDate | 1996 | - |
| heal.publisher | Cambridge University Press | en |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
| heal.type | journalArticle | - |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.type.en | Journal article | en |
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